# EDGAR Filing Document

**Accession Number:** 0001469192
**File Stem:** 0002071691-26-000158
**Filing Date:** 2026-1
**Character Count:** 1005786
**Document Hash:** 5f7584a36b129a4bf7717b966433af6e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-000158.hdr.sgml**: 20260113

**ACCESSION NUMBER**: 0002071691-26-000158

**CONFORMED SUBMISSION TYPE**: N-CEN

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20260113

**DATE AS OF CHANGE**: 20260113

**EFFECTIVENESS DATE**: 20260113

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NEW YORK LIFE INVESTMENTS FUNDS TRUST
- **CENTRAL INDEX KEY:** 0001469192

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** N-CEN
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22321
- **FILM NUMBER:** 26530650

**BUSINESS ADDRESS:**
- **STREET 1:** 51 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10010
- **BUSINESS PHONE:** 212 576 7000

**MAIL ADDRESS:**
- **STREET 1:** 51 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10010

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MAINSTAY FUNDS TRUST
- **DATE OF NAME CHANGE:** 20090728

## Series and Classes Contracts Data

### NYLI Epoch U.S. Equity Yield Fund (Series ID: S000026784)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000080506 | Investor Class | EPLIX           |
| C000080507 | Class A        | EPLPX           |
| C000080508 | Class C        | EPLKX           |
| C000080509 | Class I        | EPLCX           |
| C000180195 | Class R6       | EPLDX           |
| C000221654 | SIMPLE Class   | EPLMX           |

### NYLI Epoch Global Equity Yield Fund (Series ID: S000026786)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000080514 | Class A        | EPSPX           |
| C000080515 | Class C        | EPSKX           |
| C000080516 | Class I        | EPSYX           |
| C000080517 | Investor Class | EPSIX           |
| C000127145 | Class R6       | EPSRX           |

### NYLI MacKay High Yield Muni Bond Fund (Series ID: S000028227)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000086335 | Investor Class | MMHVX           |
| C000086336 | Class A        | MMHAX           |
| C000086337 | Class C        | MMHDX           |
| C000086338 | Class I        | MMHIX           |
| C000185918 | Class R6       | MMHEX           |

### NYLI Epoch International Choice Fund (Series ID: S000028522)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000087295 | Investor Class | ICELX           |
| C000087296 | Class A        | ICEVX           |
| C000087297 | Class C        | ICEWX           |
| C000087298 | Class I        | ICEUX           |
| C000221657 | SIMPLE Class   | ICERX           |

### NYLI S&P 500 Index Fund (Series ID: S000028525)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000087312 | Investor Class | MYSPX           |
| C000087313 | Class A        | MSXAX           |
| C000087314 | Class I        | MSPIX           |
| C000221659 | SIMPLE Class   | MSXMX           |

### NYLI Floating Rate Fund (Series ID: S000028529)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000087333 | Investor Class | MXFNX           |
| C000087334 | Class A        | MXFAX           |
| C000087336 | Class C        | MXFCX           |
| C000087337 | Class I        | MXFIX           |
| C000185929 | Class R6       | MXFEX           |
| C000221660 | SIMPLE Class   | MXFMX           |

### NYLI Conservative Allocation Fund (Series ID: S000028532)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000087350 | Investor Class | MCKNX           |
| C000087351 | Class A        | MCKAX           |
| C000087353 | Class C        | MCKCX           |
| C000087354 | Class I        | MCKIX           |
| C000221661 | SIMPLE Class   | MCKSX           |

### NYLI Moderate Allocation Fund (Series ID: S000028533)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000087355 | Investor Class | MMRDX           |
| C000087356 | Class A        | MMRAX           |
| C000087358 | Class C        | MMRCX           |
| C000087359 | Class I        | MMRIX           |
| C000221662 | SIMPLE Class   | MMRSX           |

### NYLI Growth Allocation Fund (Series ID: S000028534)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000087360 | Investor Class | MGDNX           |
| C000087361 | Class A        | MGDAX           |
| C000087363 | Class C        | MGDCX           |
| C000087364 | Class I        | MGDIX           |
| C000221663 | SIMPLE Class   | MGDSX           |

### NYLI Equity Allocation Fund (Series ID: S000028535)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000087365 | Investor Class | MGXNX           |
| C000087366 | Class A        | MGXAX           |
| C000087368 | Class C        | MGXCX           |
| C000087369 | Class I        | MGXIX           |
| C000221664 | SIMPLE Class   | MGXSX           |

### NYLI Short Term Bond Fund (Series ID: S000028536)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000087370 | Class I        | MIXIX           |
| C000087371 | Investor Class | MIXNX           |
| C000087372 | Class A        | MIXAX           |
| C000221665 | SIMPLE Class   | MIXMX           |

### NYLI MacKay Total Return Bond Fund (Series ID: S000028537)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000087373 | Investor Class | MTMNX           |
| C000087374 | Class A        | MTMAX           |
| C000087376 | Class C        | MTMCX           |
| C000087377 | Class I        | MTMIX           |
| C000127150 | Class R6       | MTRDX           |
| C000221666 | SIMPLE Class   | MTMSX           |

### NYLI MacKay Short Term Muni Fund (Series ID: S000028538)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000087378 | Investor Class | MYTBX           |
| C000087379 | Class A        | MSTAX           |
| C000087380 | Class I        | MSTIX           |
| C000195140 | Class R6       | MSTEX           |
| C000222390 | Class A2       | MSTUX           |

### NYLI WMC International Research Equity Fund (Series ID: S000028542)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000087393 | Investor Class | MYINX           |
| C000087394 | Class A        | MYITX           |
| C000087395 | Class C        | MYICX           |
| C000087396 | Class I        | MYIIX           |

### NYLI Balanced Fund (Series ID: S000036714)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000112258 | Class A        | MBNAX           |
| C000112260 | Class C        | MBACX           |
| C000112261 | Class I        | MBAIX           |
| C000112265 | Investor Class | MBINX           |
| C000185940 | Class R6       | MBERX           |

### NYLI WMC Small Companies Fund (Series ID: S000036715)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000112267 | Class C        | MOPCX           |
| C000112268 | Class I        | MOPIX           |
| C000112269 | Investor Class | MOINX           |
| C000112270 | Class A        | MOPAX           |

### NYLI MacKay New York Muni Fund (Series ID: S000036992)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000113210 | Class A        | MNOAX           |
| C000113211 | Class C        | MNOCX           |
| C000113212 | Class I        | MNOIX           |
| C000113213 | Investor Class | MNOVX           |
| C000185944 | Class R6       | MNODX           |
| C000221672 | Class C2       | MNOLX           |

### NYLI MacKay Short Duration High Income Fund (Series ID: S000039301)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000121097 | Class A        | MDHAX           |
| C000121098 | Class C        | MDHCX           |
| C000121099 | Class I        | MDHIX           |
| C000121101 | Investor Class | MDHVX           |

### NYLI WMC Growth Fund (Series ID: S000039358)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000121293 | Class A        | KLGAX           |
| C000121295 | Class C        | KLGCX           |
| C000121296 | Class I        | KLGIX           |
| C000121298 | Investor Class | KLGNX           |
| C000185948 | Class R6       | KLGDX           |

### NYLI MacKay California Muni Fund (Series ID: S000039903)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000123763 | Class A        | MSCAX           |
| C000123764 | Class C        | MSCCX           |
| C000123765 | Class I        | MCOIX           |
| C000123766 | Investor Class | MSCVX           |
| C000185950 | Class R6       | MSODX           |
| C000221676 | Class C2       | MCAMX           |

### NYLI Epoch Capital Growth Fund (Series ID: S000054257)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000170407 | Class A        | MECDX           |
| C000170408 | Class C        | MECEX           |
| C000170409 | Class I        | MECFX           |
| C000170410 | Investor Class | MECVX           |

### NYLI Candriam Emerging Markets Equity Fund (Series ID: S000059215)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000194050 | Class A        | MCYAX           |
| C000194051 | Class C        | MCYCX           |
| C000194052 | Class I        | MCYIX           |
| C000194053 | Class R6       | MCYSX           |
| C000194055 | Investor Class | MCYVX           |

### NYLI U.S. Government Liquidity Fund (Series ID: S000063122)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000204698 | Class I      | MUSXX           |

### NYLI MacKay Strategic Muni Allocation Fund (Series ID: S000065655)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000212401 | Class R6       | MTFHX           |
| C000212403 | Investor Class | MTFEX           |
| C000212404 | Class A        | MTFDX           |
| C000212406 | Class I        | MTFGX           |
| C000212407 | Class C        | MTFFX           |
| C000240253 | Class C2       | MTFMX           |
| C000250195 | Class Z        | MTFZX           |

### NYLI Fiera SMID Growth Fund (Series ID: S000080473)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000242885 | Class C      | APSLX           |
| C000242886 | Class I      | APSGX           |
| C000242887 | Class R6     | APSDX           |
| C000242888 | Class A      | APSRX           |

### NYLI PineStone Global Equity Fund (Series ID: S000081082)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000243737 | Class P      | FCGPX           |
| C000243738 | Class R6     | FCGMX           |
| C000243739 | Class I      | FCGIX           |
| C000243740 | Class C      | FCGYX           |
| C000243741 | Class A      | FCGEX           |

### NYLI PineStone International Equity Fund (Series ID: S000081083)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000243742 | Class A        | FCIRX           |
| C000243743 | Investor Class | FCIKX           |
| C000243744 | Class C        | FCICX           |
| C000243745 | Class I        | FCIUX           |
| C000243746 | Class P        | FCIHX           |
| C000243750 | Class R6       | FCIWX           |

### NYLI PineStone U.S. Equity Fund (Series ID: S000081084)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000243751 | Class P      | FCUPX           |
| C000243752 | Class I      | FCUIX           |
| C000243753 | Class R6     | FCUDX           |
| C000243754 | Class C      | FCUCX           |
| C000243755 | Class A      | FCUEX           |

### NYLI MacKay Arizona Muni Fund (Series ID: S000085225)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000250179 | Class A      | AZTAX           |
| C000250180 | Class C      | AZTCX           |
| C000250181 | Class I      | AZTYX           |
| C000250182 | Class Z      | AZTFX           |

### NYLI MacKay Colorado Muni Fund (Series ID: S000085226)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000250183 | Class I      | COTYX           |
| C000250184 | Class Z      | COTFX           |
| C000250185 | Class A      | COTAX           |
| C000250186 | Class C      | COTCX           |

### NYLI MacKay Oregon Muni Fund (Series ID: S000085227)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000250187 | Class C      | ORTCX           |
| C000250188 | Class I      | ORTYX           |
| C000250189 | Class Z      | ORTFX           |
| C000250190 | Class A      | ORTBX           |

### NYLI MacKay Utah Muni Fund (Series ID: S000085228)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000250191 | Class C      | UTACX           |
| C000250192 | Class I      | UTAYX           |
| C000250193 | Class Z      | UTAHX           |
| C000250194 | Class A      | UTAVX           |

## Internal

```

Report of Independent Registered Public Accounting Firm

To the Shareholders of the Fund and Board of Trustees
New York Life Investments Funds Trust:

In planning and performing our audits of the financial statements of NYLI
Balanced Fund, NYLI Candriam Emerging Markets Equity Fund, NYLI Epoch Capital
Growth Fund, NYLI Epoch Global Equity Yield Fund, NYLI Epoch International
Choice Fund, NYLI Epoch U.S. Equity Yield Fund, NYLI Fiera SMID Growth Fund,
NYLI Floating Rate Fund, NYLI MacKay Arizona Muni Fund, NYLI MacKay California
Muni Fund, NYLI MacKay Colorado Muni Fund, NYLI MacKay High Yield Muni Bond
Fund, NYLI MacKay New York Muni Fund, NYLI MacKay Oregon Muni Fund, NYLI
MacKay Short Duration High Income Fund, NYLI MacKay Short Term Muni Fund, NYLI
MacKay Strategic Muni Allocation Fund, NYLI MacKay Total Return Bond Fund,
NYLI MacKay Utah Muni Fund, NYLI PineStone Global Equity Fund, NYLI PineStone
International Equity Fund, NYLI PineStone U.S. Equity Fund, NYLI S&P 500 Index
Fund, NYLI Short Term Bond Fund, NYLI U.S. Government Liquidity Fund, NYLI WMC
Growth Fund, NYLI WMC International Research Equity Fund, NYLI WMC Small
Companies Fund, NYLI Conservative Allocation Fund, NYLI Moderate Allocation
Fund, NYLI Growth Allocation Fund, and NYLI Equity Allocation Fund, thirty-two
of the funds comprising New York Life Investments Funds Trust (the Funds), as
of and for the year ended October 31, 2025, in accordance with the standards
of the Public Company Accounting Oversight Board (United States) (PCAOB), we
considered the Funds' internal control over financial reporting, including
controls over safeguarding securities, as a basis for designing our auditing
procedures for the purpose of expressing our opinion on the financial
statements and to comply with the requirements of Form N-CEN, but not for the
purpose of expressing an opinion on the effectiveness of the Funds' internal
control over financial reporting. Accordingly, we express no such opinion.

Management of the Funds is responsible for establishing and maintaining
effective internal control over financial reporting. In fulfilling this
responsibility, estimates and judgments by management are required to assess
the expected benefits and related costs of controls. A company's internal
control over financial reporting is a process designed to provide reasonable
assurance regarding the reliability of financial reporting and the preparation
of financial statements for external purposes in accordance with U.S.
generally accepted accounting principles. A company's internal control over
financial reporting includes those policies and procedures that (1) pertain to
the maintenance of records that, in reasonable detail, accurately and fairly
reflect the transactions and dispositions of the assets of the company; (2)
provide reasonable assurance that transactions are recorded as necessary to
permit preparation of financial statements in accordance with U.S. generally
accepted accounting principles, and that receipts and expenditures of the
company are being made only in accordance with authorizations of management
and directors of the company; and (3) provide reasonable assurance regarding
prevention or timely detection of unauthorized acquisition, use, or
disposition of the company's assets that could have a material effect on the
financial statements.

Because of its inherent limitations, internal control over financial reporting
may not prevent or detect misstatements. Also, projections of any evaluation
of effectiveness to future periods are subject to the risk that controls may
become inadequate because of changes in conditions, or that the degree of
compliance with the policies or procedures may deteriorate.

A deficiency in internal control over financial reporting exists when the
design or operation of a control does not allow management or employees, in
the normal course of performing their assigned functions, to prevent or
detect misstatements on a timely basis. A material weakness is a deficiency,
or a combination of deficiencies, in internal control over financial
reporting, such that there is a reasonable possibility that a material
misstatement of the company's annual or interim financial statements will not
be prevented or detected on a timely basis.

Our consideration of the Funds' internal control over financial reporting was
for the limited purpose described in the first paragraph and would not
necessarily disclose all deficiencies in internal control that might be
material weaknesses under standards established by the PCAOB. However, we
noted no deficiencies in the Funds' internal control over financial reporting
and its operation, including controls over safeguarding securities, that we
consider to be a material weakness as defined above as of October 31, 2025.

This report is intended solely for the information and use of the management
and the Board of Trustees of the Funds and the Securities and Exchange
Commission and is not intended to be and should not be used by anyone other
than these specified parties.

/s/ KPMG LLP
Philadelphia, Pennsylvania
December 19, 2025

```

# Form N-CEN: Annual Report for Registered Investment Companies

## N-CEN: Filer Information
**Submission Type:** N-CEN
**CIK:** 0001469192

## N-CEN: Series/Class (Contract) Information

**Series ID Record:1**
- **Series ID:** S000028536

**Series ID Record:2**
- **Series ID:** S000036715

**Series ID Record:3**
- **Series ID:** S000039358

**Series ID Record:4**
- **Series ID:** S000085225

**Series ID Record:5**
- **Series ID:** S000054257

**Series ID Record:6**
- **Series ID:** S000026784

**Series ID Record:7**
- **Series ID:** S000039903

**Series ID Record:8**
- **Series ID:** S000081083

**Series ID Record:9**
- **Series ID:** S000039301

**Series ID Record:10**
- **Series ID:** S000028529

**Series ID Record:11**
- **Series ID:** S000028533

**Series ID Record:12**
- **Series ID:** S000081082

**Series ID Record:13**
- **Series ID:** S000080473

**Series ID Record:14**
- **Series ID:** S000028525

**Series ID Record:15**
- **Series ID:** S000085226

**Series ID Record:16**
- **Series ID:** S000028227

**Series ID Record:17**
- **Series ID:** S000028535

**Series ID Record:18**
- **Series ID:** S000081084

**Series ID Record:19**
- **Series ID:** S000063122

**Series ID Record:20**
- **Series ID:** S000026786

**Series ID Record:21**
- **Series ID:** S000028537

**Series ID Record:22**
- **Series ID:** S000085227

**Series ID Record:23**
- **Series ID:** S000065655

**Series ID Record:24**
- **Series ID:** S000059215

**Series ID Record:25**
- **Series ID:** S000028542

**Series ID Record:26**
- **Series ID:** S000028522

**Series ID Record:27**
- **Series ID:** S000036714

**Series ID Record:28**
- **Series ID:** S000028538

**Series ID Record:29**
- **Series ID:** S000036992

**Series ID Record:30**
- **Series ID:** S000028534

**Series ID Record:31**
- **Series ID:** S000085228

**Series ID Record:32**
- **Series ID:** S000028532

**Class ID Record:1**
- **Class ID:** C000221665

**Class ID Record:2**
- **Class ID:** C000087370

**Class ID Record:3**
- **Class ID:** C000087372

**Class ID Record:4**
- **Class ID:** C000087371

**Class ID Record:5**
- **Class ID:** C000112270

**Class ID Record:6**
- **Class ID:** C000112269

**Class ID Record:7**
- **Class ID:** C000112267

**Class ID Record:8**
- **Class ID:** C000112268

**Class ID Record:9**
- **Class ID:** C000121295

**Class ID Record:10**
- **Class ID:** C000121296

**Class ID Record:11**
- **Class ID:** C000121298

**Class ID Record:12**
- **Class ID:** C000121293

**Class ID Record:13**
- **Class ID:** C000185948

**Class ID Record:14**
- **Class ID:** C000250182

**Class ID Record:15**
- **Class ID:** C000250181

**Class ID Record:16**
- **Class ID:** C000250179

**Class ID Record:17**
- **Class ID:** C000250180

**Class ID Record:18**
- **Class ID:** C000170409

**Class ID Record:19**
- **Class ID:** C000170410

**Class ID Record:20**
- **Class ID:** C000170407

**Class ID Record:21**
- **Class ID:** C000170408

**Class ID Record:22**
- **Class ID:** C000080507

**Class ID Record:23**
- **Class ID:** C000080508

**Class ID Record:24**
- **Class ID:** C000180195

**Class ID Record:25**
- **Class ID:** C000221654

**Class ID Record:26**
- **Class ID:** C000080509

**Class ID Record:27**
- **Class ID:** C000080506

**Class ID Record:28**
- **Class ID:** C000123764

**Class ID Record:29**
- **Class ID:** C000123766

**Class ID Record:30**
- **Class ID:** C000185950

**Class ID Record:31**
- **Class ID:** C000123763

**Class ID Record:32**
- **Class ID:** C000221676

**Class ID Record:33**
- **Class ID:** C000123765

**Class ID Record:34**
- **Class ID:** C000243742

**Class ID Record:35**
- **Class ID:** C000243746

**Class ID Record:36**
- **Class ID:** C000243743

**Class ID Record:37**
- **Class ID:** C000243744

**Class ID Record:38**
- **Class ID:** C000243750

**Class ID Record:39**
- **Class ID:** C000243745

**Class ID Record:40**
- **Class ID:** C000121097

**Class ID Record:41**
- **Class ID:** C000121099

**Class ID Record:42**
- **Class ID:** C000121098

**Class ID Record:43**
- **Class ID:** C000121101

**Class ID Record:44**
- **Class ID:** C000087333

**Class ID Record:45**
- **Class ID:** C000087336

**Class ID Record:46**
- **Class ID:** C000185929

**Class ID Record:47**
- **Class ID:** C000221660

**Class ID Record:48**
- **Class ID:** C000087337

**Class ID Record:49**
- **Class ID:** C000087334

**Class ID Record:50**
- **Class ID:** C000087356

**Class ID Record:51**
- **Class ID:** C000087355

**Class ID Record:52**
- **Class ID:** C000087358

**Class ID Record:53**
- **Class ID:** C000087359

**Class ID Record:54**
- **Class ID:** C000221662

**Class ID Record:55**
- **Class ID:** C000243739

**Class ID Record:56**
- **Class ID:** C000243740

**Class ID Record:57**
- **Class ID:** C000243738

**Class ID Record:58**
- **Class ID:** C000243737

**Class ID Record:59**
- **Class ID:** C000243741

**Class ID Record:60**
- **Class ID:** C000242885

**Class ID Record:61**
- **Class ID:** C000242886

**Class ID Record:62**
- **Class ID:** C000242888

**Class ID Record:63**
- **Class ID:** C000242887

**Class ID Record:64**
- **Class ID:** C000087312

**Class ID Record:65**
- **Class ID:** C000087313

**Class ID Record:66**
- **Class ID:** C000221659

**Class ID Record:67**
- **Class ID:** C000087314

**Class ID Record:68**
- **Class ID:** C000250183

**Class ID Record:69**
- **Class ID:** C000250186

**Class ID Record:70**
- **Class ID:** C000250184

**Class ID Record:71**
- **Class ID:** C000250185

**Class ID Record:72**
- **Class ID:** C000086335

**Class ID Record:73**
- **Class ID:** C000086336

**Class ID Record:74**
- **Class ID:** C000185918

**Class ID Record:75**
- **Class ID:** C000086338

**Class ID Record:76**
- **Class ID:** C000086337

**Class ID Record:77**
- **Class ID:** C000087365

**Class ID Record:78**
- **Class ID:** C000087369

**Class ID Record:79**
- **Class ID:** C000087366

**Class ID Record:80**
- **Class ID:** C000087368

**Class ID Record:81**
- **Class ID:** C000221664

**Class ID Record:82**
- **Class ID:** C000243755

**Class ID Record:83**
- **Class ID:** C000243751

**Class ID Record:84**
- **Class ID:** C000243754

**Class ID Record:85**
- **Class ID:** C000243753

**Class ID Record:86**
- **Class ID:** C000243752

**Class ID Record:87**
- **Class ID:** C000204698

**Class ID Record:88**
- **Class ID:** C000080516

**Class ID Record:89**
- **Class ID:** C000080514

**Class ID Record:90**
- **Class ID:** C000080517

**Class ID Record:91**
- **Class ID:** C000080515

**Class ID Record:92**
- **Class ID:** C000127145

**Class ID Record:93**
- **Class ID:** C000127150

**Class ID Record:94**
- **Class ID:** C000087376

**Class ID Record:95**
- **Class ID:** C000087377

**Class ID Record:96**
- **Class ID:** C000087373

**Class ID Record:97**
- **Class ID:** C000221666

**Class ID Record:98**
- **Class ID:** C000087374

**Class ID Record:99**
- **Class ID:** C000250190

**Class ID Record:100**
- **Class ID:** C000250187

**Class ID Record:101**
- **Class ID:** C000250189

**Class ID Record:102**
- **Class ID:** C000250188

**Class ID Record:103**
- **Class ID:** C000240253

**Class ID Record:104**
- **Class ID:** C000212407

**Class ID Record:105**
- **Class ID:** C000212404

**Class ID Record:106**
- **Class ID:** C000212406

**Class ID Record:107**
- **Class ID:** C000212403

**Class ID Record:108**
- **Class ID:** C000212401

**Class ID Record:109**
- **Class ID:** C000250195

**Class ID Record:110**
- **Class ID:** C000194052

**Class ID Record:111**
- **Class ID:** C000194053

**Class ID Record:112**
- **Class ID:** C000194051

**Class ID Record:113**
- **Class ID:** C000194055

**Class ID Record:114**
- **Class ID:** C000194050

**Class ID Record:115**
- **Class ID:** C000087396

**Class ID Record:116**
- **Class ID:** C000087395

**Class ID Record:117**
- **Class ID:** C000087393

**Class ID Record:118**
- **Class ID:** C000087394

**Class ID Record:119**
- **Class ID:** C000221657

**Class ID Record:120**
- **Class ID:** C000087297

**Class ID Record:121**
- **Class ID:** C000087296

**Class ID Record:122**
- **Class ID:** C000087295

**Class ID Record:123**
- **Class ID:** C000087298

**Class ID Record:124**
- **Class ID:** C000112258

**Class ID Record:125**
- **Class ID:** C000112260

**Class ID Record:126**
- **Class ID:** C000112261

**Class ID Record:127**
- **Class ID:** C000112265

**Class ID Record:128**
- **Class ID:** C000185940

**Class ID Record:129**
- **Class ID:** C000087380

**Class ID Record:130**
- **Class ID:** C000087379

**Class ID Record:131**
- **Class ID:** C000222390

**Class ID Record:132**
- **Class ID:** C000087378

**Class ID Record:133**
- **Class ID:** C000195140

**Class ID Record:134**
- **Class ID:** C000185944

**Class ID Record:135**
- **Class ID:** C000113211

**Class ID Record:136**
- **Class ID:** C000113210

**Class ID Record:137**
- **Class ID:** C000221672

**Class ID Record:138**
- **Class ID:** C000113212

**Class ID Record:139**
- **Class ID:** C000113213

**Class ID Record:140**
- **Class ID:** C000087361

**Class ID Record:141**
- **Class ID:** C000087360

**Class ID Record:142**
- **Class ID:** C000087363

**Class ID Record:143**
- **Class ID:** C000087364

**Class ID Record:144**
- **Class ID:** C000221663

**Class ID Record:145**
- **Class ID:** C000250193

**Class ID Record:146**
- **Class ID:** C000250194

**Class ID Record:147**
- **Class ID:** C000250191

**Class ID Record:148**
- **Class ID:** C000250192

**Class ID Record:149**
- **Class ID:** C000221661

**Class ID Record:150**
- **Class ID:** C000087351

**Class ID Record:151**
- **Class ID:** C000087350

**Class ID Record:152**
- **Class ID:** C000087354

**Class ID Record:153**
- **Class ID:** C000087353

### N-CEN: Part A: General Information

**Item A.1.a - Report for period ending:** 2025-10-31

**Item A.1.b - Does this report cover a period of less than 12 months?:** No

## N-CEN: Part B: Information About the Registrant

- **Item B.1.a - Full name of Registrant:** NEW YORK LIFE INVESTMENTS FUNDS TRUST

- **Item B.1.b - Investment Company Act file number:** 811-22321

- **Item B.1.c - CIK:** 0001469192

- **Item B.1.d - LEI:** 549300SQRLBSUG7RD002

- **Item B.2.a - Street 1:** 51 MADISON AVENUE

- **Item B.2.b - City:** NEW YORK

- **Item B.2.c - State:** NY

- **Item B.2.e - Zip Code:** 10010

- **Item B.2.f - Telephone:** 212-576-7000

- **Item B.2.g - Public Website:** newyorklifeinvestments.com/mutual-funds

### Item B.3 - Location of books and records

**Location books Record: 1**

- **a. Name of person (e.g., a custodian of records):** JPMorgan Chase Bank, N.A.

- **b. Street 1:** 4 Chase Metrotech Center

- **c. City:** Brooklyn

- **d. State, if applicable:** NY

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 11245

- **g. Telephone number:** 718-242-0609

- **h. Briefly describe the books and records kept at this location:** Records relating to its functions as custodian, sub-administrator and accounting agent

- **Item B.4.a - Is this the first filing by the Registrant?:** No

- **Item B.4.b - Is this the last filing by the Registrant?:** No

- **Item B.5.a - Is the Registrant part of a family of investment companies?:** Yes

- **Item B.5.a.i - Full name of family of investment companies:** NYLI Group of Funds

### Item B.6 - Organization

- [x] a. Open-end management investment company registered under the Act on Form N-1A

- [ ] b. Closed-end management investment company registered under the Act on Form N-2

- [ ] c. Separate account offering variable annuity contracts which is registered under the Act as a management investment company on Form N-3

- [ ] d. Separate account offering variable annuity contracts which is registered under the Act as a unit investment trust on Form N-4

- [ ] e. Small business investment company registered under the Act on Form N-5

- [ ] f. Separate account offering variable insurance contracts which is registered under the Act as a unit investment trust on Form N-6

- [ ] g. Unit investment trust registered under the Act on Form N-8B-2

- **Item B.6.i - Total number of Series:** 39

- **Item B.7 - Is the Registrant the issuer of a class of securities registered under the Securities Act?:** Yes

### Item B.8 - Directors

| Name                | Is Interested Person?   | Other Investment Company File Numbers                                                                                      |
|:---|:---|:---|
| Richard S. Trutanic | No                      | 811-04550, 811-23654, 811-22551, 811-23905, 811-03833-01                                                                   |
| Jacques P. Perold   | No                      | 811-22551, 811-23654, 811-03833-01, 811-23905, 811-04550                                                                   |
| Karen Hammond       | No                      | 811-23654, 811-04550, 811-03833-01, 811-23905, 811-22551                                                                   |
| Alan R. Latshaw     | No                      | 811-23905, 811-23654, 811-04550, 811-03833-01, 811-22551                                                                   |
| Naim Abou-Jaoude    | Yes                     | 811-23905, 811-04550, 811-22551, 811-03833-01, 811-23654                                                                   |
| Susan B. Kerley     | No                      | 811-04550, 811-23654, 811-04254, 811-06740, 811-23905, 811-05812, 811-22551, 811-03833-01, 811-06110, 811-06310, 811-04052 |
| David H. Chow       | No                      | 811-04550, 811-23654, 811-23905, 811-22551, 811-10325, 811-03833-01                                                        |

### Item B.9. Chief compliance officer.

**Chief compliance officer Record: 1**

- **a. Full Name:** Kevin M. Gleason

- **b. CRD Number, if any:** 000000000

- **c. Street Address 1:** 30 Hudson Street

- **d. City:** Jersey City

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Zip code:** 07302

- **h. Telephone number:** XXXXXX

- **i. Has the chief compliance officer changed since the last filing?:** No

If the chief compliance officer is compensated or employed by any person other than the Registrant, provide:

**CCO employer Record: 1**

- **i. Name of the person:** —

- **ii. Person’s IRS Employer Identification Number:** —

### Item B.10. Matters for security holder vote.

- **Were any matters submitted by the Registrant for its security holders’ vote during the reporting period?** No

- **Item B.11.a - Have there been any material legal proceedings?:** No

- **Item B.11.b - Has any proceeding previously reported been terminated?:** No

- **Item B.12.a - Were any claims with respect to the Registrant filed under a fidelity bond?:** No

- **Item B.13.a - Are the Registrant's officers or directors covered under any insurance policy?:** Yes

- **Item B.13.a.i - If yes, were any claims filed under the policy during the reporting period?:** No

- **Item B.14 - Did an affiliated person provide any form of financial support to the Registrant?:** No

- **Item B.15.a.i - Release numbers:**
  - IC-17318
  - IC-32190
  - IC-15758
  - IC-31663

### Item B.16. Principal underwriters.

**Principal underwriter Record: 1**

- **i. Full name:** NYLIFE Distributors LLC

- **ii. SEC file number:** 8-46655

- **iii. CRD number:** 000035350

- **iv. LEI, if any:** 00000000000000000000

- **v. State, if applicable:** NJ

- **vi. Foreign country, if applicable:** US

- **vii. Is the principal underwriter an affiliated person...?:** Yes

- **b. Have any principal underwriters been hired or terminated during the reporting period?** No

### Item B.17. Independent public accountant.

**Public accountant Record: 1**

- **a. Full Name:** KPMG LLP

- **b. PCAOB Number:** 185

- **c. LEI, if any:** 5493003PVCIGA21KOK42

- **d. State, if applicable:** PA

- **e. Foreign country, if applicable:** US

- **f. Has the independent public accountant changed since the last filing?** No

- **Item B.18 - Did an independent public accountant's report on internal control note any material weaknesses?:** No

- **Item B.19 - Did an independent public accountant issue an opinion other than an unqualified opinion?:** No

- **Item B.20 - Have there been material changes in the method of valuation?:** No

- **Item B.21 - Have there been any changes in accounting principles or practices?:** No

- **Item B.22.a - Were any payments made to shareholders as a result of an error in calculating NAV?:** No

- **Item B.23 - Did the Registrant pay any dividend or make any distribution required to be accompanied by a written statement?:** No

## Part C: Additional Questions for Management Investment Companies

### Management Investment Record: 1 - NYLI Short Term Bond Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** NYLI Short Term Bond Fund

- **b. Series identification number, if any:** S000028536

- **c. LEI:** 549300O98OR0VH1HJ155

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 4

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | SIMPLE Class            | C000221665                                | MIXMX                        |
|                           2 | Class I                 | C000087370                                | MIXIX                        |
|                           3 | Class A                 | C000087372                                | MIXAX                        |
|                           4 | Investor Class          | C000087371                                | MIXNX                        |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [x] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 22d-1 (17 CFR 270.22d-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 18f-4 (17 CFR 270.18f-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. SEC file number:** 801-57396

- **iii. CRD number:** 000109591

- **iv. LEI, if any:** IGJ1X7QLRC5K7CY9GE11

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** NYL Investors LLC

- **ii. SEC file number:** 801-78759

- **iii. CRD number:** 000169553

- **iv. LEI, if any:** 5493000EG09WOQURS721

- **v. Is the sub-adviser an affiliated person?:** Yes

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** NYLIM Service Company LLC

- **ii. SEC file number:** 084-05844

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** NJ

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

**Transfer Agents Record: 2**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **ii. SEC file number:** 084-00448

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** CT

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** Yes

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **iii. State, if applicable:** CT

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** Yes

**Shareholder Servicing Agents Record: 2**

- **i. Full name:** NYLIM Service Company LLC

- **iii. State, if applicable:** NJ

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. LEI, if any, or other identifying number:** IGJ1X7QLRC5K7CY9GE11

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** Yes

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** NYLIFE Securities LLC

- **b. SEC file number:** 8-15517

- **c. CRD number:** 000005167

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** NYLIFE Distributors LLC

- **b. SEC file number:** 8-46655

- **c. CRD number:** 000035350

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5,947.62

**Aggregate Commission:** $5,947.62

**Item C.17.a. Principal transaction counterparties.**

| Name                          | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| BMO Capital Markets Corp.     | 8-34344           |    000016686 | RUC0QBLBRPRCU4W1NE59 | NY      | US        | $159,570,008.61           |
| Citadel Securities LLC        | 8-53574           |    000116797 | 12UUJYTN7D3SW8KCSG25 | FL      | US        | $358,743,279.11           |
| BofA Securities, Inc.         | 8-69787           |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $28,031,690.23            |
| Jefferies LLC                 | 8-15074           |    000002347 | 58PU97L1C0WSRCWADL48 | NY      | US        | $8,397,465.41             |
| Pershing LLC                  | 8-17574           |    000007560 | ZI8Q1A8EI8LQFJNM0D94 | NJ      | US        | $17,634,299.03            |
| Morgan Stanley & Co. LLC      | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $14,712,329.99            |
| Citigroup Global Markets Inc. | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | NY      | US        | $42,855,767.91            |
| Wells Fargo Securities, LLC   | 8-65876           |    000126292 | VYVVCKR63DVZZN70PB21 | NC      | US        | $158,849,190.12           |
| J.P. Morgan Securities LLC    | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $240,151,722.15           |
| Goldman Sachs & Co. LLC       | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $55,886,968.36            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,135,528,518.94

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $117,375,805.36

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Uncommitted

- **ii. What size is the line of credit?** $100,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI CBRE Real Estate Fund                            | 811-22321         |

- **v. Did the Fund draw on the line of credit this period?** No

**Line of Credit details Record: 2**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 2 - NYLI WMC Small Companies Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** NYLI WMC Small Companies Fund

- **b. Series identification number, if any:** S000036715

- **c. LEI:** 549300X2531TDNVCHR44

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 4

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 1

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000112270                                | MOPAX                        |
|                           2 | Investor Class          | C000112269                                | MOINX                        |
|                           3 | Class C                 | C000112267                                | MOPCX                        |
|                           4 | Class I                 | C000112268                                | MOPIX                        |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [x] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $15,126,385.64

- **g. Provide the net income from securities lending activities:** $165,723.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 22d-1 (17 CFR 270.22d-1)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 17a-7 (17 CFR 270.17a-7)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. SEC file number:** 801-57396

- **iii. CRD number:** 000109591

- **iv. LEI, if any:** IGJ1X7QLRC5K7CY9GE11

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Wellington Management Company LLP

- **ii. SEC file number:** 801-15908

- **iii. CRD number:** 000106595

- **iv. LEI, if any:** 549300YHP12TEZNLCX41

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** NYLIM Service Company LLC

- **ii. SEC file number:** 084-05844

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** NJ

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

**Transfer Agents Record: 2**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **ii. SEC file number:** 084-00448

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** CT

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** Yes

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** NYLIM Service Company LLC

- **iii. State, if applicable:** NJ

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

**Shareholder Servicing Agents Record: 2**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **iii. State, if applicable:** CT

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** Yes

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** Yes

**Administrators Record: 2**

- **i. Full name:** New York Life Investment Management LLC

- **ii. LEI, if any, or other identifying number:** IGJ1X7QLRC5K7CY9GE11

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** NYLIFE Securities LLC

- **b. SEC file number:** 8-15517

- **c. CRD number:** 000005167

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** NYLIFE Distributors LLC

- **b. SEC file number:** 8-46655

- **c. CRD number:** 000035350

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $25,050.41

**Brokers Record: 2**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $13,666.52

**Brokers Record: 3**

- **i. Full name of broker:** TD SECURITIES (USA) LLC

- **ii. SEC file number:** 8-36747

- **iii. CRD number:** 000018476

- **iv. LEI, if any:** SUVUFHICNZMP2WKHG940

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $15,909.99

**Brokers Record: 4**

- **i. Full name of broker:** Jefferies LLC

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** 58PU97L1C0WSRCWADL48

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $22,768.18

**Brokers Record: 5**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $23,101.72

**Brokers Record: 6**

- **i. Full name of broker:** Barclays Capital, Inc.

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** AC28XWWI3WIBK2824319

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $32,102.88

**Brokers Record: 7**

- **i. Full name of broker:** BofA Securities, Inc.

- **ii. SEC file number:** 8-69787

- **iii. CRD number:** 000283942

- **iv. LEI, if any:** 549300HN4UKV1E2R3U73

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $12,040.48

**Brokers Record: 8**

- **i. Full name of broker:** BTIG, LLC

- **ii. SEC file number:** 8-65473

- **iii. CRD number:** 000122225

- **iv. LEI, if any:** 549300GTG9PL6WO3EC51

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $25,197.81

**Brokers Record: 9**

- **i. Full name of broker:** Keybanc Capital Markets Inc.

- **ii. SEC file number:** 8-30177

- **iii. CRD number:** 000000566

- **iv. LEI, if any:** 2EQWV0180Z211YVAD813

- **v. State, if applicable:** OH

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $18,760.93

**Brokers Record: 10**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $16,048.05

**Aggregate Commission:** $279,965.09

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| J.P. Morgan Securities LLC | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $198,012,601.59           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $198,012,601.59

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $288,745,959.18

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Uncommitted

- **ii. What size is the line of credit?** $100,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |

- **v. Did the Fund draw on the line of credit this period?** No

**Line of Credit details Record: 2**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 3 - NYLI WMC Growth Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** NYLI WMC Growth Fund

- **b. Series identification number, if any:** S000039358

- **c. LEI:** 549300G3B4EAFQNLNN04

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 5

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 1

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class C                 | C000121295                                | KLGCX                        |
|                           2 | Class I                 | C000121296                                | KLGIX                        |
|                           3 | Investor Class          | C000121298                                | KLGNX                        |
|                           4 | Class A                 | C000121293                                | KLGAX                        |
|                           5 | Class R6                | C000185948                                | KLGDX                        |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [x] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $1,225,277.71

- **g. Provide the net income from securities lending activities:** $4,223.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 22d-1 (17 CFR 270.22d-1)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. SEC file number:** 801-57396

- **iii. CRD number:** 000109591

- **iv. LEI, if any:** IGJ1X7QLRC5K7CY9GE11

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Wellington Management Company LLP

- **ii. SEC file number:** 801-15908

- **iii. CRD number:** 000106595

- **iv. LEI, if any:** 549300YHP12TEZNLCX41

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** NYLIM Service Company LLC

- **ii. SEC file number:** 084-05844

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** NJ

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

**Transfer Agents Record: 2**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **ii. SEC file number:** 084-00448

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** CT

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** Yes

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 2**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **iii. State, if applicable:** CT

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** Yes

**Shareholder Servicing Agents Record: 2**

- **i. Full name:** NYLIM Service Company LLC

- **iii. State, if applicable:** NJ

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** Yes

**Administrators Record: 2**

- **i. Full name:** New York Life Investment Management LLC

- **ii. LEI, if any, or other identifying number:** IGJ1X7QLRC5K7CY9GE11

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** NYLIFE Distributors LLC

- **b. SEC file number:** 8-46655

- **c. CRD number:** 000035350

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** NYLIFE Securities LLC

- **b. SEC file number:** 8-15517

- **c. CRD number:** 000005167

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** ROBERT W. BAIRD & CO. INCORPORATED

- **ii. SEC file number:** 8-00497

- **iii. CRD number:** 000008158

- **iv. LEI, if any:** 549300772UJAHRD6LO53

- **v. State, if applicable:** WI

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5,095.77

**Brokers Record: 2**

- **i. Full name of broker:** Citigroup Global Markets Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,999.32

**Brokers Record: 3**

- **i. Full name of broker:** Sanford C. Bernstein & Co., LLC

- **ii. SEC file number:** 8-52942

- **iii. CRD number:** 000104474

- **iv. LEI, if any:** 549300I7JYZHT7D5CO04

- **v. State, if applicable:** TN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,625.59

**Brokers Record: 4**

- **i. Full name of broker:** BofA Securities, Inc.

- **ii. SEC file number:** 8-69787

- **iii. CRD number:** 000283942

- **iv. LEI, if any:** 549300HN4UKV1E2R3U73

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,225.43

**Brokers Record: 5**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $11,884.24

**Brokers Record: 6**

- **i. Full name of broker:** Morgan Stanley & Co. LLC

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $7,741.64

**Brokers Record: 7**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $10,541.18

**Brokers Record: 8**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $12,633.33

**Brokers Record: 9**

- **i. Full name of broker:** Jefferies LLC

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** 58PU97L1C0WSRCWADL48

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,987.76

**Brokers Record: 10**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,813.40

**Aggregate Commission:** $83,305.09

**Item C.17.a. Principal transaction counterparties.**

| Name                          | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jefferies LLC                 | 8-15074           |    000002347 | 58PU97L1C0WSRCWADL48 | NY      | US        | $351,100.00               |
| Barclays Capital, Inc.        | 8-41342           |    000019714 | AC28XWWI3WIBK2824319 | NY      | US        | $326,400.00               |
| BofA Securities, Inc.         | 8-69787           |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $281,400.00               |
| J.P. Morgan Securities LLC    | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $473,208,283.31           |
| Citigroup Global Markets Inc. | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | NY      | US        | $364,500.00               |
| Morgan Stanley & Co. LLC      | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $803,900.00               |
| Goldman Sachs & Co. LLC       | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $914,300.00               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $476,249,883.31

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $948,100,627.02

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Uncommitted

- **ii. What size is the line of credit?** $100,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |

- **v. Did the Fund draw on the line of credit this period?** No

**Line of Credit details Record: 2**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 4 - NYLI MacKay Arizona Muni Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** NYLI MacKay Arizona Muni Fund

- **b. Series identification number, if any:** S000085225

- **c. LEI:** 2549002VVYFG4YXZ0E87

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 4

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class Z                 | C000250182                                | AZTFX                        |
|                           2 | Class I                 | C000250181                                | AZTYX                        |
|                           3 | Class A                 | C000250179                                | AZTAX                        |
|                           4 | Class C                 | C000250180                                | AZTCX                        |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [x] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 22d-1 (17 CFR 270.22d-1)

- Rule 32a-4 (17 CFR 270.32a-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. SEC file number:** 801-57396

- **iii. CRD number:** 000109591

- **iv. LEI, if any:** IGJ1X7QLRC5K7CY9GE11

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** MacKay Shields LLC

- **ii. SEC file number:** 801-5594

- **iii. CRD number:** 000107717

- **iv. LEI, if any:** 549300Y7LLCOFU7R8H16

- **v. Is the sub-adviser an affiliated person?:** Yes

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **ii. SEC file number:** 084-00448

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** CT

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** Yes

**Transfer Agents Record: 2**

- **i. Full name:** NYLIM Service Company LLC

- **ii. SEC file number:** 084-05844

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** NJ

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** NYLIM Service Company LLC

- **iii. State, if applicable:** NJ

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

**Shareholder Servicing Agents Record: 2**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **iii. State, if applicable:** CT

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** Yes

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** Yes

**Administrators Record: 2**

- **i. Full name:** New York Life Investment Management LLC

- **ii. LEI, if any, or other identifying number:** IGJ1X7QLRC5K7CY9GE11

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** NYLIFE Distributors LLC

- **b. SEC file number:** 8-46655

- **c. CRD number:** 000035350

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** NYLIFE Securities LLC

- **b. SEC file number:** 8-15517

- **c. CRD number:** 000005167

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,472.00

**Aggregate Commission:** $1,472.00

**Item C.17.a. Principal transaction counterparties.**

| Name                                     | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Pershing LLC                             | 8-17574           |    000007560 | ZI8Q1A8EI8LQFJNM0D94 | NJ      | US        | $17,153,013.50            |
| Truist Securities, Inc.                  | 8-17212           |    000006271 | CSVTK36R0PNGXEM7NS14 | GA      | US        | $10,471,017.25            |
| J.P. Morgan Securities LLC               | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $170,867,178.90           |
| RBC Capital Markets, LLC                 | 8-45411           |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $12,878,659.47            |
| Morgan Stanley & Co. LLC                 | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $10,471,223.23            |
| BofA Securities, Inc.                    | 8-69787           |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $10,737,333.49            |
| Stifel, Nicolaus & Company, Incorporated | 8-01447           |    000000793 | 5WUVMA08EYG4KEUPW589 | MO      | US        | $37,769,629.70            |
| Goldman Sachs & Co. LLC                  | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $8,345,250.20             |
| Piper Sandler & Co.                      | 8-15204           |    000000665 | 549300GRQCWQ3XGH0H10 | MN      | US        | $6,516,978.47             |
| Wells Fargo Securities, LLC              | 8-65876           |    000126292 | VYVVCKR63DVZZN70PB21 | NC      | US        | $11,700,073.50            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $343,448,218.96

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $144,424,041.50

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Uncommitted

- **ii. What size is the line of credit?** $100,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI WMC Growth Fund                                  | 811-22321         |

- **v. Did the Fund draw on the line of credit this period?** No

**Line of Credit details Record: 2**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 5 - NYLI Epoch Capital Growth Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** NYLI Epoch Capital Growth Fund

- **b. Series identification number, if any:** S000054257

- **c. LEI:** 5493007ZZLRL6VENV585

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 4

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class I                 | C000170409                                | MECFX                        |
|                           2 | Investor Class          | C000170410                                | MECVX                        |
|                           3 | Class A                 | C000170407                                | MECDX                        |
|                           4 | Class C                 | C000170408                                | MECEX                        |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [x] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $1,742,482.38

- **g. Provide the net income from securities lending activities:** $7,466.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 22d-1 (17 CFR 270.22d-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. SEC file number:** 801-57396

- **iii. CRD number:** 000109591

- **iv. LEI, if any:** IGJ1X7QLRC5K7CY9GE11

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Epoch Investment Partners, Inc.

- **ii. SEC file number:** 801-63118

- **iii. CRD number:** 000131556

- **iv. LEI, if any:** 549300FT720Z0BVCWS87

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **ii. SEC file number:** 084-00448

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** CT

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** Yes

**Transfer Agents Record: 2**

- **i. Full name:** NYLIM Service Company LLC

- **ii. SEC file number:** 084-05844

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** NJ

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** CACEIS Bank Spain, S.A.U.

- **ii. LEI, if any:** 95980020140005970915

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 2**

- **i. Full name:** HSBC Bank Malaysia Berhad

- **ii. LEI, if any:** P3RPN9OJFCXUPJWB1Q09

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** Standard Chartered Bank (Thai) Public Company Limited

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** BNP Paribas

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** DBS Bank Ltd

- **ii. LEI, if any:** ATUEL7OJR5057F2PV266

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** HSBC Bank Middle East Limited

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** J.P. Morgan Saudi Arabia Company

- **ii. LEI, if any:** 549300HST49806XTCK29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** J.P. Morgan S.A. DTVM

- **ii. LEI, if any:** 5493001LS7J56NZZ3G07

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** BNP Paribas

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** Skandinaviska Enskilda Banken AB

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 19**

- **i. Full name:** BNP Paribas

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** FirstRand Bank Limited

- **ii. LEI, if any:** ZAYQDKTCATIXF9OQY690

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** Banco Citi Mexico S.A.

- **ii. LEI, if any:** 529900H31AYI6WA1J534

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** Bank Leumi le-Israel B.M.

- **ii. LEI, if any:** 7JDSZWRGUQY2DSTWCR57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 24**

- **i. Full name:** Mizuho Bank, Ltd.

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** Skandinaviska Enskilda Banken AB

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** Skandinaviska Enskilda Banken AB

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** Bank Handlowy w. Warszawie S.A.

- **ii. LEI, if any:** XLEZHWWOI4HFQDGL4793

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 29**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 30**

- **i. Full name:** The Standard Chartered Bank (Taiwan) Limited

- **ii. LEI, if any:** 549300QJEO1B92LSHZ06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 31**

- **i. Full name:** BNP PARIBAS

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 32**

- **i. Full name:** HSBC Bank (China) Company Limited

- **ii. LEI, if any:** 2CZOJRADNJXBLT55G526

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 33**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 34**

- **i. Full name:** UniCredit Bank Czech Republic and Slovakia, a.s.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 35**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 36**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 37**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 38**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 39**

- **i. Full name:** Standard Chartered Bank Korea Limited

- **ii. LEI, if any:** NUXTG47HHHM1K2L0SG39

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 40**

- **i. Full name:** PT Bank HSBC Indonesia

- **ii. LEI, if any:** 213800HW5IDIRLWH1203

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** NYLIM Service Company LLC

- **iii. State, if applicable:** NJ

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

**Shareholder Servicing Agents Record: 2**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **iii. State, if applicable:** CT

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** Yes

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. LEI, if any, or other identifying number:** IGJ1X7QLRC5K7CY9GE11

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** Yes

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** NYLIFE Distributors LLC

- **b. SEC file number:** 8-46655

- **c. CRD number:** 000035350

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** NYLIFE Securities LLC

- **b. SEC file number:** 8-15517

- **c. CRD number:** 000005167

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Daiwa Capital Markets America Inc.

- **ii. SEC file number:** 8-12242

- **iii. CRD number:** 000001576

- **iv. LEI, if any:** M67H5PRC0NQKM73ZAS82

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5,477.63

**Brokers Record: 2**

- **i. Full name of broker:** Societe Generale

- **ii. SEC file number:** N/A

- **iii. CRD number:** N/A

- **iv. LEI, if any:** O2RNE8IBXP4R0TD8PU41

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,308.33

**Brokers Record: 3**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,113.21

**Brokers Record: 4**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5,814.11

**Brokers Record: 5**

- **i. Full name of broker:** ODDO BHF SCA

- **ii. SEC file number:** N/A

- **iii. CRD number:** N/A

- **iv. LEI, if any:** 9695002I9DJHZ3449O66

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,334.10

**Brokers Record: 6**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,602.22

**Brokers Record: 7**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,369.24

**Brokers Record: 8**

- **i. Full name of broker:** Mizuho Securities USA LLC

- **ii. SEC file number:** 8-37710

- **iii. CRD number:** 000019647

- **iv. LEI, if any:** 7TK5RJIZDFROZCA6XF66

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,902.36

**Brokers Record: 9**

- **i. Full name of broker:** Jefferies LLC

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** 58PU97L1C0WSRCWADL48

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $7,100.30

**Brokers Record: 10**

- **i. Full name of broker:** CLSA Americas, LLC

- **ii. SEC file number:** 8-69166

- **iii. CRD number:** 000165533

- **iv. LEI, if any:** 213800M2DXATWY7JMS07

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,079.57

**Aggregate Commission:** $64,348.78

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| J.P. Morgan Securities LLC | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $86,268,151.45            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $86,268,151.45

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $162,627,585.13

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |

- **v. Did the Fund draw on the line of credit this period?** No

**Line of Credit details Record: 2**

- **i. Is the line of credit a committed or uncommitted line of credit?** Uncommitted

- **ii. What size is the line of credit?** $100,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI MacKay Convertible Fund                          | 811-04550         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 6 - NYLI Epoch U.S. Equity Yield Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** NYLI Epoch U.S. Equity Yield Fund

- **b. Series identification number, if any:** S000026784

- **c. LEI:** 549300VUF2DM62SGU537

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 6

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 1

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000080507                                | EPLPX                        |
|                           2 | Class C                 | C000080508                                | EPLKX                        |
|                           3 | Class R6                | C000180195                                | EPLDX                        |
|                           4 | SIMPLE Class            | C000221654                                | EPLMX                        |
|                           5 | Class I                 | C000080509                                | EPLCX                        |
|                           6 | Investor Class          | C000080506                                | EPLIX                        |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [x] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $5,139,087.21

- **g. Provide the net income from securities lending activities:** $15,276.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 22d-1 (17 CFR 270.22d-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. SEC file number:** 801-57396

- **iii. CRD number:** 000109591

- **iv. LEI, if any:** IGJ1X7QLRC5K7CY9GE11

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Epoch Investment Partners, Inc.

- **ii. SEC file number:** 801-63118

- **iii. CRD number:** 000131556

- **iv. LEI, if any:** 549300FT720Z0BVCWS87

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** NYLIM Service Company LLC

- **ii. SEC file number:** 084-05844

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** NJ

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

**Transfer Agents Record: 2**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **ii. SEC file number:** 084-00448

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** CT

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** Yes

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** NYLIM Service Company LLC

- **iii. State, if applicable:** NJ

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

**Shareholder Servicing Agents Record: 2**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **iii. State, if applicable:** CT

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** Yes

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. LEI, if any, or other identifying number:** IGJ1X7QLRC5K7CY9GE11

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** Yes

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** NYLIFE Securities LLC

- **b. SEC file number:** 8-15517

- **c. CRD number:** 000005167

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** NYLIFE Distributors LLC

- **b. SEC file number:** 8-46655

- **c. CRD number:** 000035350

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Citigroup Global Markets Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $12,614.42

**Brokers Record: 2**

- **i. Full name of broker:** Wells Fargo Securities, LLC

- **ii. SEC file number:** 8-65876

- **iii. CRD number:** 000126292

- **iv. LEI, if any:** VYVVCKR63DVZZN70PB21

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $8,215.83

**Brokers Record: 3**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $23,386.32

**Brokers Record: 4**

- **i. Full name of broker:** Barclays Capital, Inc.

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** AC28XWWI3WIBK2824319

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $22,539.38

**Brokers Record: 5**

- **i. Full name of broker:** Keefe, Bruyette & Woods, Inc.

- **ii. SEC file number:** 8-10888

- **iii. CRD number:** 000000481

- **iv. LEI, if any:** 549300OM47DQV01G4854

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $12,579.28

**Brokers Record: 6**

- **i. Full name of broker:** Sanford C. Bernstein & Co., LLC

- **ii. SEC file number:** 8-52942

- **iii. CRD number:** 000104474

- **iv. LEI, if any:** 549300I7JYZHT7D5CO04

- **v. State, if applicable:** TN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $8,962.32

**Brokers Record: 7**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $13,223.80

**Brokers Record: 8**

- **i. Full name of broker:** BofA Securities, Inc.

- **ii. SEC file number:** 8-69787

- **iii. CRD number:** 000283942

- **iv. LEI, if any:** 549300HN4UKV1E2R3U73

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $26,558.37

**Brokers Record: 9**

- **i. Full name of broker:** Raymond James & Associates, Inc.

- **ii. SEC file number:** 8-10999

- **iii. CRD number:** 000000705

- **iv. LEI, if any:** U4ONQX15J3RO8XCKE979

- **v. State, if applicable:** FL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $7,207.91

**Brokers Record: 10**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $16,643.99

**Aggregate Commission:** $180,999.23

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| J.P. Morgan Securities LLC | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $221,805,611.76           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $221,805,611.76

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $1,070,726,614.50

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Uncommitted

- **ii. What size is the line of credit?** $100,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI VP Bond Portfolio                                | 811-03833-01      |

- **v. Did the Fund draw on the line of credit this period?** No

**Line of Credit details Record: 2**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 7 - NYLI MacKay California Muni Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** NYLI MacKay California Muni Fund

- **b. Series identification number, if any:** S000039903

- **c. LEI:** 549300S8NE8IN2HVIF89

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 6

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class C                 | C000123764                                | MSCCX                        |
|                           2 | Investor Class          | C000123766                                | MSCVX                        |
|                           3 | Class R6                | C000185950                                | MSODX                        |
|                           4 | Class A                 | C000123763                                | MSCAX                        |
|                           5 | Class C2                | C000221676                                | MCAMX                        |
|                           6 | Class I                 | C000123765                                | MCOIX                        |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [x] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 22d-1 (17 CFR 270.22d-1)

- Rule 18f-4 (17 CFR 270.18f-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. SEC file number:** 801-57396

- **iii. CRD number:** 000109591

- **iv. LEI, if any:** IGJ1X7QLRC5K7CY9GE11

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** MacKay Shields LLC

- **ii. SEC file number:** 801-5594

- **iii. CRD number:** 000107717

- **iv. LEI, if any:** 549300Y7LLCOFU7R8H16

- **v. Is the sub-adviser an affiliated person?:** Yes

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **ii. SEC file number:** 084-00448

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** CT

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** Yes

**Transfer Agents Record: 2**

- **i. Full name:** NYLIM Service Company LLC

- **ii. SEC file number:** 084-05844

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** NJ

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** NYLIM Service Company LLC

- **iii. State, if applicable:** NJ

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

**Shareholder Servicing Agents Record: 2**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **iii. State, if applicable:** CT

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** Yes

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. LEI, if any, or other identifying number:** IGJ1X7QLRC5K7CY9GE11

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** Yes

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** NYLIFE Securities LLC

- **b. SEC file number:** 8-15517

- **c. CRD number:** 000005167

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** NYLIFE Distributors LLC

- **b. SEC file number:** 8-46655

- **c. CRD number:** 000035350

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $15,433.00

**Aggregate Commission:** $15,433.00

**Item C.17.a. Principal transaction counterparties.**

| Name                                     | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jefferies LLC                            | 8-15074           |    000002347 | 58PU97L1C0WSRCWADL48 | NY      | US        | $102,751,725.30           |
| J.P. Morgan Securities LLC               | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $1,318,586,839.57         |
| Barclays Capital, Inc.                   | 8-41342           |    000019714 | AC28XWWI3WIBK2824319 | NY      | US        | $150,028,538.60           |
| Piper Sandler & Co.                      | 8-15204           |    000000665 | 549300GRQCWQ3XGH0H10 | MN      | US        | $131,138,024.25           |
| Goldman Sachs & Co. LLC                  | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $140,796,182.38           |
| Wells Fargo Securities, LLC              | 8-65876           |    000126292 | VYVVCKR63DVZZN70PB21 | NC      | US        | $105,375,764.50           |
| Pershing LLC                             | 8-17574           |    000007560 | ZI8Q1A8EI8LQFJNM0D94 | NJ      | US        | $109,978,665.75           |
| Morgan Stanley & Co. LLC                 | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $249,972,917.15           |
| Stifel, Nicolaus & Company, Incorporated | 8-01447           |    000000793 | 5WUVMA08EYG4KEUPW589 | MO      | US        | $126,673,839.00           |
| RBC Capital Markets, LLC                 | 8-45411           |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $124,929,196.75           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $3,171,036,164.15

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,272,060,109.94

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |

- **v. Did the Fund draw on the line of credit this period?** No

**Line of Credit details Record: 2**

- **i. Is the line of credit a committed or uncommitted line of credit?** Uncommitted

- **ii. What size is the line of credit?** $100,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 8 - NYLI PineStone International Equity Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** NYLI PineStone International Equity Fund

- **b. Series identification number, if any:** S000081083

- **c. LEI:** 5493000GSVNQG8L7AH10

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 6

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000243742                                | FCIRX                        |
|                           2 | Class P                 | C000243746                                | FCIHX                        |
|                           3 | Investor Class          | C000243743                                | FCIKX                        |
|                           4 | Class C                 | C000243744                                | FCICX                        |
|                           5 | Class R6                | C000243750                                | FCIWX                        |
|                           6 | Class I                 | C000243745                                | FCIUX                        |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [x] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $782,838.41

- **g. Provide the net income from securities lending activities:** $11,114.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 22d-1 (17 CFR 270.22d-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. SEC file number:** 801-57396

- **iii. CRD number:** 000109591

- **iv. LEI, if any:** IGJ1X7QLRC5K7CY9GE11

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** PineStone Asset Management Inc

- **ii. SEC file number:** 801-122764

- **iii. CRD number:** 000317431

- **iv. LEI, if any:** 254900N10VI2LALV9C66

- **v. Is the sub-adviser an affiliated person?:** No

- **vi. Foreign country, if applicable:** CA

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** NYLIM Service Company LLC

- **ii. SEC file number:** 084-05844

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** NJ

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

**Transfer Agents Record: 2**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **ii. SEC file number:** 084-00448

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** CT

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** Yes

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** NYLIM Service Company LLC

- **iii. State, if applicable:** NJ

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

**Shareholder Servicing Agents Record: 2**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **iii. State, if applicable:** CT

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** Yes

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** Yes

**Administrators Record: 2**

- **i. Full name:** New York Life Investment Management LLC

- **ii. LEI, if any, or other identifying number:** IGJ1X7QLRC5K7CY9GE11

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** NYLIFE Distributors LLC

- **b. SEC file number:** 8-46655

- **c. CRD number:** 000035350

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** NYLIFE Securities LLC

- **b. SEC file number:** 8-15517

- **c. CRD number:** 000005167

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Societe Generale

- **ii. SEC file number:** N/A

- **iii. CRD number:** N/A

- **iv. LEI, if any:** O2RNE8IBXP4R0TD8PU41

- **vii. Gross commissions paid by the Fund for the reporting period:** $7,317.78

**Brokers Record: 2**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $29,000.47

**Brokers Record: 3**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $38,600.89

**Brokers Record: 4**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $42,177.16

**Brokers Record: 5**

- **i. Full name of broker:** Raymond James & Associates, Inc.

- **ii. SEC file number:** 8-10999

- **iii. CRD number:** 000000705

- **iv. LEI, if any:** U4ONQX15J3RO8XCKE979

- **v. State, if applicable:** FL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,969.80

**Brokers Record: 6**

- **i. Full name of broker:** Morgan Stanley & Co. LLC

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $11,417.98

**Brokers Record: 7**

- **i. Full name of broker:** Mizuho Securities USA LLC

- **ii. SEC file number:** 8-37710

- **iii. CRD number:** 000019647

- **iv. LEI, if any:** 7TK5RJIZDFROZCA6XF66

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $14,638.84

**Brokers Record: 8**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $48,308.77

**Brokers Record: 9**

- **i. Full name of broker:** Pershing LLC

- **ii. SEC file number:** 8-17574

- **iii. CRD number:** 000007560

- **iv. LEI, if any:** ZI8Q1A8EI8LQFJNM0D94

- **v. State, if applicable:** NJ

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $14,625.71

**Brokers Record: 10**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $56,349.03

**Aggregate Commission:** $286,275.88

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| J.P. Morgan Securities LLC | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $614,770,405.64           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $614,770,405.64

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $792,807,419.82

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Uncommitted

- **ii. What size is the line of credit?** $100,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |

- **v. Did the Fund draw on the line of credit this period?** No

**Line of Credit details Record: 2**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |

- **v. Did the Fund draw on the line of credit this period?** —

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 9 - NYLI MacKay Short Duration High Income Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** NYLI MacKay Short Duration High Income Fund

- **b. Series identification number, if any:** S000039301

- **c. LEI:** 549300WEGNK3CPOQ1307

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 4

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000121097                                | MDHAX                        |
|                           2 | Class I                 | C000121099                                | MDHIX                        |
|                           3 | Class C                 | C000121098                                | MDHCX                        |
|                           4 | Investor Class          | C000121101                                | MDHVX                        |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [x] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 18f-4(e) (17 CFR 270.18f-4(e))

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 22d-1 (17 CFR 270.22d-1)

- Rule 32a-4 (17 CFR 270.32a-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. SEC file number:** 801-57396

- **iii. CRD number:** 000109591

- **iv. LEI, if any:** IGJ1X7QLRC5K7CY9GE11

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** MacKay Shields LLC

- **ii. SEC file number:** 801-5594

- **iii. CRD number:** 000107717

- **iv. LEI, if any:** 549300Y7LLCOFU7R8H16

- **v. Is the sub-adviser an affiliated person?:** Yes

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **ii. SEC file number:** 084-00448

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** CT

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** Yes

**Transfer Agents Record: 2**

- **i. Full name:** NYLIM Service Company LLC

- **ii. SEC file number:** 084-05844

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** NJ

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** S&P Global Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** Forvis Mazars Wealth Advisors, LLC

- **Description of other identifying number:** CRD

- **iii. State, if applicable:** MO

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 2**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** NYLIM Service Company LLC

- **iii. State, if applicable:** NJ

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

**Shareholder Servicing Agents Record: 2**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **iii. State, if applicable:** CT

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** Yes

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** Yes

**Administrators Record: 2**

- **i. Full name:** New York Life Investment Management LLC

- **ii. LEI, if any, or other identifying number:** IGJ1X7QLRC5K7CY9GE11

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** NYLIFE Distributors LLC

- **b. SEC file number:** 8-46655

- **c. CRD number:** 000035350

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** NYLIFE Securities LLC

- **b. SEC file number:** 8-15517

- **c. CRD number:** 000005167

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $47.75

**Brokers Record: 2**

- **i. Full name of broker:** BofA Securities, Inc.

- **ii. SEC file number:** 8-69787

- **iii. CRD number:** 000283942

- **iv. LEI, if any:** 549300HN4UKV1E2R3U73

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $6.15

**Aggregate Commission:** $53.90

**Item C.17.a. Principal transaction counterparties.**

| Name                          | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| BofA Securities, Inc.         | 8-69787           |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $178,576,590.04           |
| UBS Securities LLC            | 8-22651           |    000007654 | T6FIZBDPKLYJKFCRVK44 | NY      | US        | $56,702,874.24            |
| Citigroup Global Markets Inc. | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | NY      | US        | $96,782,954.89            |
| Wells Fargo Securities, LLC   | 8-65876           |    000126292 | VYVVCKR63DVZZN70PB21 | NC      | US        | $109,923,103.58           |
| Morgan Stanley & Co. LLC      | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $106,698,017.27           |
| RBC Capital Markets, LLC      | 8-45411           |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $43,154,074.97            |
| J.P. Morgan Securities LLC    | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $285,004,789.11           |
| Goldman Sachs & Co. LLC       | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $238,141,512.59           |
| Jefferies LLC                 | 8-15074           |    000002347 | 58PU97L1C0WSRCWADL48 | NY      | US        | $93,261,101.10            |
| Barclays Capital, Inc.        | 8-41342           |    000019714 | AC28XWWI3WIBK2824319 | NY      | US        | $104,073,906.77           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,523,400,465.41

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $2,856,598,662.52

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Uncommitted

- **ii. What size is the line of credit?** $100,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |

- **v. Did the Fund draw on the line of credit this period?** No

**Line of Credit details Record: 2**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 10 - NYLI Floating Rate Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** NYLI Floating Rate Fund

- **b. Series identification number, if any:** S000028529

- **c. LEI:** 549300TKK2EWM1KEEX83

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 6

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Investor Class          | C000087333                                | MXFNX                        |
|                           2 | Class C                 | C000087336                                | MXFCX                        |
|                           3 | Class R6                | C000185929                                | MXFEX                        |
|                           4 | SIMPLE Class            | C000221660                                | MXFMX                        |
|                           5 | Class I                 | C000087337                                | MXFIX                        |
|                           6 | Class A                 | C000087334                                | MXFAX                        |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [x] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 22d-1 (17 CFR 270.22d-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(e) (17 CFR 270.18f-4(e))

- Rule 18f-4 (17 CFR 270.18f-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. SEC file number:** 801-57396

- **iii. CRD number:** 000109591

- **iv. LEI, if any:** IGJ1X7QLRC5K7CY9GE11

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** NYL Investors LLC

- **ii. SEC file number:** 801-78759

- **iii. CRD number:** 000169553

- **iv. LEI, if any:** 5493000EG09WOQURS721

- **v. Is the sub-adviser an affiliated person?:** Yes

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** NYLIM Service Company LLC

- **ii. SEC file number:** 084-05844

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** NJ

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

**Transfer Agents Record: 2**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **ii. SEC file number:** 084-00448

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** CT

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** Yes

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** S&P Global Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 2**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 3**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** NYLIM Service Company LLC

- **iii. State, if applicable:** NJ

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

**Shareholder Servicing Agents Record: 2**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **iii. State, if applicable:** CT

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** Yes

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** Yes

**Administrators Record: 2**

- **i. Full name:** New York Life Investment Management LLC

- **ii. LEI, if any, or other identifying number:** IGJ1X7QLRC5K7CY9GE11

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** NYLIFE Distributors LLC

- **b. SEC file number:** 8-46655

- **c. CRD number:** 000035350

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** NYLIFE Securities LLC

- **b. SEC file number:** 8-15517

- **c. CRD number:** 000005167

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Oppenheimer & Co. Inc.

- **ii. SEC file number:** 8-04077

- **iii. CRD number:** 000000249

- **iv. LEI, if any:** 254900VH02JQR2L8XD64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $13.96

**Aggregate Commission:** $13.96

**Item C.17.a. Principal transaction counterparties.**

| Name                                  | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| BofA Securities, Inc.                 | 8-69787           |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $181,673,604.25           |
| Nomura Securities International, Inc. | 8-15255           |    000004297 | OXTKY6Q8X53C9ILVV871 | NY      | US        | $139,888,122.58           |
| J.P. Morgan Securities LLC            | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $367,236,064.44           |
| Barclays Capital, Inc.                | 8-41342           |    000019714 | AC28XWWI3WIBK2824319 | NY      | US        | $300,297,049.85           |
| Morgan Stanley & Co. LLC              | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $78,552,139.49            |
| Wells Fargo Securities, LLC           | 8-65876           |    000126292 | VYVVCKR63DVZZN70PB21 | NC      | US        | $72,608,871.19            |
| BMO Capital Markets Corp.             | 8-34344           |    000016686 | RUC0QBLBRPRCU4W1NE59 | NY      | US        | $86,473,306.94            |
| Goldman Sachs & Co. LLC               | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $99,627,480.68            |
| Citigroup Global Markets Inc.         | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | NY      | US        | $376,156,464.87           |
| Jefferies LLC                         | 8-15074           |    000002347 | 58PU97L1C0WSRCWADL48 | NY      | US        | $259,760,749.69           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $2,256,281,703.94

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,548,259,990.63

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |

- **v. Did the Fund draw on the line of credit this period?** No

**Line of Credit details Record: 2**

- **i. Is the line of credit a committed or uncommitted line of credit?** Uncommitted

- **ii. What size is the line of credit?** $100,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 11 - NYLI Moderate Allocation Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** NYLI Moderate Allocation Fund

- **b. Series identification number, if any:** S000028533

- **c. LEI:** 549300T35QNI41ZM6997

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 5

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 1

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000087356                                | MMRAX                        |
|                           2 | Investor Class          | C000087355                                | MMRDX                        |
|                           3 | Class C                 | C000087358                                | MMRCX                        |
|                           4 | Class I                 | C000087359                                | MMRIX                        |
|                           5 | SIMPLE Class            | C000221662                                | MMRSX                        |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [x] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 22d-1 (17 CFR 270.22d-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 12d1-4 (17 CFR 270.12d1-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. SEC file number:** 801-57396

- **iii. CRD number:** 000109591

- **iv. LEI, if any:** IGJ1X7QLRC5K7CY9GE11

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** NYLIM Service Company LLC

- **ii. SEC file number:** 084-05844

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** NJ

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

**Transfer Agents Record: 2**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **ii. SEC file number:** 084-00448

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** CT

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** Yes

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** S&P Global Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** NYLIM Service Company LLC

- **iii. State, if applicable:** NJ

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

**Shareholder Servicing Agents Record: 2**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **iii. State, if applicable:** CT

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** Yes

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. LEI, if any, or other identifying number:** IGJ1X7QLRC5K7CY9GE11

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** Yes

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** NYLIFE Securities LLC

- **b. SEC file number:** 8-15517

- **c. CRD number:** 000005167

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** NYLIFE Distributors LLC

- **b. SEC file number:** 8-46655

- **c. CRD number:** 000035350

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Citigroup Global Markets Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $146,675.16

**Brokers Record: 2**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $30,503.00

**Aggregate Commission:** $177,178.16

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| BofA Securities, Inc.                      | 8-69787           |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $3,470,708.79             |
| J.P. Morgan Securities LLC                 | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $282,610,554.91           |
| Citadel Securities LLC                     | 8-53574           |    000116797 | 12UUJYTN7D3SW8KCSG25 | FL      | US        | $15,487,185.94            |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $14,520,079.12            |
| Virtu Americas LLC                         | 8-68193           |    000149823 | 549300RA02N3BNSWBV74 | NY      | US        | $14,440,381.39            |
| Susquehanna Financial Group, LLLP          | 8-44325           |    000035865 | 549300E8QX0ZMRDC2M81 | PA      | US        | $1,506,771.14             |
| Jane Street Execution Services, LLC        | 8-69254           |    000167280 | 549300HXJLXCPDWAH070 | NY      | US        | $9,948,112.94             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $341,983,794.23

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $783,316,296.40

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |

- **v. Did the Fund draw on the line of credit this period?** No

**Line of Credit details Record: 2**

- **i. Is the line of credit a committed or uncommitted line of credit?** Uncommitted

- **ii. What size is the line of credit?** $100,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI MacKay Convertible Fund                          | 811-04550         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 12 - NYLI PineStone Global Equity Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** NYLI PineStone Global Equity Fund

- **b. Series identification number, if any:** S000081082

- **c. LEI:** 5493000GSVCGRH6CNO42

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 5

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class I                 | C000243739                                | FCGIX                        |
|                           2 | Class C                 | C000243740                                | FCGYX                        |
|                           3 | Class R6                | C000243738                                | FCGMX                        |
|                           4 | Class P                 | C000243737                                | FCGPX                        |
|                           5 | Class A                 | C000243741                                | FCGEX                        |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [x] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 22d-1 (17 CFR 270.22d-1)

- Rule 18f-4 (17 CFR 270.18f-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. SEC file number:** 801-57396

- **iii. CRD number:** 000109591

- **iv. LEI, if any:** IGJ1X7QLRC5K7CY9GE11

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** PineStone Asset Management Inc

- **ii. SEC file number:** 801-122764

- **iii. CRD number:** 000317431

- **iv. LEI, if any:** 254900N10VI2LALV9C66

- **v. Is the sub-adviser an affiliated person?:** No

- **vi. Foreign country, if applicable:** CA

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **ii. SEC file number:** 084-00448

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** CT

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** Yes

**Transfer Agents Record: 2**

- **i. Full name:** NYLIM Service Company LLC

- **ii. SEC file number:** 084-05844

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** NJ

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** NYLIM Service Company LLC

- **iii. State, if applicable:** NJ

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

**Shareholder Servicing Agents Record: 2**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **iii. State, if applicable:** CT

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** Yes

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. LEI, if any, or other identifying number:** IGJ1X7QLRC5K7CY9GE11

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** Yes

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** NYLIFE Securities LLC

- **b. SEC file number:** 8-15517

- **c. CRD number:** 000005167

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** NYLIFE Distributors LLC

- **b. SEC file number:** 8-46655

- **c. CRD number:** 000035350

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $175.51

**Brokers Record: 2**

- **i. Full name of broker:** Raymond James & Associates, Inc.

- **ii. SEC file number:** 8-10999

- **iii. CRD number:** 000000705

- **iv. LEI, if any:** U4ONQX15J3RO8XCKE979

- **v. State, if applicable:** FL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,998.98

**Brokers Record: 3**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $268.17

**Brokers Record: 4**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $878.70

**Brokers Record: 5**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,908.79

**Brokers Record: 6**

- **i. Full name of broker:** Mizuho Securities USA LLC

- **ii. SEC file number:** 8-37710

- **iii. CRD number:** 000019647

- **iv. LEI, if any:** 7TK5RJIZDFROZCA6XF66

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $703.41

**Brokers Record: 7**

- **i. Full name of broker:** BMO Nesbitt Burns Securities Ltd.

- **ii. SEC file number:** 8-50538

- **iii. CRD number:** 000044057

- **iv. LEI, if any:** M3LKFDNSJGJ7TMLH6Z15

- **vii. Gross commissions paid by the Fund for the reporting period:** $164.75

**Brokers Record: 8**

- **i. Full name of broker:** Morgan Stanley & Co. LLC

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $355.51

**Brokers Record: 9**

- **i. Full name of broker:** Pershing LLC

- **ii. SEC file number:** 8-17574

- **iii. CRD number:** 000007560

- **iv. LEI, if any:** ZI8Q1A8EI8LQFJNM0D94

- **v. State, if applicable:** NJ

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $294.84

**Brokers Record: 10**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,173.23

**Aggregate Commission:** $10,282.13

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| J.P. Morgan Securities LLC | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $46,654,710.02            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $46,654,710.02

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $37,360,386.30

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI Growth Allocation Fund                           | 811-22321         |

- **v. Did the Fund draw on the line of credit this period?** No

**Line of Credit details Record: 2**

- **i. Is the line of credit a committed or uncommitted line of credit?** Uncommitted

- **ii. What size is the line of credit?** $100,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 13 - NYLI Fiera SMID Growth Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** NYLI Fiera SMID Growth Fund

- **b. Series identification number, if any:** S000080473

- **c. LEI:** 5493000ALHDIFU0STF84

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 4

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class C                 | C000242885                                | APSLX                        |
|                           2 | Class I                 | C000242886                                | APSGX                        |
|                           3 | Class A                 | C000242888                                | APSRX                        |
|                           4 | Class R6                | C000242887                                | APSDX                        |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [x] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $5,854,508.85

- **g. Provide the net income from securities lending activities:** $36,543.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 22d-1 (17 CFR 270.22d-1)

- Rule 32a-4 (17 CFR 270.32a-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. SEC file number:** 801-57396

- **iii. CRD number:** 000109591

- **iv. LEI, if any:** IGJ1X7QLRC5K7CY9GE11

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Fiera Capital Inc.

- **ii. SEC file number:** 801-8948

- **iii. CRD number:** 000113638

- **iv. LEI, if any:** 5493005M9ILUC8ZKES86

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** NYLIM Service Company LLC

- **ii. SEC file number:** 084-05844

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** NJ

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

**Transfer Agents Record: 2**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **ii. SEC file number:** 084-00448

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** CT

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** Yes

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** NYLIM Service Company LLC

- **iii. State, if applicable:** NJ

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

**Shareholder Servicing Agents Record: 2**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **iii. State, if applicable:** CT

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** Yes

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** Yes

**Administrators Record: 2**

- **i. Full name:** New York Life Investment Management LLC

- **ii. LEI, if any, or other identifying number:** IGJ1X7QLRC5K7CY9GE11

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** NYLIFE Securities LLC

- **b. SEC file number:** 8-15517

- **c. CRD number:** 000005167

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** NYLIFE Distributors LLC

- **b. SEC file number:** 8-46655

- **c. CRD number:** 000035350

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** ROBERT W. BAIRD & CO. INCORPORATED

- **ii. SEC file number:** 8-00497

- **iii. CRD number:** 000008158

- **iv. LEI, if any:** 549300772UJAHRD6LO53

- **v. State, if applicable:** WI

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $22,017.09

**Brokers Record: 2**

- **i. Full name of broker:** Morgan Stanley & Co. LLC

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,594.64

**Brokers Record: 3**

- **i. Full name of broker:** Loop Capital Markets LLC

- **ii. SEC file number:** 8-50140

- **iii. CRD number:** 000043098

- **iv. LEI, if any:** 254900FPPM2WN90D4786

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $9,847.74

**Brokers Record: 4**

- **i. Full name of broker:** Raymond James & Associates, Inc.

- **ii. SEC file number:** 8-10999

- **iii. CRD number:** 000000705

- **iv. LEI, if any:** U4ONQX15J3RO8XCKE979

- **v. State, if applicable:** FL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $6,846.60

**Brokers Record: 5**

- **i. Full name of broker:** TD SECURITIES (USA) LLC

- **ii. SEC file number:** 8-36747

- **iii. CRD number:** 000018476

- **iv. LEI, if any:** SUVUFHICNZMP2WKHG940

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $12,498.75

**Brokers Record: 6**

- **i. Full name of broker:** Instinet, LLC

- **ii. SEC file number:** 8-23669

- **iii. CRD number:** 000007897

- **iv. LEI, if any:** 549300MGMN3RKMU8FT57

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $65,132.97

**Brokers Record: 7**

- **i. Full name of broker:** William Blair & Company, L.L.C.

- **ii. SEC file number:** 8-02698

- **iii. CRD number:** 000001252

- **iv. LEI, if any:** 549300J0P7XYE8BMZ775

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $17,865.75

**Brokers Record: 8**

- **i. Full name of broker:** Stephens Inc.

- **ii. SEC file number:** 8-01927

- **iii. CRD number:** 000003496

- **iv. LEI, if any:** 213800LH6T9XDYZCA534

- **v. State, if applicable:** AR

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $11,634.99

**Brokers Record: 9**

- **i. Full name of broker:** Barclays Capital, Inc.

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** AC28XWWI3WIBK2824319

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $22,722.12

**Brokers Record: 10**

- **i. Full name of broker:** Mischler Financial Group, Inc.

- **ii. SEC file number:** 8-48067

- **iii. CRD number:** 000037818

- **iv. LEI, if any:** 2549004IPXPSM9EJFC92

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,251.18

**Aggregate Commission:** $179,361.00

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| J.P. Morgan Securities LLC | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $235,781,786.12           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $235,781,786.12

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $362,933,024.51

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |

- **v. Did the Fund draw on the line of credit this period?** No

**Line of Credit details Record: 2**

- **i. Is the line of credit a committed or uncommitted line of credit?** Uncommitted

- **ii. What size is the line of credit?** $100,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 14 - NYLI S&P 500 Index Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** NYLI S&P 500 Index Fund

- **b. Series identification number, if any:** S000028525

- **c. LEI:** 5493003KCMU84KHQDX98

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 4

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Investor Class          | C000087312                                | MYSPX                        |
|                           2 | Class A                 | C000087313                                | MSXAX                        |
|                           3 | SIMPLE Class            | C000221659                                | MSXMX                        |
|                           4 | Class I                 | C000087314                                | MSPIX                        |

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $3,510,966.93

- **g. Provide the net income from securities lending activities:** $6,792.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 22d-1 (17 CFR 270.22d-1)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. SEC file number:** 801-57396

- **iii. CRD number:** 000109591

- **iv. LEI, if any:** IGJ1X7QLRC5K7CY9GE11

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** NYLIM Service Company LLC

- **ii. SEC file number:** 084-05844

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** NJ

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

**Transfer Agents Record: 2**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **ii. SEC file number:** 084-00448

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** CT

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** Yes

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** NYLIM Service Company LLC

- **iii. State, if applicable:** NJ

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

**Shareholder Servicing Agents Record: 2**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **iii. State, if applicable:** CT

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** Yes

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. LEI, if any, or other identifying number:** IGJ1X7QLRC5K7CY9GE11

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** Yes

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** NYLIFE Securities LLC

- **b. SEC file number:** 8-15517

- **c. CRD number:** 000005167

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** NYLIFE Distributors LLC

- **b. SEC file number:** 8-46655

- **c. CRD number:** 000035350

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Citadel Securities LLC

- **ii. SEC file number:** 8-53574

- **iii. CRD number:** 000116797

- **iv. LEI, if any:** 12UUJYTN7D3SW8KCSG25

- **v. State, if applicable:** FL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $869.33

**Brokers Record: 2**

- **i. Full name of broker:** Virtu Americas LLC

- **ii. SEC file number:** 8-68193

- **iii. CRD number:** 000149823

- **iv. LEI, if any:** 549300RA02N3BNSWBV74

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,424.22

**Brokers Record: 3**

- **i. Full name of broker:** Instinet, LLC

- **ii. SEC file number:** 8-23669

- **iii. CRD number:** 000007897

- **iv. LEI, if any:** 549300MGMN3RKMU8FT57

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,159.72

**Brokers Record: 4**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,933.00

**Brokers Record: 5**

- **i. Full name of broker:** Citigroup Global Markets Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,705.22

**Aggregate Commission:** $11,091.49

**Item C.17.a. Principal transaction counterparties.**

| Name                          | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| BofA Securities, Inc.         | 8-69787           |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $86,788,967.66            |
| Citigroup Global Markets Inc. | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | NY      | US        | $257,908,028.24           |
| J.P. Morgan Securities LLC    | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $34,086,385.28            |
| Citadel Securities LLC        | 8-53574           |    000116797 | 12UUJYTN7D3SW8KCSG25 | FL      | US        | $46,699,072.13            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $425,482,453.31

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,615,110,047.13

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Uncommitted

- **ii. What size is the line of credit?** $100,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI Equity Allocation Fund                           | 811-22321         |

- **v. Did the Fund draw on the line of credit this period?** No

**Line of Credit details Record: 2**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 15 - NYLI MacKay Colorado Muni Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** NYLI MacKay Colorado Muni Fund

- **b. Series identification number, if any:** S000085226

- **c. LEI:** 254900N3OCU8W5W31W68

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 4

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class I                 | C000250183                                | COTYX                        |
|                           2 | Class C                 | C000250186                                | COTCX                        |
|                           3 | Class Z                 | C000250184                                | COTFX                        |
|                           4 | Class A                 | C000250185                                | COTAX                        |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [x] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 22d-1 (17 CFR 270.22d-1)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 32a-4 (17 CFR 270.32a-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. SEC file number:** 801-57396

- **iii. CRD number:** 000109591

- **iv. LEI, if any:** IGJ1X7QLRC5K7CY9GE11

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** MacKay Shields LLC

- **ii. SEC file number:** 801-5594

- **iii. CRD number:** 000107717

- **iv. LEI, if any:** 549300Y7LLCOFU7R8H16

- **v. Is the sub-adviser an affiliated person?:** Yes

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **ii. SEC file number:** 084-00448

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** CT

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** Yes

**Transfer Agents Record: 2**

- **i. Full name:** NYLIM Service Company LLC

- **ii. SEC file number:** 084-05844

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** NJ

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** NYLIM Service Company LLC

- **iii. State, if applicable:** NJ

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

**Shareholder Servicing Agents Record: 2**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **iii. State, if applicable:** CT

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** Yes

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. LEI, if any, or other identifying number:** IGJ1X7QLRC5K7CY9GE11

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** Yes

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** NYLIFE Distributors LLC

- **b. SEC file number:** 8-46655

- **c. CRD number:** 000035350

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** NYLIFE Securities LLC

- **b. SEC file number:** 8-15517

- **c. CRD number:** 000005167

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,299.50

**Aggregate Commission:** $1,299.50

**Item C.17.a. Principal transaction counterparties.**

| Name                                     | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| D.A. Davidson & Co.                      | 8-02399           |    000000199 | 549300094RQ5A7DYLF51 | MT      | US        | $10,594,295.90            |
| Barclays Capital, Inc.                   | 8-41342           |    000019714 | AC28XWWI3WIBK2824319 | NY      | US        | $8,802,864.90             |
| Hilltop Securities Inc.                  | 8-45123           |    000006220 | 549300IXU82PMU6XZT45 | TX      | US        | $14,066,335.95            |
| Stifel, Nicolaus & Company, Incorporated | 8-01447           |    000000793 | 5WUVMA08EYG4KEUPW589 | MO      | US        | $33,871,837.35            |
| RBC Capital Markets, LLC                 | 8-45411           |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $15,725,938.23            |
| Goldman Sachs & Co. LLC                  | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $12,627,956.00            |
| Wells Fargo Securities, LLC              | 8-65876           |    000126292 | VYVVCKR63DVZZN70PB21 | NC      | US        | $7,202,485.50             |
| J.P. Morgan Securities LLC               | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $239,791,657.64           |
| Pershing LLC                             | 8-17574           |    000007560 | ZI8Q1A8EI8LQFJNM0D94 | NJ      | US        | $23,162,718.20            |
| BofA Securities, Inc.                    | 8-69787           |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $13,248,435.19            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $433,127,631.68

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $109,675,278.27

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Uncommitted

- **ii. What size is the line of credit?** $100,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |

- **v. Did the Fund draw on the line of credit this period?** No

**Line of Credit details Record: 2**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 16 - NYLI MacKay High Yield Muni Bond Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** NYLI MacKay High Yield Muni Bond Fund

- **b. Series identification number, if any:** S000028227

- **c. LEI:** 549300QXVF3SZ2KO6339

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 5

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Investor Class          | C000086335                                | MMHVX                        |
|                           2 | Class A                 | C000086336                                | MMHAX                        |
|                           3 | Class R6                | C000185918                                | MMHEX                        |
|                           4 | Class I                 | C000086338                                | MMHIX                        |
|                           5 | Class C                 | C000086337                                | MMHDX                        |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [x] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 22d-1 (17 CFR 270.22d-1)

- Rule 18f-4 (17 CFR 270.18f-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. SEC file number:** 801-57396

- **iii. CRD number:** 000109591

- **iv. LEI, if any:** IGJ1X7QLRC5K7CY9GE11

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** MacKay Shields LLC

- **ii. SEC file number:** 801-5594

- **iii. CRD number:** 000107717

- **iv. LEI, if any:** 549300Y7LLCOFU7R8H16

- **v. Is the sub-adviser an affiliated person?:** Yes

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** NYLIM Service Company LLC

- **ii. SEC file number:** 084-05844

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** NJ

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

**Transfer Agents Record: 2**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **ii. SEC file number:** 084-00448

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** CT

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** Yes

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **iii. State, if applicable:** CT

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** Yes

**Shareholder Servicing Agents Record: 2**

- **i. Full name:** NYLIM Service Company LLC

- **iii. State, if applicable:** NJ

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** Yes

**Administrators Record: 2**

- **i. Full name:** New York Life Investment Management LLC

- **ii. LEI, if any, or other identifying number:** IGJ1X7QLRC5K7CY9GE11

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** NYLIFE Securities LLC

- **b. SEC file number:** 8-15517

- **c. CRD number:** 000005167

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** NYLIFE Distributors LLC

- **b. SEC file number:** 8-46655

- **c. CRD number:** 000035350

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $64,687.50

**Brokers Record: 2**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $11,952.96

**Brokers Record: 3**

- **i. Full name of broker:** Citadel Securities LLC

- **ii. SEC file number:** 8-53574

- **iii. CRD number:** 000116797

- **iv. LEI, if any:** 12UUJYTN7D3SW8KCSG25

- **v. State, if applicable:** FL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $349.96

**Aggregate Commission:** $76,990.42

**Item C.17.a. Principal transaction counterparties.**

| Name                            | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Barclays Capital, Inc.          | 8-41342           |    000019714 | AC28XWWI3WIBK2824319 | NY      | US        | $682,764,577.80           |
| J.P. Morgan Securities LLC      | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $3,987,432,845.27         |
| Jefferies LLC                   | 8-15074           |    000002347 | 58PU97L1C0WSRCWADL48 | NY      | US        | $154,723,390.00           |
| National Financial Services LLC | 8-26740           |    000013041 | 549300JRHF1MHHWUAW04 | MA      | US        | $263,930,000.00           |
| Goldman Sachs & Co. LLC         | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $258,595,638.55           |
| BofA Securities, Inc.           | 8-69787           |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $561,423,025.90           |
| Wells Fargo Securities, LLC     | 8-65876           |    000126292 | VYVVCKR63DVZZN70PB21 | NC      | US        | $407,898,058.20           |
| RBC Capital Markets, LLC        | 8-45411           |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $135,488,204.93           |
| Piper Sandler & Co.             | 8-15204           |    000000665 | 549300GRQCWQ3XGH0H10 | MN      | US        | $344,237,609.00           |
| Morgan Stanley & Co. LLC        | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $129,045,800.16           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $7,828,298,694.58

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $9,462,803,579.52

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI Floating Rate Fund                               | 811-22321         |

- **v. Did the Fund draw on the line of credit this period?** No

**Line of Credit details Record: 2**

- **i. Is the line of credit a committed or uncommitted line of credit?** Uncommitted

- **ii. What size is the line of credit?** $100,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 17 - NYLI Equity Allocation Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** NYLI Equity Allocation Fund

- **b. Series identification number, if any:** S000028535

- **c. LEI:** 549300Q018OBXY4NNP12

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 5

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 1

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Investor Class          | C000087365                                | MGXNX                        |
|                           2 | Class I                 | C000087369                                | MGXIX                        |
|                           3 | Class A                 | C000087366                                | MGXAX                        |
|                           4 | Class C                 | C000087368                                | MGXCX                        |
|                           5 | SIMPLE Class            | C000221664                                | MGXSX                        |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [x] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 22d-1 (17 CFR 270.22d-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. SEC file number:** 801-57396

- **iii. CRD number:** 000109591

- **iv. LEI, if any:** IGJ1X7QLRC5K7CY9GE11

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** NYLIM Service Company LLC

- **ii. SEC file number:** 084-05844

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** NJ

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

**Transfer Agents Record: 2**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **ii. SEC file number:** 084-00448

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** CT

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** Yes

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** S&P Global Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **iii. State, if applicable:** CT

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** Yes

**Shareholder Servicing Agents Record: 2**

- **i. Full name:** NYLIM Service Company LLC

- **iii. State, if applicable:** NJ

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** Yes

**Administrators Record: 2**

- **i. Full name:** New York Life Investment Management LLC

- **ii. LEI, if any, or other identifying number:** IGJ1X7QLRC5K7CY9GE11

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** NYLIFE Securities LLC

- **b. SEC file number:** 8-15517

- **c. CRD number:** 000005167

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** NYLIFE Distributors LLC

- **b. SEC file number:** 8-46655

- **c. CRD number:** 000035350

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $17,040.17

**Brokers Record: 2**

- **i. Full name of broker:** Citigroup Global Markets Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $89,941.90

**Aggregate Commission:** $106,982.07

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Susquehanna Financial Group, LLLP          | 8-44325           |    000035865 | 549300E8QX0ZMRDC2M81 | PA      | US        | $142,998.05               |
| Jane Street Execution Services, LLC        | 8-69254           |    000167280 | 549300HXJLXCPDWAH070 | NY      | US        | $1,079,016.72             |
| BofA Securities, Inc.                      | 8-69787           |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $8,899,813.11             |
| Citadel Securities LLC                     | 8-53574           |    000116797 | 12UUJYTN7D3SW8KCSG25 | FL      | US        | $9,351,839.08             |
| J.P. Morgan Securities LLC                 | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $162,563,691.18           |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $10,481,999.76            |
| Virtu Americas LLC                         | 8-68193           |    000149823 | 549300RA02N3BNSWBV74 | NY      | US        | $6,765,158.03             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $199,284,515.93

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $455,097,962.96

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI PineStone Global Equity Fund                     | 811-22321         |

- **v. Did the Fund draw on the line of credit this period?** No

**Line of Credit details Record: 2**

- **i. Is the line of credit a committed or uncommitted line of credit?** Uncommitted

- **ii. What size is the line of credit?** $100,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 18 - NYLI PineStone U.S. Equity Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** NYLI PineStone U.S. Equity Fund

- **b. Series identification number, if any:** S000081084

- **c. LEI:** 5493000GSXRFD3ZY0H91

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 5

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000243755                                | FCUEX                        |
|                           2 | Class P                 | C000243751                                | FCUPX                        |
|                           3 | Class C                 | C000243754                                | FCUCX                        |
|                           4 | Class R6                | C000243753                                | FCUDX                        |
|                           5 | Class I                 | C000243752                                | FCUIX                        |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [x] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 22d-1 (17 CFR 270.22d-1)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. SEC file number:** 801-57396

- **iii. CRD number:** 000109591

- **iv. LEI, if any:** IGJ1X7QLRC5K7CY9GE11

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** PineStone Asset Management Inc

- **ii. SEC file number:** 801-122764

- **iii. CRD number:** 000317431

- **iv. LEI, if any:** 254900N10VI2LALV9C66

- **v. Is the sub-adviser an affiliated person?:** No

- **vi. Foreign country, if applicable:** CA

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **ii. SEC file number:** 084-00448

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** CT

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** Yes

**Transfer Agents Record: 2**

- **i. Full name:** NYLIM Service Company LLC

- **ii. SEC file number:** 084-05844

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** NJ

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **iii. State, if applicable:** CT

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** Yes

**Shareholder Servicing Agents Record: 2**

- **i. Full name:** NYLIM Service Company LLC

- **iii. State, if applicable:** NJ

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** Yes

**Administrators Record: 2**

- **i. Full name:** New York Life Investment Management LLC

- **ii. LEI, if any, or other identifying number:** IGJ1X7QLRC5K7CY9GE11

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** NYLIFE Distributors LLC

- **b. SEC file number:** 8-46655

- **c. CRD number:** 000035350

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** NYLIFE Securities LLC

- **b. SEC file number:** 8-15517

- **c. CRD number:** 000005167

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,131.00

**Brokers Record: 2**

- **i. Full name of broker:** Morgan Stanley & Co. LLC

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,771.25

**Brokers Record: 3**

- **i. Full name of broker:** Raymond James & Associates, Inc.

- **ii. SEC file number:** 8-10999

- **iii. CRD number:** 000000705

- **iv. LEI, if any:** U4ONQX15J3RO8XCKE979

- **v. State, if applicable:** FL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5,672.25

**Brokers Record: 4**

- **i. Full name of broker:** Sanford C. Bernstein & Co., LLC

- **ii. SEC file number:** 8-52942

- **iii. CRD number:** 000104474

- **iv. LEI, if any:** 549300I7JYZHT7D5CO04

- **v. State, if applicable:** TN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,413.00

**Brokers Record: 5**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,040.80

**Brokers Record: 6**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,218.00

**Brokers Record: 7**

- **i. Full name of broker:** BofA Securities, Inc.

- **ii. SEC file number:** 8-69787

- **iii. CRD number:** 000283942

- **iv. LEI, if any:** 549300HN4UKV1E2R3U73

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,406.69

**Brokers Record: 8**

- **i. Full name of broker:** BMO Nesbitt Burns Securities Ltd.

- **ii. SEC file number:** 8-50538

- **iii. CRD number:** 000044057

- **iv. LEI, if any:** M3LKFDNSJGJ7TMLH6Z15

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,869.39

**Brokers Record: 9**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,146.42

**Brokers Record: 10**

- **i. Full name of broker:** Fidelity Clearing Canada ULC??(FCC)??

- **ii. SEC file number:** N/A

- **iii. CRD number:** N/A

- **iv. LEI, if any:** 549300514J3G7XH64311

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,505.39

**Aggregate Commission:** $28,062.19

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| J.P. Morgan Securities LLC | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $156,234,872.36           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $156,234,872.36

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $569,503,602.07

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Uncommitted

- **ii. What size is the line of credit?** $100,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |

- **v. Did the Fund draw on the line of credit this period?** No

**Line of Credit details Record: 2**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 19 - NYLI U.S. Government Liquidity Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** NYLI U.S. Government Liquidity Fund

- **b. Series identification number, if any:** S000063122

- **c. LEI:** 549300Y3ZLEL13IJCK58

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 1

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class I                 | C000204698                                | MUSXX                        |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [x] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. SEC file number:** 801-57396

- **iii. CRD number:** 000109591

- **iv. LEI, if any:** IGJ1X7QLRC5K7CY9GE11

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** NYL Investors LLC

- **ii. SEC file number:** 801-78759

- **iii. CRD number:** 000169553

- **iv. LEI, if any:** 5493000EG09WOQURS721

- **v. Is the sub-adviser an affiliated person?:** Yes

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **ii. SEC file number:** 084-00448

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** CT

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** Yes

**Transfer Agents Record: 2**

- **i. Full name:** NYLIM Service Company LLC

- **ii. SEC file number:** 084-05844

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** NJ

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **iii. State, if applicable:** CT

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** Yes

**Shareholder Servicing Agents Record: 2**

- **i. Full name:** NYLIM Service Company LLC

- **iii. State, if applicable:** NJ

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** Yes

**Administrators Record: 2**

- **i. Full name:** New York Life Investment Management LLC

- **ii. LEI, if any, or other identifying number:** IGJ1X7QLRC5K7CY9GE11

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** NYLIFE Securities LLC

- **b. SEC file number:** 8-15517

- **c. CRD number:** 000005167

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** NYLIFE Distributors LLC

- **b. SEC file number:** 8-46655

- **c. CRD number:** 000035350

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                  | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| BNP Paribas Securities Corp.          | 8-32682           |    000015794 | RCNB6OTYUAMMP879YW96 | NY      | US        | $1,163,312,487.30         |
| BMO Capital Markets Corp.             | 8-34344           |    000016686 | RUC0QBLBRPRCU4W1NE59 | NY      | US        | $892,769,161.89           |
| BofA Securities, Inc.                 | 8-69787           |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $963,578,464.64           |
| Goldman Sachs & Co. LLC               | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $344,065,893.88           |
| J.P. Morgan Securities LLC            | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $1,191,341,477.49         |
| Wells Fargo Securities, LLC           | 8-65876           |    000126292 | VYVVCKR63DVZZN70PB21 | NC      | US        | $393,392,047.79           |
| Citigroup Global Markets Inc.         | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | NY      | US        | $3,451,121,330.67         |
| Nomura Securities International, Inc. | 8-15255           |    000004297 | OXTKY6Q8X53C9ILVV871 | NY      | US        | $1,400,464,194.37         |
| Jefferies LLC                         | 8-15074           |    000002347 | 58PU97L1C0WSRCWADL48 | NY      | US        | $2,018,100,698.29         |
| Barclays Capital, Inc.                | 8-41342           |    000019714 | AC28XWWI3WIBK2824319 | NY      | US        | $2,424,552,848.77         |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $15,017,476,547.21

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.b - Money market fund's daily average net assets:** $1,011,087,268.34

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 20 - NYLI Epoch Global Equity Yield Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** NYLI Epoch Global Equity Yield Fund

- **b. Series identification number, if any:** S000026786

- **c. LEI:** 549300AP2JN3R7T55E64

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 5

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class I                 | C000080516                                | EPSYX                        |
|                           2 | Class A                 | C000080514                                | EPSPX                        |
|                           3 | Investor Class          | C000080517                                | EPSIX                        |
|                           4 | Class C                 | C000080515                                | EPSKX                        |
|                           5 | Class R6                | C000127145                                | EPSRX                        |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [x] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $6,105,538.75

- **g. Provide the net income from securities lending activities:** $57,760.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 22d-1 (17 CFR 270.22d-1)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. SEC file number:** 801-57396

- **iii. CRD number:** 000109591

- **iv. LEI, if any:** IGJ1X7QLRC5K7CY9GE11

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Epoch Investment Partners, Inc.

- **ii. SEC file number:** 801-63118

- **iii. CRD number:** 000131556

- **iv. LEI, if any:** 549300FT720Z0BVCWS87

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **ii. SEC file number:** 084-00448

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** CT

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** Yes

**Transfer Agents Record: 2**

- **i. Full name:** NYLIM Service Company LLC

- **ii. SEC file number:** 084-05844

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** NJ

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 2**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** BNP Paribas

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** Mizuho Bank, Ltd.

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** UniCredit Bank Czech Republic and Slovakia, a.s.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** J.P. Morgan S.A. DTVM

- **ii. LEI, if any:** 5493001LS7J56NZZ3G07

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Banco Santander Chile

- **ii. LEI, if any:** 3YJP8HORPAEXJ80D6368

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** Standard Chartered Bank Korea Limited

- **ii. LEI, if any:** NUXTG47HHHM1K2L0SG39

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** Citibank, N.A.

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** Bank Handlowy w. Warszawie S.A.

- **ii. LEI, if any:** XLEZHWWOI4HFQDGL4793

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** HSBC Bank (China) Company Limited

- **ii. LEI, if any:** 2CZOJRADNJXBLT55G526

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** BNP PARIBAS

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** CACEIS Bank Spain, S.A.U.

- **ii. LEI, if any:** 95980020140005970915

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** Citibank del Peru S.A.

- **ii. LEI, if any:** MYTK5NHHP1G8TVFGT193

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** DBS Bank Ltd

- **ii. LEI, if any:** ATUEL7OJR5057F2PV266

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 23**

- **i. Full name:** Citibank A.S.

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** Skandinaviska Enskilda Banken AB

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** FirstRand Bank Limited

- **ii. LEI, if any:** ZAYQDKTCATIXF9OQY690

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** Citibank Europe plc

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** Skandinaviska Enskilda Banken AB

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 29**

- **i. Full name:** BNP Paribas

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 30**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 31**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 32**

- **i. Full name:** Skandinaviska Enskilda Banken AB

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 33**

- **i. Full name:** The Standard Chartered Bank (Taiwan) Limited

- **ii. LEI, if any:** 549300QJEO1B92LSHZ06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 34**

- **i. Full name:** Bank Leumi le-Israel B.M.

- **ii. LEI, if any:** 7JDSZWRGUQY2DSTWCR57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 35**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 36**

- **i. Full name:** Banco Citi Mexico S.A.

- **ii. LEI, if any:** 529900H31AYI6WA1J534

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 37**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 38**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 39**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 40**

- **i. Full name:** HSBC Bank Malaysia Berhad

- **ii. LEI, if any:** P3RPN9OJFCXUPJWB1Q09

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 41**

- **i. Full name:** Standard Chartered Bank (Thai) Public Company Limited

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **iii. State, if applicable:** CT

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** Yes

**Shareholder Servicing Agents Record: 2**

- **i. Full name:** NYLIM Service Company LLC

- **iii. State, if applicable:** NJ

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. LEI, if any, or other identifying number:** IGJ1X7QLRC5K7CY9GE11

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** Yes

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** NYLIFE Distributors LLC

- **b. SEC file number:** 8-46655

- **c. CRD number:** 000035350

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** NYLIFE Securities LLC

- **b. SEC file number:** 8-15517

- **c. CRD number:** 000005167

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Instinet, LLC

- **ii. SEC file number:** 8-23669

- **iii. CRD number:** 000007897

- **iv. LEI, if any:** 549300MGMN3RKMU8FT57

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $17,193.66

**Brokers Record: 2**

- **i. Full name of broker:** Morgan Stanley & Co. LLC

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $23,127.26

**Brokers Record: 3**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $16,900.83

**Brokers Record: 4**

- **i. Full name of broker:** Jefferies LLC

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** 58PU97L1C0WSRCWADL48

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $20,494.49

**Brokers Record: 5**

- **i. Full name of broker:** Citigroup Global Markets Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $9,035.79

**Brokers Record: 6**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $17,966.46

**Brokers Record: 7**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $32,356.41

**Brokers Record: 8**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $26,234.23

**Brokers Record: 9**

- **i. Full name of broker:** Barclays Capital, Inc.

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** AC28XWWI3WIBK2824319

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $32,182.99

**Brokers Record: 10**

- **i. Full name of broker:** BofA Securities, Inc.

- **ii. SEC file number:** 8-69787

- **iii. CRD number:** 000283942

- **iv. LEI, if any:** 549300HN4UKV1E2R3U73

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $12,628.70

**Aggregate Commission:** $284,740.41

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| J.P. Morgan Securities LLC | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $217,170,066.44           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $217,170,066.44

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $772,989,904.66

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI Income Builder Fund                              | 811-04550         |

- **v. Did the Fund draw on the line of credit this period?** No

**Line of Credit details Record: 2**

- **i. Is the line of credit a committed or uncommitted line of credit?** Uncommitted

- **ii. What size is the line of credit?** $100,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 21 - NYLI MacKay Total Return Bond Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** NYLI MacKay Total Return Bond Fund

- **b. Series identification number, if any:** S000028537

- **c. LEI:** 549300F3C2BWGPG60278

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 6

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class R6                | C000127150                                | MTRDX                        |
|                           2 | Class C                 | C000087376                                | MTMCX                        |
|                           3 | Class I                 | C000087377                                | MTMIX                        |
|                           4 | Investor Class          | C000087373                                | MTMNX                        |
|                           5 | SIMPLE Class            | C000221666                                | MTMSX                        |
|                           6 | Class A                 | C000087374                                | MTMAX                        |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [x] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $6,000,267.07

- **g. Provide the net income from securities lending activities:** $51,322.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 22d-1 (17 CFR 270.22d-1)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. SEC file number:** 801-57396

- **iii. CRD number:** 000109591

- **iv. LEI, if any:** IGJ1X7QLRC5K7CY9GE11

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** MacKay Shields LLC

- **ii. SEC file number:** 801-5594

- **iii. CRD number:** 000107717

- **iv. LEI, if any:** 549300Y7LLCOFU7R8H16

- **v. Is the sub-adviser an affiliated person?:** Yes

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** NYLIM Service Company LLC

- **ii. SEC file number:** 084-05844

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** NJ

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

**Transfer Agents Record: 2**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **ii. SEC file number:** 084-00448

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** CT

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** Yes

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 2**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** DBS Bank Ltd

- **ii. LEI, if any:** ATUEL7OJR5057F2PV266

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** BNP Paribas

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 6**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** Mizuho Bank, Ltd.

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** FirstRand Bank Limited

- **ii. LEI, if any:** ZAYQDKTCATIXF9OQY690

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** CACEIS Bank Spain, S.A.U.

- **ii. LEI, if any:** 95980020140005970915

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Standard Chartered Bank (Thai) Public Company Limited

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 12**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** Banco Citi Mexico S.A.

- **ii. LEI, if any:** 529900H31AYI6WA1J534

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **iii. State, if applicable:** CT

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** Yes

**Shareholder Servicing Agents Record: 2**

- **i. Full name:** NYLIM Service Company LLC

- **iii. State, if applicable:** NJ

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. LEI, if any, or other identifying number:** IGJ1X7QLRC5K7CY9GE11

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** Yes

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** NYLIFE Securities LLC

- **b. SEC file number:** 8-15517

- **c. CRD number:** 000005167

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** NYLIFE Distributors LLC

- **b. SEC file number:** 8-46655

- **c. CRD number:** 000035350

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $26,322.32

**Aggregate Commission:** $26,322.32

**Item C.17.a. Principal transaction counterparties.**

| Name                                  | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Citadel Securities LLC                | 8-53574           | 000116797    | 12UUJYTN7D3SW8KCSG25 | FL      | US        | $309,519,260.40           |
| J.P. Morgan Securities LLC            | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $448,789,164.14           |
| Deutsche Bank Securities Inc.         | 8-17822           | 000002525    | 9J6MBOOO7BECTDTUZW19 | NY      | US        | $39,104,728.98            |
| Citigroup Global Markets Inc.         | 8-08177           | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $83,091,713.07            |
| BofA Securities, Inc.                 | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $308,697,222.40           |
| Nomura Securities International, Inc. | 8-15255           | 000004297    | OXTKY6Q8X53C9ILVV871 | NY      | US        | $38,569,438.66            |
| HSBC Securities (USA) Inc.            | 8-41562           | 000019585    | CYYGQCGNHMHPSMRL3R97 | NY      | US        | $29,090,156.40            |
| Bank of Montreal                      | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $60,269,029.27            |
| StoneX Financial, Inc                 | 8-51269           | 000045993    | 549300LNKU6K5TJCRG93 | FL      | US        | $83,856,392.39            |
| Goldman Sachs & Co. LLC               | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $72,301,111.96            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,655,702,278.35

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $392,041,103.05

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Uncommitted

- **ii. What size is the line of credit?** $100,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI Growth Allocation Fund                           | 811-22321         |

- **v. Did the Fund draw on the line of credit this period?** No

**Line of Credit details Record: 2**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI WMC Growth Fund                                  | 811-22321         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 22 - NYLI MacKay Oregon Muni Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** NYLI MacKay Oregon Muni Fund

- **b. Series identification number, if any:** S000085227

- **c. LEI:** 254900SY3X6SMA1AK481

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 4

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000250190                                | ORTBX                        |
|                           2 | Class C                 | C000250187                                | ORTCX                        |
|                           3 | Class Z                 | C000250189                                | ORTFX                        |
|                           4 | Class I                 | C000250188                                | ORTYX                        |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [x] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 22d-1 (17 CFR 270.22d-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. SEC file number:** 801-57396

- **iii. CRD number:** 000109591

- **iv. LEI, if any:** IGJ1X7QLRC5K7CY9GE11

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** MacKay Shields LLC

- **ii. SEC file number:** 801-5594

- **iii. CRD number:** 000107717

- **iv. LEI, if any:** 549300Y7LLCOFU7R8H16

- **v. Is the sub-adviser an affiliated person?:** Yes

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **ii. SEC file number:** 084-00448

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** CT

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** Yes

**Transfer Agents Record: 2**

- **i. Full name:** NYLIM Service Company LLC

- **ii. SEC file number:** 084-05844

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** NJ

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** NYLIM Service Company LLC

- **iii. State, if applicable:** NJ

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

**Shareholder Servicing Agents Record: 2**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **iii. State, if applicable:** CT

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** Yes

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** Yes

**Administrators Record: 2**

- **i. Full name:** New York Life Investment Management LLC

- **ii. LEI, if any, or other identifying number:** IGJ1X7QLRC5K7CY9GE11

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** NYLIFE Securities LLC

- **b. SEC file number:** 8-15517

- **c. CRD number:** 000005167

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** NYLIFE Distributors LLC

- **b. SEC file number:** 8-46655

- **c. CRD number:** 000035350

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,541.00

**Aggregate Commission:** $1,541.00

**Item C.17.a. Principal transaction counterparties.**

| Name                                     | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| J.P. Morgan Securities LLC               | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $350,968,858.11           |
| Pershing LLC                             | 8-17574           |    000007560 | ZI8Q1A8EI8LQFJNM0D94 | NJ      | US        | $48,978,666.00            |
| Raymond James & Associates, Inc.         | 8-10999           |    000000705 | U4ONQX15J3RO8XCKE979 | FL      | US        | $25,338,357.30            |
| Wells Fargo Securities, LLC              | 8-65876           |    000126292 | VYVVCKR63DVZZN70PB21 | NC      | US        | $30,406,577.00            |
| Stifel, Nicolaus & Company, Incorporated | 8-01447           |    000000793 | 5WUVMA08EYG4KEUPW589 | MO      | US        | $16,666,357.38            |
| InspereX LLC                             | 8-52081           |    000101420 | 254900XF92VANF1UCI97 | IL      | US        | $15,990,387.50            |
| BofA Securities, Inc.                    | 8-69787           |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $27,383,576.71            |
| Piper Sandler & Co.                      | 8-15204           |    000000665 | 549300GRQCWQ3XGH0H10 | MN      | US        | $50,039,134.09            |
| Goldman Sachs & Co. LLC                  | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $15,056,865.80            |
| Morgan Stanley & Co. LLC                 | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $37,322,693.76            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $724,092,125.63

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $292,430,963.13

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Uncommitted

- **ii. What size is the line of credit?** $100,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |

- **v. Did the Fund draw on the line of credit this period?** No

**Line of Credit details Record: 2**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 23 - NYLI MacKay Strategic Muni Allocation Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** NYLI MacKay Strategic Muni Allocation Fund

- **b. Series identification number, if any:** S000065655

- **c. LEI:** 5493000LT19PUC5F8893

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 7

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class C2                | C000240253                                | MTFMX                        |
|                           2 | Class C                 | C000212407                                | MTFFX                        |
|                           3 | Class A                 | C000212404                                | MTFDX                        |
|                           4 | Class I                 | C000212406                                | MTFGX                        |
|                           5 | Investor Class          | C000212403                                | MTFEX                        |
|                           6 | Class R6                | C000212401                                | MTFHX                        |
|                           7 | Class Z                 | C000250195                                | MTFZX                        |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [x] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 22d-1 (17 CFR 270.22d-1)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 18f-4 (17 CFR 270.18f-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. SEC file number:** 801-57396

- **iii. CRD number:** 000109591

- **iv. LEI, if any:** IGJ1X7QLRC5K7CY9GE11

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** MacKay Shields LLC

- **ii. SEC file number:** 801-5594

- **iii. CRD number:** 000107717

- **iv. LEI, if any:** 549300Y7LLCOFU7R8H16

- **v. Is the sub-adviser an affiliated person?:** Yes

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** NYLIM Service Company LLC

- **ii. SEC file number:** 084-05844

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** NJ

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

**Transfer Agents Record: 2**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **ii. SEC file number:** 084-00448

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** CT

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** Yes

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **iii. State, if applicable:** CT

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** Yes

**Shareholder Servicing Agents Record: 2**

- **i. Full name:** NYLIM Service Company LLC

- **iii. State, if applicable:** NJ

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. LEI, if any, or other identifying number:** IGJ1X7QLRC5K7CY9GE11

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** Yes

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** NYLIFE Securities LLC

- **b. SEC file number:** 8-15517

- **c. CRD number:** 000005167

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** NYLIFE Distributors LLC

- **b. SEC file number:** 8-46655

- **c. CRD number:** 000035350

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $10,120.00

**Aggregate Commission:** $10,120.00

**Item C.17.a. Principal transaction counterparties.**

| Name                                     | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| J.P. Morgan Securities LLC               | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $1,815,535,436.67         |
| BofA Securities, Inc.                    | 8-69787           |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $280,085,565.37           |
| Piper Sandler & Co.                      | 8-15204           |    000000665 | 549300GRQCWQ3XGH0H10 | MN      | US        | $142,278,551.45           |
| Goldman Sachs & Co. LLC                  | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $211,105,901.65           |
| Barclays Capital, Inc.                   | 8-41342           |    000019714 | AC28XWWI3WIBK2824319 | NY      | US        | $164,708,241.60           |
| RBC Capital Markets, LLC                 | 8-45411           |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $187,018,637.15           |
| Wells Fargo Securities, LLC              | 8-65876           |    000126292 | VYVVCKR63DVZZN70PB21 | NC      | US        | $88,836,360.45            |
| Morgan Stanley & Co. LLC                 | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $142,574,819.75           |
| Pershing LLC                             | 8-17574           |    000007560 | ZI8Q1A8EI8LQFJNM0D94 | NJ      | US        | $94,048,305.35            |
| Stifel, Nicolaus & Company, Incorporated | 8-01447           |    000000793 | 5WUVMA08EYG4KEUPW589 | MO      | US        | $176,825,697.80           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $3,908,455,139.12

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,862,325,119.82

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Uncommitted

- **ii. What size is the line of credit?** $100,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |

- **v. Did the Fund draw on the line of credit this period?** No

**Line of Credit details Record: 2**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 24 - NYLI Candriam Emerging Markets Equity Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** NYLI Candriam Emerging Markets Equity Fund

- **b. Series identification number, if any:** S000059215

- **c. LEI:** 549300OEYQVZONE1SZ66

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 5

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class I                 | C000194052                                | MCYIX                        |
|                           2 | Class R6                | C000194053                                | MCYSX                        |
|                           3 | Class C                 | C000194051                                | MCYCX                        |
|                           4 | Investor Class          | C000194055                                | MCYVX                        |
|                           5 | Class A                 | C000194050                                | MCYAX                        |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [x] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $858,197.22

- **g. Provide the net income from securities lending activities:** $30,708.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 22d-1 (17 CFR 270.22d-1)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. SEC file number:** 801-57396

- **iii. CRD number:** 000109591

- **iv. LEI, if any:** IGJ1X7QLRC5K7CY9GE11

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Candriam

- **ii. SEC file number:** 801-80508

- **iii. CRD number:** 000173155

- **iv. LEI, if any:** 5493000L8ZALVE64H005

- **v. Is the sub-adviser an affiliated person?:** Yes

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **ii. SEC file number:** 084-00448

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** CT

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** Yes

**Transfer Agents Record: 2**

- **i. Full name:** NYLIM Service Company LLC

- **ii. SEC file number:** 084-05844

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** NJ

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** HSBC Bank Middle East Limited

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** DBS Bank Ltd

- **ii. LEI, if any:** ATUEL7OJR5057F2PV266

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** Citibank, N.A.

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** HSBC Bank Malaysia Berhad

- **ii. LEI, if any:** P3RPN9OJFCXUPJWB1Q09

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** HSBC Bank (China) Company Limited

- **ii. LEI, if any:** 2CZOJRADNJXBLT55G526

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** Standard Chartered Bank (Thai) Public Company Limited

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Citibank A.S.

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** J.P. Morgan Bank International (Limited Liability Company)**

- **ii. LEI, if any:** 549300B831LSRSI6RA15

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** HSBC Bank Middle East Limited

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** HSBC Bank (Vietnam) Ltd.

- **ii. LEI, if any:** 213800H95OG9OHRT4Y78

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** J.P. Morgan Saudi Arabia Company

- **ii. LEI, if any:** 549300HST49806XTCK29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** FirstRand Bank Limited

- **ii. LEI, if any:** ZAYQDKTCATIXF9OQY690

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** Standard Chartered Bank Korea Limited

- **ii. LEI, if any:** NUXTG47HHHM1K2L0SG39

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 20**

- **i. Full name:** PT Bank HSBC Indonesia

- **ii. LEI, if any:** 213800HW5IDIRLWH1203

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** The Standard Chartered Bank (Taiwan) Limited

- **ii. LEI, if any:** 549300QJEO1B92LSHZ06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** J.P. Morgan S.A. DTVM

- **ii. LEI, if any:** 5493001LS7J56NZZ3G07

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** Citibank del Peru S.A.

- **ii. LEI, if any:** MYTK5NHHP1G8TVFGT193

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** Cititrust Colombia S.A.

- **ii. LEI, if any:** 549300242J3IJCOSGI49

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** Standard Chartered Bank Kenya Limited

- **ii. LEI, if any:** 549300RBHWW5EJIRG629

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** Banco Citi Mexico S.A.

- **ii. LEI, if any:** 529900H31AYI6WA1J534

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 29**

- **i. Full name:** Banco Santander Chile

- **ii. LEI, if any:** 3YJP8HORPAEXJ80D6368

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 30**

- **i. Full name:** Bank Handlowy w. Warszawie S.A.

- **ii. LEI, if any:** XLEZHWWOI4HFQDGL4793

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 31**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 32**

- **i. Full name:** UniCredit Bank Czech Republic and Slovakia, a.s.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 33**

- **i. Full name:** BNP PARIBAS

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 34**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **iii. State, if applicable:** CT

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** Yes

**Shareholder Servicing Agents Record: 2**

- **i. Full name:** NYLIM Service Company LLC

- **iii. State, if applicable:** NJ

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** Yes

**Administrators Record: 2**

- **i. Full name:** New York Life Investment Management LLC

- **ii. LEI, if any, or other identifying number:** IGJ1X7QLRC5K7CY9GE11

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** NYLIFE Securities LLC

- **b. SEC file number:** 8-15517

- **c. CRD number:** 000005167

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** NYLIFE Distributors LLC

- **b. SEC file number:** 8-46655

- **c. CRD number:** 000035350

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** BofA Securities, Inc.

- **ii. SEC file number:** 8-69787

- **iii. CRD number:** 000283942

- **iv. LEI, if any:** 549300HN4UKV1E2R3U73

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $23,802.90

**Brokers Record: 2**

- **i. Full name of broker:** Morgan Stanley & Co. LLC

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $16,942.41

**Brokers Record: 3**

- **i. Full name of broker:** Instinet, LLC

- **ii. SEC file number:** 8-23669

- **iii. CRD number:** 000007897

- **iv. LEI, if any:** 549300MGMN3RKMU8FT57

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $9,394.41

**Brokers Record: 4**

- **i. Full name of broker:** ICICI Securities Limited

- **ii. SEC file number:** N/A

- **iii. CRD number:** N/A

- **iv. LEI, if any:** 335800RT5NJ3UPWK7351

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,173.43

**Brokers Record: 5**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $24,666.72

**Brokers Record: 6**

- **i. Full name of broker:** Barclays Capital, Inc.

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** AC28XWWI3WIBK2824319

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5,067.95

**Brokers Record: 7**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5,205.73

**Brokers Record: 8**

- **i. Full name of broker:** Citigroup Global Markets Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $16,674.85

**Brokers Record: 9**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $23,756.55

**Brokers Record: 10**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $10,472.31

**Aggregate Commission:** $144,895.91

**Item C.17.a. Principal transaction counterparties.**

| Name                          | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Citigroup Global Markets Inc. | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | NY      | US        | $1,071,357.85             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,071,357.85

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $111,032,546.32

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |

- **v. Did the Fund draw on the line of credit this period?** No

**Line of Credit details Record: 2**

- **i. Is the line of credit a committed or uncommitted line of credit?** Uncommitted

- **ii. What size is the line of credit?** $100,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 25 - NYLI WMC International Research Equity Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** NYLI WMC International Research Equity Fund

- **b. Series identification number, if any:** S000028542

- **c. LEI:** 549300PQST4ZGMIXWU52

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 4

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class I                 | C000087396                                | MYIIX                        |
|                           2 | Class C                 | C000087395                                | MYICX                        |
|                           3 | Investor Class          | C000087393                                | MYINX                        |
|                           4 | Class A                 | C000087394                                | MYITX                        |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [x] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $3,548,818.60

- **g. Provide the net income from securities lending activities:** $56,958.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 22d-1 (17 CFR 270.22d-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. SEC file number:** 801-57396

- **iii. CRD number:** 000109591

- **iv. LEI, if any:** IGJ1X7QLRC5K7CY9GE11

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Wellington Management Company LLP

- **ii. SEC file number:** 801-15908

- **iii. CRD number:** 000106595

- **iv. LEI, if any:** 549300YHP12TEZNLCX41

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** NYLIM Service Company LLC

- **ii. SEC file number:** 084-05844

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** NJ

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

**Transfer Agents Record: 2**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **ii. SEC file number:** 084-00448

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** CT

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** Yes

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** Bank Handlowy w. Warszawie S.A.

- **ii. LEI, if any:** XLEZHWWOI4HFQDGL4793

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 2**

- **i. Full name:** Citibank del Peru S.A.

- **ii. LEI, if any:** MYTK5NHHP1G8TVFGT193

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** The Standard Chartered Bank (Taiwan) Limited

- **ii. LEI, if any:** 549300QJEO1B92LSHZ06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** Cititrust Colombia S.A.

- **ii. LEI, if any:** 549300242J3IJCOSGI49

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** Mizuho Bank, Ltd.

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** HSBC Bank Malaysia Berhad

- **ii. LEI, if any:** P3RPN9OJFCXUPJWB1Q09

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** DBS Bank Ltd

- **ii. LEI, if any:** ATUEL7OJR5057F2PV266

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Bank Leumi le-Israel B.M.

- **ii. LEI, if any:** 7JDSZWRGUQY2DSTWCR57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** UniCredit Bank Czech Republic and Slovakia, a.s.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** Banco Santander Chile

- **ii. LEI, if any:** 3YJP8HORPAEXJ80D6368

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** HSBC Bank Middle East Limited

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** Skandinaviska Enskilda Banken AB

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** J.P. Morgan S.A. DTVM

- **ii. LEI, if any:** 5493001LS7J56NZZ3G07

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** Standard Chartered Bank (Thai) Public Company Limited

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** HSBC Bank (Vietnam) Ltd.

- **ii. LEI, if any:** 213800H95OG9OHRT4Y78

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** BNP Paribas

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** EUROCLEAR

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 21**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** Citibank, N.A.

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 24**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** Citibank A.S.

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** BNP Paribas

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 29**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 30**

- **i. Full name:** CACEIS Bank Spain, S.A.U.

- **ii. LEI, if any:** 95980020140005970915

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 31**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 32**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 33**

- **i. Full name:** Skandinaviska Enskilda Banken AB

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 34**

- **i. Full name:** Citibank Maghreb S.A.

- **ii. LEI, if any:** 5493003FVWLMBFTISI11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 35**

- **i. Full name:** J.P. Morgan Bank International (Limited Liability Company)**

- **ii. LEI, if any:** 549300B831LSRSI6RA15

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 36**

- **i. Full name:** PT Bank HSBC Indonesia

- **ii. LEI, if any:** 213800HW5IDIRLWH1203

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 37**

- **i. Full name:** FirstRand Bank Limited

- **ii. LEI, if any:** ZAYQDKTCATIXF9OQY690

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 38**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 39**

- **i. Full name:** BNP Paribas

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 40**

- **i. Full name:** HSBC Bank Middle East Limited

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 41**

- **i. Full name:** Skandinaviska Enskilda Banken AB

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 42**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 43**

- **i. Full name:** BNP PARIBAS

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 44**

- **i. Full name:** Standard Chartered Bank Korea Limited

- **ii. LEI, if any:** NUXTG47HHHM1K2L0SG39

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 45**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 46**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 47**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 48**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 49**

- **i. Full name:** HSBC Bank (China) Company Limited

- **ii. LEI, if any:** 2CZOJRADNJXBLT55G526

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 50**

- **i. Full name:** Banco Citi Mexico S.A.

- **ii. LEI, if any:** 529900H31AYI6WA1J534

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **iii. State, if applicable:** CT

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** Yes

**Shareholder Servicing Agents Record: 2**

- **i. Full name:** NYLIM Service Company LLC

- **iii. State, if applicable:** NJ

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** Yes

**Administrators Record: 2**

- **i. Full name:** New York Life Investment Management LLC

- **ii. LEI, if any, or other identifying number:** IGJ1X7QLRC5K7CY9GE11

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** NYLIFE Securities LLC

- **b. SEC file number:** 8-15517

- **c. CRD number:** 000005167

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** NYLIFE Distributors LLC

- **b. SEC file number:** 8-46655

- **c. CRD number:** 000035350

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Morgan Stanley & Co. LLC

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $26,717.22

**Brokers Record: 2**

- **i. Full name of broker:** Jefferies LLC

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** 58PU97L1C0WSRCWADL48

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $23,191.39

**Brokers Record: 3**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $17,273.97

**Brokers Record: 4**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $8,416.61

**Brokers Record: 5**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $6,314.35

**Brokers Record: 6**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $28,018.69

**Brokers Record: 7**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $22,636.85

**Brokers Record: 8**

- **i. Full name of broker:** Citigroup Global Markets Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $13,663.09

**Brokers Record: 9**

- **i. Full name of broker:** Barclays Capital, Inc.

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** AC28XWWI3WIBK2824319

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $7,711.77

**Brokers Record: 10**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $24,253.52

**Aggregate Commission:** $222,564.55

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $92,771.04                |
| Morgan Stanley & Co. LLC                   | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $669,631.02               |
| J.P. Morgan Securities LLC                 | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $121,848,248.31           |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $836,208.44               |
| Barclays Capital, Inc.                     | 8-41342           |    000019714 | AC28XWWI3WIBK2824319 | NY      | US        | $358,970.48               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $123,805,829.29

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $212,420,779.64

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Uncommitted

- **ii. What size is the line of credit?** $100,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI WMC Growth Fund                                  | 811-22321         |

- **v. Did the Fund draw on the line of credit this period?** No

**Line of Credit details Record: 2**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 26 - NYLI Epoch International Choice Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** NYLI Epoch International Choice Fund

- **b. Series identification number, if any:** S000028522

- **c. LEI:** 549300FPTWJRAID17352

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 5

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | SIMPLE Class            | C000221657                                | ICERX                        |
|                           2 | Class C                 | C000087297                                | ICEWX                        |
|                           3 | Class A                 | C000087296                                | ICEVX                        |
|                           4 | Investor Class          | C000087295                                | ICELX                        |
|                           5 | Class I                 | C000087298                                | ICEUX                        |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [x] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $3,857,302.22

- **g. Provide the net income from securities lending activities:** $50,588.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 22d-1 (17 CFR 270.22d-1)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 32a-4 (17 CFR 270.32a-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. SEC file number:** 801-57396

- **iii. CRD number:** 000109591

- **iv. LEI, if any:** IGJ1X7QLRC5K7CY9GE11

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Epoch Investment Partners, Inc.

- **ii. SEC file number:** 801-63118

- **iii. CRD number:** 000131556

- **iv. LEI, if any:** 549300FT720Z0BVCWS87

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** NYLIM Service Company LLC

- **ii. SEC file number:** 084-05844

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** NJ

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

**Transfer Agents Record: 2**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **ii. SEC file number:** 084-00448

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** CT

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** Yes

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** BNP Paribas

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 2**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** Standard Chartered Bank (Thai) Public Company Limited

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** DBS Bank Ltd

- **ii. LEI, if any:** ATUEL7OJR5057F2PV266

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** BNP Paribas

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Banco Citi Mexico S.A.

- **ii. LEI, if any:** 529900H31AYI6WA1J534

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** FirstRand Bank Limited

- **ii. LEI, if any:** ZAYQDKTCATIXF9OQY690

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 12**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** Skandinaviska Enskilda Banken AB

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** CACEIS Bank Spain, S.A.U.

- **ii. LEI, if any:** 95980020140005970915

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** Bank Handlowy w. Warszawie S.A.

- **ii. LEI, if any:** XLEZHWWOI4HFQDGL4793

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** Bank Leumi le-Israel B.M.

- **ii. LEI, if any:** 7JDSZWRGUQY2DSTWCR57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** Skandinaviska Enskilda Banken AB

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** HSBC Bank (China) Company Limited

- **ii. LEI, if any:** 2CZOJRADNJXBLT55G526

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** The Standard Chartered Bank (Taiwan) Limited

- **ii. LEI, if any:** 549300QJEO1B92LSHZ06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** J.P. Morgan S.A. DTVM

- **ii. LEI, if any:** 5493001LS7J56NZZ3G07

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** UniCredit Bank Czech Republic and Slovakia, a.s.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** Mizuho Bank, Ltd.

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** BNP Paribas

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** Skandinaviska Enskilda Banken AB

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** BNP PARIBAS

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 29**

- **i. Full name:** HSBC Bank Malaysia Berhad

- **ii. LEI, if any:** P3RPN9OJFCXUPJWB1Q09

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 30**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

**Custodians Record: 31**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 32**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 33**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 34**

- **i. Full name:** PT Bank HSBC Indonesia

- **ii. LEI, if any:** 213800HW5IDIRLWH1203

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 35**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 36**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 37**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** NYLIM Service Company LLC

- **iii. State, if applicable:** NJ

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

**Shareholder Servicing Agents Record: 2**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **iii. State, if applicable:** CT

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** Yes

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. LEI, if any, or other identifying number:** IGJ1X7QLRC5K7CY9GE11

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** Yes

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** NYLIFE Distributors LLC

- **b. SEC file number:** 8-46655

- **c. CRD number:** 000035350

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** NYLIFE Securities LLC

- **b. SEC file number:** 8-15517

- **c. CRD number:** 000005167

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Instinet, LLC

- **ii. SEC file number:** 8-23669

- **iii. CRD number:** 000007897

- **iv. LEI, if any:** 549300MGMN3RKMU8FT57

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $19,040.37

**Brokers Record: 2**

- **i. Full name of broker:** Mizuho Securities USA LLC

- **ii. SEC file number:** 8-37710

- **iii. CRD number:** 000019647

- **iv. LEI, if any:** 7TK5RJIZDFROZCA6XF66

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $40,564.69

**Brokers Record: 3**

- **i. Full name of broker:** Jefferies LLC

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** 58PU97L1C0WSRCWADL48

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $41,430.74

**Brokers Record: 4**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $15,059.02

**Brokers Record: 5**

- **i. Full name of broker:** Morgan Stanley & Co. LLC

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $11,895.62

**Brokers Record: 6**

- **i. Full name of broker:** Societe Generale

- **ii. SEC file number:** N/A

- **iii. CRD number:** N/A

- **iv. LEI, if any:** O2RNE8IBXP4R0TD8PU41

- **vii. Gross commissions paid by the Fund for the reporting period:** $16,374.31

**Brokers Record: 7**

- **i. Full name of broker:** BNP Paribas Securities Corp.

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** RCNB6OTYUAMMP879YW96

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $25,578.73

**Brokers Record: 8**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $14,890.66

**Brokers Record: 9**

- **i. Full name of broker:** Barclays Capital, Inc.

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** AC28XWWI3WIBK2824319

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $13,196.73

**Brokers Record: 10**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $13,374.37

**Aggregate Commission:** $263,254.48

**Item C.17.a. Principal transaction counterparties.**

| Name                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Goldman Sachs & Co. LLC    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $95,440.20                |
| J.P. Morgan Securities LLC | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $206,792,597.91           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $206,888,038.11

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $253,029,643.59

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Uncommitted

- **ii. What size is the line of credit?** $100,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |

- **v. Did the Fund draw on the line of credit this period?** No

**Line of Credit details Record: 2**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 27 - NYLI Balanced Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** NYLI Balanced Fund

- **b. Series identification number, if any:** S000036714

- **c. LEI:** 549300DL5ZTPAWGC6G97

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 5

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 1

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000112258                                | MBNAX                        |
|                           2 | Class C                 | C000112260                                | MBACX                        |
|                           3 | Class I                 | C000112261                                | MBAIX                        |
|                           4 | Investor Class          | C000112265                                | MBINX                        |
|                           5 | Class R6                | C000185940                                | MBERX                        |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [x] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $4,401,345.51

- **g. Provide the net income from securities lending activities:** $43,545.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 22d-1 (17 CFR 270.22d-1)

- Rule 32a-4 (17 CFR 270.32a-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. SEC file number:** 801-57396

- **iii. CRD number:** 000109591

- **iv. LEI, if any:** IGJ1X7QLRC5K7CY9GE11

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** NYL Investors LLC

- **ii. SEC file number:** 801-78759

- **iii. CRD number:** 000169553

- **iv. LEI, if any:** 5493000EG09WOQURS721

- **v. Is the sub-adviser an affiliated person?:** Yes

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 2**

- **i. Full name:** Wellington Management Company LLP

- **ii. SEC file number:** 801-15908

- **iii. CRD number:** 000106595

- **iv. LEI, if any:** 549300YHP12TEZNLCX41

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** NYLIM Service Company LLC

- **ii. SEC file number:** 084-05844

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** NJ

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

**Transfer Agents Record: 2**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **ii. SEC file number:** 084-00448

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** CT

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** Yes

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 2**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 5**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **iii. State, if applicable:** CT

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** Yes

**Shareholder Servicing Agents Record: 2**

- **i. Full name:** NYLIM Service Company LLC

- **iii. State, if applicable:** NJ

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** Yes

**Administrators Record: 2**

- **i. Full name:** New York Life Investment Management LLC

- **ii. LEI, if any, or other identifying number:** IGJ1X7QLRC5K7CY9GE11

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** NYLIFE Distributors LLC

- **b. SEC file number:** 8-46655

- **c. CRD number:** 000035350

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** NYLIFE Securities LLC

- **b. SEC file number:** 8-15517

- **c. CRD number:** 000005167

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,875.97

**Brokers Record: 2**

- **i. Full name of broker:** Citigroup Global Markets Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $13,640.16

**Brokers Record: 3**

- **i. Full name of broker:** Jefferies LLC

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** 58PU97L1C0WSRCWADL48

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,309.64

**Brokers Record: 4**

- **i. Full name of broker:** TD SECURITIES (USA) LLC

- **ii. SEC file number:** 8-36747

- **iii. CRD number:** 000018476

- **iv. LEI, if any:** SUVUFHICNZMP2WKHG940

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,723.96

**Brokers Record: 5**

- **i. Full name of broker:** Morgan Stanley & Co. LLC

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5,424.32

**Brokers Record: 6**

- **i. Full name of broker:** Virtu Americas LLC

- **ii. SEC file number:** 8-68193

- **iii. CRD number:** 000149823

- **iv. LEI, if any:** 549300RA02N3BNSWBV74

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,478.17

**Brokers Record: 7**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,999.31

**Brokers Record: 8**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,678.04

**Brokers Record: 9**

- **i. Full name of broker:** BofA Securities, Inc.

- **ii. SEC file number:** 8-69787

- **iii. CRD number:** 000283942

- **iv. LEI, if any:** 549300HN4UKV1E2R3U73

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $7,571.34

**Brokers Record: 10**

- **i. Full name of broker:** BTIG, LLC

- **ii. SEC file number:** 8-65473

- **iii. CRD number:** 000122225

- **iv. LEI, if any:** 549300GTG9PL6WO3EC51

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,752.07

**Aggregate Commission:** $62,994.96

**Item C.17.a. Principal transaction counterparties.**

| Name                                  | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Citigroup Global Markets Inc.         | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | NY      | US        | $64,292,833.48            |
| Goldman Sachs & Co. LLC               | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $61,436,832.03            |
| Wells Fargo Securities, LLC           | 8-65876           |    000126292 | VYVVCKR63DVZZN70PB21 | NC      | US        | $268,095,922.83           |
| Citadel Securities LLC                | 8-53574           |    000116797 | 12UUJYTN7D3SW8KCSG25 | FL      | US        | $431,728,438.28           |
| Nomura Securities International, Inc. | 8-15255           |    000004297 | OXTKY6Q8X53C9ILVV871 | NY      | US        | $97,851,486.92            |
| J.P. Morgan Securities LLC            | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $241,582,020.30           |
| BofA Securities, Inc.                 | 8-69787           |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $79,754,447.45            |
| Pershing LLC                          | 8-17574           |    000007560 | ZI8Q1A8EI8LQFJNM0D94 | NJ      | US        | $92,698,573.73            |
| BMO Capital Markets Corp.             | 8-34344           |    000016686 | RUC0QBLBRPRCU4W1NE59 | NY      | US        | $168,851,291.50           |
| Virtu Americas LLC                    | 8-68193           |    000149823 | 549300RA02N3BNSWBV74 | NY      | US        | $32,243,280.97            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,648,718,903.16

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $445,033,889.80

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |

- **v. Did the Fund draw on the line of credit this period?** No

**Line of Credit details Record: 2**

- **i. Is the line of credit a committed or uncommitted line of credit?** Uncommitted

- **ii. What size is the line of credit?** $100,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 28 - NYLI MacKay Short Term Muni Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** NYLI MacKay Short Term Muni Fund

- **b. Series identification number, if any:** S000028538

- **c. LEI:** 549300ZY6MAJ3210UG92

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 5

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class I                 | C000087380                                | MSTIX                        |
|                           2 | Class A                 | C000087379                                | MSTAX                        |
|                           3 | Class A2                | C000222390                                | MSTUX                        |
|                           4 | Investor Class          | C000087378                                | MYTBX                        |
|                           5 | Class R6                | C000195140                                | MSTEX                        |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [x] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 22d-1 (17 CFR 270.22d-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. SEC file number:** 801-57396

- **iii. CRD number:** 000109591

- **iv. LEI, if any:** IGJ1X7QLRC5K7CY9GE11

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** MacKay Shields LLC

- **ii. SEC file number:** 801-5594

- **iii. CRD number:** 000107717

- **iv. LEI, if any:** 549300Y7LLCOFU7R8H16

- **v. Is the sub-adviser an affiliated person?:** Yes

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **ii. SEC file number:** 084-00448

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** CT

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** Yes

**Transfer Agents Record: 2**

- **i. Full name:** NYLIM Service Company LLC

- **ii. SEC file number:** 084-05844

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** NJ

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **iii. State, if applicable:** CT

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** Yes

**Shareholder Servicing Agents Record: 2**

- **i. Full name:** NYLIM Service Company LLC

- **iii. State, if applicable:** NJ

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** Yes

**Administrators Record: 2**

- **i. Full name:** New York Life Investment Management LLC

- **ii. LEI, if any, or other identifying number:** IGJ1X7QLRC5K7CY9GE11

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** NYLIFE Securities LLC

- **b. SEC file number:** 8-15517

- **c. CRD number:** 000005167

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** NYLIFE Distributors LLC

- **b. SEC file number:** 8-46655

- **c. CRD number:** 000035350

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                     | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Raymond James & Associates, Inc.         | 8-10999           |    000000705 | U4ONQX15J3RO8XCKE979 | FL      | US        | $64,155,977.15            |
| Barclays Capital, Inc.                   | 8-41342           |    000019714 | AC28XWWI3WIBK2824319 | NY      | US        | $164,441,532.12           |
| Wells Fargo Securities, LLC              | 8-65876           |    000126292 | VYVVCKR63DVZZN70PB21 | NC      | US        | $187,519,723.64           |
| Piper Sandler & Co.                      | 8-15204           |    000000665 | 549300GRQCWQ3XGH0H10 | MN      | US        | $38,468,322.00            |
| RBC Capital Markets, LLC                 | 8-45411           |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $129,426,879.56           |
| J.P. Morgan Securities LLC               | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $1,439,940,545.71         |
| Stifel, Nicolaus & Company, Incorporated | 8-01447           |    000000793 | 5WUVMA08EYG4KEUPW589 | MO      | US        | $98,056,633.65            |
| Morgan Stanley & Co. LLC                 | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $60,870,778.55            |
| BofA Securities, Inc.                    | 8-69787           |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $314,220,785.49           |
| Pershing LLC                             | 8-17574           |    000007560 | ZI8Q1A8EI8LQFJNM0D94 | NJ      | US        | $47,173,424.11            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $2,912,885,105.68

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $929,680,478.69

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI Moderate Allocation Fund                         | 811-22321         |

- **v. Did the Fund draw on the line of credit this period?** No

**Line of Credit details Record: 2**

- **i. Is the line of credit a committed or uncommitted line of credit?** Uncommitted

- **ii. What size is the line of credit?** $100,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI WMC Growth Fund                                  | 811-22321         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 29 - NYLI MacKay New York Muni Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** NYLI MacKay New York Muni Fund

- **b. Series identification number, if any:** S000036992

- **c. LEI:** 5493000QL2DGK8JJHL76

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 6

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class R6                | C000185944                                | MNODX                        |
|                           2 | Class C                 | C000113211                                | MNOCX                        |
|                           3 | Class A                 | C000113210                                | MNOAX                        |
|                           4 | Class C2                | C000221672                                | MNOLX                        |
|                           5 | Class I                 | C000113212                                | MNOIX                        |
|                           6 | Investor Class          | C000113213                                | MNOVX                        |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [x] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 22d-1 (17 CFR 270.22d-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. SEC file number:** 801-57396

- **iii. CRD number:** 000109591

- **iv. LEI, if any:** IGJ1X7QLRC5K7CY9GE11

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** MacKay Shields LLC

- **ii. SEC file number:** 801-5594

- **iii. CRD number:** 000107717

- **iv. LEI, if any:** 549300Y7LLCOFU7R8H16

- **v. Is the sub-adviser an affiliated person?:** Yes

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** NYLIM Service Company LLC

- **ii. SEC file number:** 084-05844

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** NJ

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

**Transfer Agents Record: 2**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **ii. SEC file number:** 084-00448

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** CT

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** Yes

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** NYLIM Service Company LLC

- **iii. State, if applicable:** NJ

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

**Shareholder Servicing Agents Record: 2**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **iii. State, if applicable:** CT

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** Yes

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. LEI, if any, or other identifying number:** IGJ1X7QLRC5K7CY9GE11

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** Yes

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** NYLIFE Securities LLC

- **b. SEC file number:** 8-15517

- **c. CRD number:** 000005167

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** NYLIFE Distributors LLC

- **b. SEC file number:** 8-46655

- **c. CRD number:** 000035350

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,680.00

**Brokers Record: 2**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $330.85

**Aggregate Commission:** $4,010.85

**Item C.17.a. Principal transaction counterparties.**

| Name                              | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| BofA Securities, Inc.             | 8-69787           |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $97,394,094.12            |
| Goldman Sachs & Co. LLC           | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $78,955,606.35            |
| RBC Capital Markets, LLC          | 8-45411           |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $47,348,464.35            |
| Morgan Stanley & Co. LLC          | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $87,645,449.85            |
| Samuel A. Ramirez & Company, Inc. | 8-19014           |    000006963 | 254900CBKVW7O2ENQA21 | NY      | US        | $72,452,801.00            |
| Jefferies LLC                     | 8-15074           |    000002347 | 58PU97L1C0WSRCWADL48 | NY      | US        | $143,953,699.10           |
| Pershing LLC                      | 8-17574           |    000007560 | ZI8Q1A8EI8LQFJNM0D94 | NJ      | US        | $104,658,208.60           |
| J.P. Morgan Securities LLC        | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $1,029,127,466.08         |
| Siebert Williams Shank & Co., LLC | 8-49877           |    000042568 | 254900VTARX8RAY9QK77 | NY      | US        | $40,432,125.00            |
| Barclays Capital, Inc.            | 8-41342           |    000019714 | AC28XWWI3WIBK2824319 | NY      | US        | $95,742,230.00            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $2,095,428,159.81

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,425,167,204.34

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |

- **v. Did the Fund draw on the line of credit this period?** No

**Line of Credit details Record: 2**

- **i. Is the line of credit a committed or uncommitted line of credit?** Uncommitted

- **ii. What size is the line of credit?** $100,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI Short Term Bond Fund                             | 811-22321         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 30 - NYLI Growth Allocation Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** NYLI Growth Allocation Fund

- **b. Series identification number, if any:** S000028534

- **c. LEI:** 549300VXKHL3MH2IL746

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 5

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 1

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000087361                                | MGDAX                        |
|                           2 | Investor Class          | C000087360                                | MGDNX                        |
|                           3 | Class C                 | C000087363                                | MGDCX                        |
|                           4 | Class I                 | C000087364                                | MGDIX                        |
|                           5 | SIMPLE Class            | C000221663                                | MGDSX                        |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [x] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 22d-1 (17 CFR 270.22d-1)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. SEC file number:** 801-57396

- **iii. CRD number:** 000109591

- **iv. LEI, if any:** IGJ1X7QLRC5K7CY9GE11

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** NYLIM Service Company LLC

- **ii. SEC file number:** 084-05844

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** NJ

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

**Transfer Agents Record: 2**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **ii. SEC file number:** 084-00448

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** CT

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** Yes

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** S&P Global Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **iii. State, if applicable:** CT

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** Yes

**Shareholder Servicing Agents Record: 2**

- **i. Full name:** NYLIM Service Company LLC

- **iii. State, if applicable:** NJ

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** Yes

**Administrators Record: 2**

- **i. Full name:** New York Life Investment Management LLC

- **ii. LEI, if any, or other identifying number:** IGJ1X7QLRC5K7CY9GE11

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** NYLIFE Securities LLC

- **b. SEC file number:** 8-15517

- **c. CRD number:** 000005167

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** NYLIFE Distributors LLC

- **b. SEC file number:** 8-46655

- **c. CRD number:** 000035350

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $32,823.98

**Brokers Record: 2**

- **i. Full name of broker:** Virtu Americas LLC

- **ii. SEC file number:** 8-68193

- **iii. CRD number:** 000149823

- **iv. LEI, if any:** 549300RA02N3BNSWBV74

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5.78

**Brokers Record: 3**

- **i. Full name of broker:** Citigroup Global Markets Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $164,148.56

**Aggregate Commission:** $196,978.32

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Citadel Securities LLC                     | 8-53574           |    000116797 | 12UUJYTN7D3SW8KCSG25 | FL      | US        | $12,957,695.40            |
| Jane Street Execution Services, LLC        | 8-69254           |    000167280 | 549300HXJLXCPDWAH070 | NY      | US        | $4,819,654.07             |
| Virtu Americas LLC                         | 8-68193           |    000149823 | 549300RA02N3BNSWBV74 | NY      | US        | $10,491,002.43            |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $16,941,460.37            |
| Susquehanna Financial Group, LLLP          | 8-44325           |    000035865 | 549300E8QX0ZMRDC2M81 | PA      | US        | $864,906.35               |
| BofA Securities, Inc.                      | 8-69787           |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $5,020,812.70             |
| J.P. Morgan Securities LLC                 | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $308,628,043.42           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $359,723,574.74

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $830,294,720.47

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Uncommitted

- **ii. What size is the line of credit?** $100,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |

- **v. Did the Fund draw on the line of credit this period?** No

**Line of Credit details Record: 2**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 31 - NYLI MacKay Utah Muni Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** NYLI MacKay Utah Muni Fund

- **b. Series identification number, if any:** S000085228

- **c. LEI:** 2549006ZKEK442IX7A43

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 4

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class Z                 | C000250193                                | UTAHX                        |
|                           2 | Class A                 | C000250194                                | UTAVX                        |
|                           3 | Class C                 | C000250191                                | UTACX                        |
|                           4 | Class I                 | C000250192                                | UTAYX                        |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [x] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 22d-1 (17 CFR 270.22d-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4 (17 CFR 270.18f-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. SEC file number:** 801-57396

- **iii. CRD number:** 000109591

- **iv. LEI, if any:** IGJ1X7QLRC5K7CY9GE11

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** MacKay Shields LLC

- **ii. SEC file number:** 801-5594

- **iii. CRD number:** 000107717

- **iv. LEI, if any:** 549300Y7LLCOFU7R8H16

- **v. Is the sub-adviser an affiliated person?:** Yes

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** NYLIM Service Company LLC

- **ii. SEC file number:** 084-05844

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** NJ

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

**Transfer Agents Record: 2**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **ii. SEC file number:** 084-00448

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** CT

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** Yes

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** LSEG US FIN CORP.

- **ii. LEI, if any, or provide and describe other identifying number:** 2138007FV67QQ13CGJ43

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **iii. State, if applicable:** CT

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** Yes

**Shareholder Servicing Agents Record: 2**

- **i. Full name:** NYLIM Service Company LLC

- **iii. State, if applicable:** NJ

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. LEI, if any, or other identifying number:** IGJ1X7QLRC5K7CY9GE11

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** Yes

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** NYLIFE Securities LLC

- **b. SEC file number:** 8-15517

- **c. CRD number:** 000005167

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** NYLIFE Distributors LLC

- **b. SEC file number:** 8-46655

- **c. CRD number:** 000035350

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $874.00

**Aggregate Commission:** $874.00

**Item C.17.a. Principal transaction counterparties.**

| Name                                     | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| J.P. Morgan Securities LLC               | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $278,528,001.84           |
| Pershing LLC                             | 8-17574           |    000007560 | ZI8Q1A8EI8LQFJNM0D94 | NJ      | US        | $25,517,191.50            |
| Piper Sandler & Co.                      | 8-15204           |    000000665 | 549300GRQCWQ3XGH0H10 | MN      | US        | $16,075,813.20            |
| Goldman Sachs & Co. LLC                  | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $21,361,097.50            |
| RBC Capital Markets, LLC                 | 8-45411           |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $14,729,825.11            |
| BofA Securities, Inc.                    | 8-69787           |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $25,239,010.95            |
| UBS Securities LLC                       | 8-22651           |    000007654 | T6FIZBDPKLYJKFCRVK44 | NY      | US        | $12,810,253.00            |
| Stifel, Nicolaus & Company, Incorporated | 8-01447           |    000000793 | 5WUVMA08EYG4KEUPW589 | MO      | US        | $38,332,759.10            |
| Morgan Stanley & Co. LLC                 | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $17,425,921.53            |
| Wells Fargo Securities, LLC              | 8-65876           |    000126292 | VYVVCKR63DVZZN70PB21 | NC      | US        | $25,696,048.76            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $569,194,147.94

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $202,532,543.81

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |

- **v. Did the Fund draw on the line of credit this period?** No

**Line of Credit details Record: 2**

- **i. Is the line of credit a committed or uncommitted line of credit?** Uncommitted

- **ii. What size is the line of credit?** $100,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 32 - NYLI Conservative Allocation Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** NYLI Conservative Allocation Fund

- **b. Series identification number, if any:** S000028532

- **c. LEI:** 549300GI3BTC5N4VFN57

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 5

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 1

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | SIMPLE Class            | C000221661                                | MCKSX                        |
|                           2 | Class A                 | C000087351                                | MCKAX                        |
|                           3 | Investor Class          | C000087350                                | MCKNX                        |
|                           4 | Class I                 | C000087354                                | MCKIX                        |
|                           5 | Class C                 | C000087353                                | MCKCX                        |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [x] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [ ] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [ ] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4 (17 CFR 270.18f-4)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 22d-1 (17 CFR 270.22d-1)

- Rule 32a-4 (17 CFR 270.32a-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** New York Life Investment Management LLC

- **ii. SEC file number:** 801-57396

- **iii. CRD number:** 000109591

- **iv. LEI, if any:** IGJ1X7QLRC5K7CY9GE11

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **ii. SEC file number:** 084-00448

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** CT

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** Yes

**Transfer Agents Record: 2**

- **i. Full name:** NYLIM Service Company LLC

- **ii. SEC file number:** 084-05844

- **iii. LEI, if any:** 00000000000000000000

- **iv. State, if applicable:** NJ

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** ICE Data Pricing & Reference Data, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000NQ9LYLDBCTL34

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** S&P Global Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** SS&C Global Investor & Distribution Solutions, Inc.

- **iii. State, if applicable:** CT

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** Yes

**Shareholder Servicing Agents Record: 2**

- **i. Full name:** NYLIM Service Company LLC

- **iii. State, if applicable:** NJ

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any, or other identifying number:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** Yes

**Administrators Record: 2**

- **i. Full name:** New York Life Investment Management LLC

- **ii. LEI, if any, or other identifying number:** IGJ1X7QLRC5K7CY9GE11

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** NYLIFE Distributors LLC

- **b. SEC file number:** 8-46655

- **c. CRD number:** 000035350

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NJ

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** NYLIFE Securities LLC

- **b. SEC file number:** 8-15517

- **c. CRD number:** 000005167

- **d. LEI, if any:** 00000000000000000000

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Jane Street Execution Services, LLC

- **ii. SEC file number:** 8-69254

- **iii. CRD number:** 000167280

- **iv. LEI, if any:** 549300HXJLXCPDWAH070

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1.87

**Brokers Record: 2**

- **i. Full name of broker:** Citadel Securities LLC

- **ii. SEC file number:** 8-53574

- **iii. CRD number:** 000116797

- **iv. LEI, if any:** 12UUJYTN7D3SW8KCSG25

- **v. State, if applicable:** FL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $43.04

**Brokers Record: 3**

- **i. Full name of broker:** Virtu Americas LLC

- **ii. SEC file number:** 8-68193

- **iii. CRD number:** 000149823

- **iv. LEI, if any:** 549300RA02N3BNSWBV74

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $7.73

**Brokers Record: 4**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $12,588.51

**Brokers Record: 5**

- **i. Full name of broker:** Citigroup Global Markets Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $68,814.54

**Aggregate Commission:** $81,455.69

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| J.P. Morgan Securities LLC                 | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $143,194,473.44           |
| Virtu Americas LLC                         | 8-68193           |    000149823 | 549300RA02N3BNSWBV74 | NY      | US        | $6,819,237.78             |
| BofA Securities, Inc.                      | 8-69787           |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $1,583,682.39             |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $6,547,478.25             |
| Citadel Securities LLC                     | 8-53574           |    000116797 | 12UUJYTN7D3SW8KCSG25 | FL      | US        | $3,396,065.16             |
| Jane Street Execution Services, LLC        | 8-69254           |    000167280 | 549300HXJLXCPDWAH070 | NY      | US        | $6,974,771.08             |
| Susquehanna Financial Group, LLLP          | 8-44325           |    000035865 | 549300E8QX0ZMRDC2M81 | PA      | US        | $538,772.11               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $169,054,480.21

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $369,769,446.52

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI WMC Growth Fund                                  | 811-22321         |

- **v. Did the Fund draw on the line of credit this period?** No

**Line of Credit details Record: 2**

- **i. Is the line of credit a committed or uncommitted line of credit?** Uncommitted

- **ii. What size is the line of credit?** $100,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

## N-CEN: Part G: Attachments

**Item G.1a. Attachments.**

Attachments applicable to all Registrants. All Registrants shall file the following attachments, as applicable, with the current report. Indicate the attachments filed with the current report by checking the applicable items below:

- [ ] i. Legal proceedings

- [ ] ii. Provision of financial support

- [x] iii. Independent public accountant's report on internal control (management investment companies other than small business investment companies only)

- [ ] iv. Change in accounting principles and practices

- [ ] v. Information required to be filed pursuant to exemptive orders

- [ ] vi. Other information required to be included as an attachment pursuant to Commission rules and regulations

## N-CEN: Signature

Pursuant to the requirements of the Investment Company Act of 1940, the Registrant has duly caused this report to a be signed on its behalf by the undersigned hereunto duly authorized.

**Registrant:** NEW YORK LIFE INVESTMENTS FUNDS TRUST

**Date:** 2025-10-31

**Signature:** Jack Benintende

**Title:** Treasurer