# EDGAR Filing Document

**Accession Number:** 0000787441
**File Stem:** 0002071691-26-000159
**Filing Date:** 2026-1
**Character Count:** 361189
**Document Hash:** e9dfafbd5c96049096135bffe0665a94
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-000159.hdr.sgml**: 20260113

**ACCESSION NUMBER**: 0002071691-26-000159

**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
- **CENTRAL INDEX KEY:** 0000787441

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

**FILING VALUES:**
- **FORM TYPE:** N-CEN
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04550
- **FILM NUMBER:** 26530660

**BUSINESS ADDRESS:**
- **STREET 1:** 51 MADISON AVE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10010
- **BUSINESS PHONE:** 2125767000

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MAINSTAY FUNDS
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MACKAY SHIELDS MAINSTAY SERIES FUND /NY/
- **DATE OF NAME CHANGE:** 19911126

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MACKAY SHIELDS SERIES FUND
- **DATE OF NAME CHANGE:** 19860506

## Series and Classes Contracts Data

### NYLI MacKay Strategic Bond Fund (Series ID: S000006894)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000018685 | Class A        | MASAX           |
| C000018687 | Class C        | MSICX           |
| C000018688 | Class I        | MSDIX           |
| C000060790 | INVESTOR CLASS | MSYDX           |
| C000185554 | Class R6       | MSYEX           |

### NYLI MacKay U.S. Infrastructure Bond Fund (Series ID: S000006895)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000018689 | Class A        | MGVAX           |
| C000018691 | Class C        | MGVCX           |
| C000018692 | Class I        | MGOIX           |
| C000060791 | INVESTOR CLASS | MGVNX           |
| C000185556 | Class R6       | MGVDX           |

### NYLI MacKay High Yield Corporate Bond Fund (Series ID: S000006896)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000018693 | Class A        | MHCAX           |
| C000018694 | Class B        | MKHCX           |
| C000018695 | Class C        | MYHCX           |
| C000018696 | Class I        | MHYIX           |
| C000057099 | Class R2       | MHYRX           |
| C000060792 | INVESTOR CLASS | MHHIX           |
| C000127160 | Class R6       | MHYSX           |
| C000166835 | Class R3       | MHYTX           |
| C000221691 | SIMPLE CLASS   | MHHSX           |

### NYLI Money Market Fund (Series ID: S000006897)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000018697 | Class A        | MMAXX           |
| C000018698 | Class B        | MKMXX           |
| C000018699 | Class C        | MSCXX           |
| C000060793 | INVESTOR CLASS | MKTXX           |
| C000221692 | SIMPLE CLASS   | MIPXX           |

### NYLI MacKay Tax Free Bond Fund (Series ID: S000006898)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000018700 | Class A        | MTBAX           |
| C000018701 | Class B        | MKTBX           |
| C000018702 | Class C        | MTFCX           |
| C000060794 | INVESTOR CLASS | MKINX           |
| C000082082 | Class I        | MTBIX           |
| C000185560 | Class R6       | MTBDX           |
| C000221693 | Class C2       | MTSPX           |

### NYLI MacKay Convertible Fund (Series ID: S000006899)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000018703 | Class A        | MCOAX           |
| C000018704 | Class B        | MCSVX           |
| C000018705 | Class C        | MCCVX           |
| C000060795 | INVESTOR CLASS | MCINX           |
| C000087595 | Class I        | MCNVX           |

### NYLI Income Builder Fund (Series ID: S000006900)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000018706 | Class A        | MTRAX           |
| C000018707 | Class B        | MKTRX           |
| C000018708 | Class C        | MCTRX           |
| C000018709 | Class I        | MTOIX           |
| C000060796 | INVESTOR CLASS | MTINX           |
| C000185564 | Class R6       | MTODX           |
| C000221696 | SIMPLE CLASS   | MTISX           |

### NYLI Candriam Emerging Markets Debt Fund (Series ID: S000006901)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000018710 | Class A        | MGHAX           |
| C000018712 | Class C        | MHYCX           |
| C000052120 | Class I        | MGHIX           |
| C000060797 | INVESTOR CLASS | MGHHX           |

### NYLI WMC Enduring Capital Fund (Series ID: S000006903)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000018719 | Class A        | MSOAX           |
| C000018720 | Class B        | MOPBX           |
| C000018721 | Class C        | MGOCX           |
| C000018722 | Class I        | MSOIX           |
| C000060799 | INVESTOR CLASS | MCSSX           |
| C000179143 | Class R6       | MCSDX           |

### NYLI Winslow Large Cap Growth Fund (Series ID: S000006905)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000018724 | Class A        | MLAAX           |
| C000018725 | Class B        | MLABX           |
| C000018726 | Class C        | MLACX           |
| C000018727 | Class I        | MLAIX           |
| C000018728 | Class R1       | MLRRX           |
| C000018729 | Class R2       | MLRTX           |
| C000030958 | Class R3       | MLGRX           |
| C000060800 | INVESTOR CLASS | MLINX           |
| C000127162 | Class R6       | MLRSX           |
| C000221700 | SIMPLE CLASS   | MLRMX           |

### NYLI WMC Value Fund (Series ID: S000006906)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000018730 | Class A        | MAPAX           |
| C000018731 | Class B        | MAPBX           |
| C000018732 | Class C        | MMPCX           |
| C000018733 | Class I        | MUBFX           |
| C000060801 | INVESTOR CLASS | MSMIX           |
| C000185571 | Class R6       | MMPDX           |

## Internal

```

Report of Independent Registered Public Accounting Firm

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

In planning and performing our audits of the financial statements of NYLI
Candriam Emerging Markets Debt Fund, NYLI Income Builder Fund, NYLI MacKay
Convertible Fund, NYLI MacKay High Yield Corporate Bond Fund, NYLI MacKay
Strategic Bond Fund, NYLI MacKay Tax Free Bond Fund, NYLI MacKay U.S.
Infrastructure Bond Fund, NYLI Money Market Fund, NYLI Winslow Large Cap
Growth Fund, NYLI WMC Enduring Capital Fund, and NYLI WMC Value Fund, eleven
of the funds comprising New York Life Investments Funds (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:** 0000787441

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

### 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

- **Item B.1.b - Investment Company Act file number:** 811-04550

- **Item B.1.c - CIK:** 0000787441

- **Item B.1.d - LEI:** 549300PAI7XEJSNBJ671

- **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:** 11

- **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                                                                                      |
|:---|:---|:---|
| Susan B. Kerley     | No                      | 811-06740, 811-06110, 811-22321, 811-23905, 811-06310, 811-05812, 811-04052, 811-22551, 811-23654, 811-04254, 811-03833-01 |
| Alan R. Latshaw     | No                      | 811-23654, 811-23905, 811-22321, 811-03833-01, 811-22551                                                                   |
| Richard S. Trutanic | No                      | 811-23905, 811-22551, 811-22321, 811-23654, 811-03833-01                                                                   |
| Naim Abou-Jaoude    | Yes                     | 811-23905, 811-22321, 811-22551, 811-23654, 811-03833-01                                                                   |
| Karen Hammond       | No                      | 811-23654, 811-22321, 811-03833-01, 811-23905, 811-22551                                                                   |
| Jacques P. Perold   | No                      | 811-22551, 811-23654, 811-03833-01, 811-22321, 811-23905                                                                   |
| David H. Chow       | No                      | 811-22551, 811-23654, 811-23905, 811-10325, 811-03833-01, 811-22321                                                        |

### 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-15758
  - IC-17318
  - IC-32190
  - 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 Candriam Emerging Markets Debt Fund

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

- **a. Full Name of the Fund:** NYLI Candriam Emerging Markets Debt Fund

- **b. Series identification number, if any:** S000006901

- **c. LEI:** DHY67FS98KZU23D51C86

- **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                 | C000052120                                | MGHIX                        |
|                           2 | Class C                 | C000018712                                | MHYCX                        |
|                           3 | Class A                 | C000018710                                | MGHAX                        |
|                           4 | INVESTOR CLASS          | C000060797                                | MGHHX                        |

**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:** $12,261.00

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

- 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:** Candriam

- **ii. SEC file number:** 801-80510

- **iii. CRD number:** 000000000

- **iv. LEI, if any:** 549300XGY5ASDHYKF231

- **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:** Standard Chartered Bank Ghana Limited

- **ii. LEI, if any:** 549300WFGKTC3MGDCX95

- **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:** 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: 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:** Unicredit Bank Srbija a.d.

- **ii. LEI, if any:** 52990001O0THU00TYK59

- **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:** 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: 6**

- **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: 7**

- **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: 8**

- **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: 9**

- **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: 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:** 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: 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:** 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:** 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: 15**

- **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: 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:** 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: 18**

- **i. Full name:** Standard Chartered Bank Zambia Plc

- **ii. LEI, if any:** 549300247QDZHDI30A83

- **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:** 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: 20**

- **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: 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:** 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: 23**

- **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: 24**

- **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: 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:** 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: 27**

- **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: 28**

- **i. Full name:** Stanbic IBTC Bank Plc

- **ii. LEI, if any:** 029200098C3K8BI2D551

- **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:** 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: 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:** 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: 32**

- **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: 33**

- **i. Full name:** Banco Itau Uruguay S.A.

- **ii. LEI, if any:** 549300HU8OQS1VTVXN55

- **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:** 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: 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:** 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: 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:** 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)

- **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:** 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:** $3,198.14

**Aggregate Commission:** $3,198.14

**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        | $27,065,154.62            |
| Jefferies LLC                         | 8-15074           |    000002347 | 58PU97L1C0WSRCWADL48 | NY      | US        | $24,993,820.60            |
| BofA Securities, Inc.                 | 8-69787           |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $13,070,893.13            |
| Morgan Stanley & Co. LLC              | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $85,476,320.13            |
| HSBC Securities (USA) Inc.            | 8-41562           |    000019585 | CYYGQCGNHMHPSMRL3R97 | NY      | US        | $8,183,240.34             |
| Goldman Sachs & Co. LLC               | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $42,372,575.01            |
| Nomura Securities International, Inc. | 8-15255           |    000004297 | OXTKY6Q8X53C9ILVV871 | NY      | US        | $6,466,908.79             |
| Citigroup Global Markets Inc.         | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | NY      | US        | $8,304,109.17             |
| Barclays Capital, Inc.                | 8-41342           |    000019714 | AC28XWWI3WIBK2824319 | NY      | US        | $30,391,027.69            |
| Deutsche Bank Securities Inc.         | 8-17822           |    000002525 | 9J6MBOOO7BECTDTUZW19 | NY      | US        | $7,744,476.06             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $284,518,662.23

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

- **Item C.19.a - Fund's monthly average net assets:** $113,774,930.54

**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 Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI VP Fidelity Institutional AM Utilities 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 California Muni Fund                      | 811-22321         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI VP CBRE Global Infrastructure 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 VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| 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: 2 - NYLI WMC Enduring Capital Fund

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

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

- **b. Series identification number, if any:** S000006903

- **c. LEI:** 549300C9NYJNUBU08U82

- **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 I                 | C000018722                                | MSOIX                        |
|                           2 | Class A                 | C000018719                                | MSOAX                        |
|                           3 | Class C                 | C000018721                                | MGOCX                        |
|                           4 | INVESTOR CLASS          | C000060799                                | MCSSX                        |
|                           5 | Class R6                | C000179143                                | MCSDX                        |

**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:** $5,729,602.87

- **g. Provide the net income from securities lending activities:** $9,945.00

**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 18f-4(c)(4) (17CFR 270.18f-4(c)(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?** 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:** 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:** 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))

**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:** 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:** Siebert Williams Shank & Co., LLC

- **ii. SEC file number:** 8-49877

- **iii. CRD number:** 000042568

- **iv. LEI, if any:** 254900VTARX8RAY9QK77

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

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

- **vii. Gross commissions paid by the Fund for the reporting period:** $378.69

**Brokers Record: 2**

- **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:** $4,504.99

**Brokers Record: 3**

- **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:** $2,061.06

**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:** $1,158.41

**Brokers Record: 5**

- **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:** $1,110.37

**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:** $789.17

**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:** $639.65

**Brokers Record: 8**

- **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:** $4,074.11

**Brokers Record: 9**

- **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:** $1,343.84

**Brokers Record: 10**

- **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:** $1,108.96

**Aggregate Commission:** $18,708.32

**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        | $226,492,706.08           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $226,492,706.08

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

- **Item C.19.a - Fund's monthly average net assets:** $533,707,764.38

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

- **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 MacKay U.S. Infrastructure Bond Fund

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

- **a. Full Name of the Fund:** NYLI MacKay U.S. Infrastructure Bond Fund

- **b. Series identification number, if any:** S000006895

- **c. LEI:** 549300VGQDBBMXRHHU10

- **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 R6                | C000185556                                | MGVDX                        |
|                           2 | Class C                 | C000018691                                | MGVCX                        |
|                           3 | Class A                 | C000018689                                | MGVAX                        |
|                           4 | Class I                 | C000018692                                | MGOIX                        |
|                           5 | INVESTOR CLASS          | C000060791                                | MGVNX                        |

**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 (17 CFR 270.18f-4)

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

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

- 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:** 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

**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:** 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:** $3,753.60

**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:** $783.90

**Aggregate Commission:** $4,537.50

**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        | $100,787,803.67           |
| BofA Securities, Inc.            | 8-69787           |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $494,757,970.78           |
| J.P. Morgan Securities LLC       | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $2,485,493,155.99         |
| First Horizon Advisors, Inc.     | 8-35061           |    000017117 | COOWI3L2W9TPYR3WJX37 | TN      | US        | $71,139,515.42            |
| Morgan Stanley & Co. LLC         | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $161,932,711.96           |
| RBC Capital Markets, LLC         | 8-45411           |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $272,079,815.20           |
| Wells Fargo Securities, LLC      | 8-65876           |    000126292 | VYVVCKR63DVZZN70PB21 | NC      | US        | $466,390,475.24           |
| Jefferies LLC                    | 8-15074           |    000002347 | 58PU97L1C0WSRCWADL48 | NY      | US        | $95,724,873.00            |
| Goldman Sachs & Co. LLC          | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $157,240,016.31           |
| Raymond James & Associates, Inc. | 8-10999           |    000000705 | U4ONQX15J3RO8XCKE979 | FL      | US        | $71,695,884.05            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $4,732,363,869.19

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

- **Item C.19.a - Fund's monthly average net assets:** $1,583,870,738.36

**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?** 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 Convertible Portfolio                  | 811-03833-01      |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI Income Builder Fund                              | 811-04550         |
| 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 Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI Winslow Large Cap Growth 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 MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| 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 Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI VP Dimensional U.S. Equity 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 Conservative Allocation Fund                     | 811-22321         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| 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: 4 - NYLI MacKay Convertible Fund

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

- **a. Full Name of the Fund:** NYLI MacKay Convertible Fund

- **b. Series identification number, if any:** S000006899

- **c. LEI:** 5493003UBW3QX2D8RN79

- **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 I                 | C000087595                                | MCNVX                        |
|                           2 | INVESTOR CLASS          | C000060795                                | MCINX                        |
|                           3 | Class C                 | C000018705                                | MCCVX                        |
|                           4 | Class A                 | C000018703                                | MCOAX                        |

**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:** $19,025,846.44

- **g. Provide the net income from securities lending activities:** $154,391.00

**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 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:** 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:** 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:** 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:** 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:** $12,151.83

**Brokers Record: 2**

- **i. Full name of broker:** Piper Sandler & Co.

- **ii. SEC file number:** 8-15204

- **iii. CRD number:** 000000665

- **iv. LEI, if any:** 549300GRQCWQ3XGH0H10

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

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

- **vii. Gross commissions paid by the Fund for the reporting period:** $10,141.08

**Brokers Record: 3**

- **i. Full name of broker:** Johnson Rice & Company L.L.C.

- **ii. SEC file number:** 8-37567

- **iii. CRD number:** 000019524

- **iv. LEI, if any:** 5493002HOBQXDBY8GG36

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

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

- **vii. Gross commissions paid by the Fund for the reporting period:** $11,244.57

**Brokers Record: 4**

- **i. Full name of broker:** Evercore Group L.L.C.

- **ii. SEC file number:** 8-49830

- **iii. CRD number:** 000042405

- **iv. LEI, if any:** 5493008F0LRLS5N8LZ81

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

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

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,945.66

**Brokers Record: 5**

- **i. Full name of broker:** MUFG Securities Americas Inc.

- **ii. SEC file number:** 8-43026

- **iii. CRD number:** 000019685

- **iv. LEI, if any:** K5HU16E3LMSVCCJJJ255

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

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

- **vii. Gross commissions paid by the Fund for the reporting period:** $8,001.36

**Brokers Record: 6**

- **i. Full name of broker:** Bank of New York Mellon Corp.

- **ii. SEC file number:** N/A

- **iii. CRD number:** N/A

- **iv. LEI, if any:** WFLLPEPC7FZXENRZV188

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

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

- **vii. Gross commissions paid by the Fund for the reporting period:** $8,001.36

**Aggregate Commission:** $53,485.86

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

| Name                        | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Morgan Stanley & Co. LLC    | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $61,957,099.86            |
| BofA Securities, Inc.       | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $148,000,402.35           |
| Wells Fargo Securities, LLC | 8-65876           | 000126292    | VYVVCKR63DVZZN70PB21 | NC      | US        | $81,109,979.88            |
| J.P. Morgan Securities LLC  | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $1,119,671,925.39         |
| Goldman Sachs & Co. LLC     | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $129,957,212.87           |
| Pershing LLC                | 8-17574           | 000007560    | ZI8Q1A8EI8LQFJNM0D94 | NJ      | US        | $101,319,617.90           |
| UBS Securities LLC          | 8-22651           | 000007654    | T6FIZBDPKLYJKFCRVK44 | NY      | US        | $64,682,067.58            |
| Oppenheimer & Co. Inc.      | 8-04077           | 000000249    | 254900VH02JQR2L8XD64 | NY      | US        | $35,643,557.58            |
| SANTANDER INVESTMENT S.A.   | N/A               | N/A          | 959800PF0SJV8TSAB140 |  |  | $39,905,465.71            |
| Evercore Group L.L.C.       | 8-49830           | 000042405    | 5493008F0LRLS5N8LZ81 | NY      | US        | $72,576,826.72            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $2,069,675,317.52

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

- **Item C.19.a - Fund's monthly average net assets:** $1,549,457,829.42

**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 Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI CBRE Real Estate 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 Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI Candriam Emerging Markets 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 WMC Value Fund                                   | 811-04550         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI CBRE Global Infrastructure 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 WMC Growth Fund                                  | 811-22321         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI WMC Small Companies 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: 5 - NYLI Winslow Large Cap Growth Fund

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

- **a. Full Name of the Fund:** NYLI Winslow Large Cap Growth Fund

- **b. Series identification number, if any:** S000006905

- **c. LEI:** 549300M3WRI6CMX2WP65

- **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?:** 9

- **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                 | C000018724                                | MLAAX                        |
|                           2 | INVESTOR CLASS          | C000060800                                | MLINX                        |
|                           3 | SIMPLE CLASS            | C000221700                                | MLRMX                        |
|                           4 | Class C                 | C000018726                                | MLACX                        |
|                           5 | Class I                 | C000018727                                | MLAIX                        |
|                           6 | Class R2                | C000018729                                | MLRTX                        |
|                           7 | Class R1                | C000018728                                | MLRRX                        |
|                           8 | Class R3                | C000030958                                | MLGRX                        |
|                           9 | Class R6                | C000127162                                | MLRSX                        |

**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:** $1,226.60

- **g. Provide the net income from securities lending activities:** $1,767.00

**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:** Winslow Capital Management, LLC

- **ii. SEC file number:** 801-41316

- **iii. CRD number:** 000106940

- **iv. LEI, if any:** 254900Q5GXV5W7IO3M77

- **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:** 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:** 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:** $516,086.88

**Brokers Record: 2**

- **i. Full name of broker:** Evercore Group L.L.C.

- **ii. SEC file number:** 8-49830

- **iii. CRD number:** 000042405

- **iv. LEI, if any:** 5493008F0LRLS5N8LZ81

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

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

- **vii. Gross commissions paid by the Fund for the reporting period:** $116,971.35

**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:** $625,168.62

**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:** $387,662.94

**Brokers Record: 5**

- **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:** $413,845.83

**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:** $114,989.85

**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:** $153,645.18

**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:** $270,924.24

**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:** $732,499.83

**Brokers Record: 10**

- **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:** $184,559.61

**Aggregate Commission:** $3,648,208.32

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

| Name                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Morgan Stanley & Co. LLC   | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $263,964,000.00           |
| J.P. Morgan Securities LLC | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $7,948,871,223.00         |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $8,246,155,992.05

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

- **Item C.19.a - Fund's monthly average net assets:** $13,761,995,689.00

**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 Income Builder Portfolio                      | 811-03833-01      |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI VP Bond 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 MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI VP Newton Technology Growth 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 PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI VP Balanced 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: 6 - NYLI MacKay Strategic Bond Fund

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

- **a. Full Name of the Fund:** NYLI MacKay Strategic Bond Fund

- **b. Series identification number, if any:** S000006894

- **c. LEI:** UCPN6MSNKJS3O5E29B57

- **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 R6                | C000185554                                | MSYEX                        |
|                           2 | Class A                 | C000018685                                | MASAX                        |
|                           3 | Class C                 | C000018687                                | MSICX                        |
|                           4 | Class I                 | C000018688                                | MSDIX                        |
|                           5 | INVESTOR CLASS          | C000060790                                | MSYDX                        |

**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:** $21,345,873.99

- **g. Provide the net income from securities lending activities:** $141,789.00

**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)

**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:** 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:** 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))

**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:** 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:** 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: 5**

- **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: 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:** 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: 8**

- **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: 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:** 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: 11**

- **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: 12**

- **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: 13**

- **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: 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:** 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: 16**

- **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: 17**

- **i. Full name:** Stanbic IBTC Bank Plc

- **ii. LEI, if any:** 029200098C3K8BI2D551

- **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:** 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: 19**

- **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: 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:** 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: 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:** 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:** 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:** $71,935.51

**Aggregate Commission:** $71,935.51

**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        | $108,719,686.35           |
| Citadel Securities LLC                | 8-53574           | 000116797    | 12UUJYTN7D3SW8KCSG25 | FL      | US        | $530,380,266.14           |
| Bank of Montreal                      | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $177,078,776.76           |
| Nomura Securities International, Inc. | 8-15255           | 000004297    | OXTKY6Q8X53C9ILVV871 | NY      | US        | $178,624,600.94           |
| Barclays Capital, Inc.                | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $168,070,143.99           |
| Citigroup Global Markets Inc.         | 8-08177           | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $275,852,674.12           |
| BofA Securities, Inc.                 | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $798,192,718.09           |
| StoneX Financial, Inc                 | 8-51269           | 000045993    | 549300LNKU6K5TJCRG93 | FL      | US        | $201,321,103.09           |
| J.P. Morgan Securities LLC            | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $1,443,347,266.56         |
| Goldman Sachs & Co. LLC               | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $133,723,979.30           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $4,608,838,274.70

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

- **Item C.19.a - Fund's monthly average net assets:** $1,018,251,137.36

**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?** 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 Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| 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 VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI Winslow Large Cap Growth 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 Cushing MLP Premier Fund                         | 811-22321         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI VP Candriam Emerging Markets 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 VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI VP Income Builder 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 MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI MacKay Colorado 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: 7 - NYLI Income Builder Fund

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

- **a. Full Name of the Fund:** NYLI Income Builder Fund

- **b. Series identification number, if any:** S000006900

- **c. LEI:** KRQ4HNYE4YC2FPWTOC56

- **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 | INVESTOR CLASS          | C000060796                                | MTINX                        |
|                           2 | Class A                 | C000018706                                | MTRAX                        |
|                           3 | Class I                 | C000018709                                | MTOIX                        |
|                           4 | Class C                 | C000018708                                | MCTRX                        |
|                           5 | SIMPLE CLASS            | C000221696                                | MTISX                        |
|                           6 | Class R6                | C000185564                                | MTODX                        |

**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:** $7,584,079.03

- **g. Provide the net income from securities lending activities:** $78,098.00

**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:** 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

**Sub-adviser Record: 2**

- **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:** 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:** 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:** 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: 2**

- **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: 3**

- **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: 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:** 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:** 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: 7**

- **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: 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:** 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: 10**

- **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: 11**

- **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: 12**

- **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: 13**

- **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: 14**

- **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: 15**

- **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: 16**

- **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: 17**

- **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: 18**

- **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: 19**

- **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: 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:** 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: 22**

- **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: 23**

- **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: 24**

- **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: 25**

- **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: 26**

- **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: 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:** 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: 29**

- **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: 30**

- **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: 31**

- **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: 32**

- **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: 33**

- **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)

- **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:** 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:** $133,213.14

**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:** $16,010.89

**Brokers Record: 3**

- **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:** $13,941.12

**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:** $14,419.28

**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:** $28,035.65

**Brokers Record: 6**

- **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:** $14,225.08

**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:** $21,714.93

**Brokers Record: 8**

- **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:** $14,174.39

**Brokers Record: 9**

- **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:** $19,994.14

**Brokers Record: 10**

- **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:** $27,337.12

**Aggregate Commission:** $371,758.99

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

| Name                                  | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| StoneX Financial, Inc                 | 8-51269           | 000045993    | 549300LNKU6K5TJCRG93 | FL      | US        | $20,316,841.03            |
| Barclays Capital, Inc.                | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $33,208,875.03            |
| Nomura Securities International, Inc. | 8-15255           | 000004297    | OXTKY6Q8X53C9ILVV871 | NY      | US        | $39,104,584.19            |
| Goldman Sachs & Co. LLC               | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $31,629,775.97            |
| Bank of Montreal                      | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $47,218,243.64            |
| J.P. Morgan Securities LLC            | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $634,742,904.56           |
| BofA Securities, Inc.                 | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $97,552,950.32            |
| Citigroup Global Markets Inc.         | 8-08177           | 000007059    | MBNUM2BPBDO7JBLYG310 | NY      | US        | $39,733,340.71            |
| Pershing LLC                          | 8-17574           | 000007560    | ZI8Q1A8EI8LQFJNM0D94 | NJ      | US        | $26,651,891.46            |
| Citadel Securities LLC                | 8-53574           | 000116797    | 12UUJYTN7D3SW8KCSG25 | FL      | US        | $112,569,306.97           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,216,613,149.03

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

- **Item C.19.a - Fund's monthly average net assets:** $1,038,702,469.70

**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 ETF Allocation Fund                 | 811-22321         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI VP MacKay High Yield Corporate 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 CBRE Real Estate Fund                            | 811-22321         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI VP Hedge Multi-Strategy 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?** 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 PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI VP Balanced 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 MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI VP American Century Sustainable 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: 8 - NYLI Money Market Fund

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

- **a. Full Name of the Fund:** NYLI Money Market Fund

- **b. Series identification number, if any:** S000006897

- **c. LEI:** 5493000843752EBAT481

- **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                 | C000018697                                | MMAXX                        |
|                           2 | Class C                 | C000018699                                | MSCXX                        |
|                           3 | SIMPLE CLASS            | C000221692                                | MIPXX                        |
|                           4 | INVESTOR CLASS          | C000060793                                | MKTXX                        |

**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 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:** 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:** 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

- **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.**

No Brokers reported.

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

| Name                                  | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Bank of Montreal                      | N/A               | N/A          | NQQ6HPCNCCU6TUTQYE16 |  |  | $6,075,000,000.00         |
| BMO Capital Markets Corp.             | 8-34344           | 000016686    | RUC0QBLBRPRCU4W1NE59 | NY      | US        | $447,097,590.76           |
| Barclays Capital, Inc.                | 8-41342           | 000019714    | AC28XWWI3WIBK2824319 | NY      | US        | $334,550,061.72           |
| RBC Capital Markets, LLC              | 8-45411           | 000031194    | 549300LCO2FLSSVFFR64 | NY      | US        | $4,882,789,562.18         |
| J.P. Morgan Securities LLC            | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $564,674,458.11           |
| BofA Securities, Inc.                 | 8-69787           | 000283942    | 549300HN4UKV1E2R3U73 | NY      | US        | $21,187,530,399.44        |
| TD SECURITIES (USA) LLC               | 8-36747           | 000018476    | SUVUFHICNZMP2WKHG940 | NY      | US        | $4,994,943,683.33         |
| Nomura Securities International, Inc. | 8-15255           | 000004297    | OXTKY6Q8X53C9ILVV871 | NY      | US        | $333,472,521.30           |
| Goldman Sachs & Co. LLC               | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $381,446,472.95           |
| Scotia Capital (USA) Inc.             | 8-03716           | 000002739    | 549300BLWPABP1VNME36 | NY      | US        | $7,145,000,000.00         |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $47,873,087,180.02

- **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:** $561,071,669.19

**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: 9 - NYLI MacKay High Yield Corporate Bond Fund

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

- **a. Full Name of the Fund:** NYLI MacKay High Yield Corporate Bond Fund

- **b. Series identification number, if any:** S000006896

- **c. LEI:** 549300Y73VYUL00YQH40

- **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?:** 8

- **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 R3                | C000166835                                | MHYTX                        |
|                           2 | Class A                 | C000018693                                | MHCAX                        |
|                           3 | Class R6                | C000127160                                | MHYSX                        |
|                           4 | Class R2                | C000057099                                | MHYRX                        |
|                           5 | Class C                 | C000018695                                | MYHCX                        |
|                           6 | INVESTOR CLASS          | C000060792                                | MHHIX                        |
|                           7 | SIMPLE CLASS            | C000221691                                | MHHSX                        |
|                           8 | Class I                 | C000018696                                | MHYIX                        |

**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 (17 CFR 270.18f-4)

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

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

- 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)

**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:** 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:** 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

**Pricing Services Record: 5**

- **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

**Pricing Services Record: 6**

- **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:** 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: 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:** 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:** 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:** $237.05

**Brokers Record: 2**

- **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:** $1,118.37

**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:** $93.94

**Aggregate Commission:** $1,449.36

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

| Name                          | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Wells Fargo Securities, LLC   | 8-65876           |    000126292 | VYVVCKR63DVZZN70PB21 | NC      | US        | $432,320,286.29           |
| Morgan Stanley & Co. LLC      | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $328,323,288.60           |
| Barclays Capital, Inc.        | 8-41342           |    000019714 | AC28XWWI3WIBK2824319 | NY      | US        | $343,771,277.39           |
| BofA Securities, Inc.         | 8-69787           |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $649,100,636.67           |
| Citigroup Global Markets Inc. | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | NY      | US        | $423,718,169.30           |
| UBS Securities LLC            | 8-22651           |    000007654 | T6FIZBDPKLYJKFCRVK44 | NY      | US        | $170,748,213.94           |
| RBC Capital Markets, LLC      | 8-45411           |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $141,876,178.40           |
| J.P. Morgan Securities LLC    | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $1,044,763,425.66         |
| Goldman Sachs & Co. LLC       | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $948,951,276.39           |
| Jefferies LLC                 | 8-15074           |    000002347 | 58PU97L1C0WSRCWADL48 | NY      | US        | $251,838,912.63           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $5,508,493,617.82

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

- **Item C.19.a - Fund's monthly average net assets:** $11,342,599,796.51

**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 Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI VP MacKay Strategic Bond 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 PineStone International Equity Fund              | 811-22321         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI VP Hedge Multi-Strategy 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 WMC Growth Fund                                  | 811-22321         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI VP Wellington Small Cap 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 CBRE Real Estate Fund                            | 811-22321         |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI MacKay Tax Free Bond Fund                        | 811-04550         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI VP MFS Investors Trust 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: 10 - NYLI MacKay Tax Free Bond Fund

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

- **a. Full Name of the Fund:** NYLI MacKay Tax Free Bond Fund

- **b. Series identification number, if any:** S000006898

- **c. LEI:** 549300594OLKG6WYD178

- **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 R6                | C000185560                                | MTBDX                        |
|                           2 | Class I                 | C000082082                                | MTBIX                        |
|                           3 | Class C                 | C000018702                                | MTFCX                        |
|                           4 | Class C2                | C000221693                                | MTSPX                        |
|                           5 | Class A                 | C000018700                                | MTBAX                        |
|                           6 | INVESTOR CLASS          | C000060794                                | MKINX                        |

**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 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?** 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:** 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:** 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:** 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:** $27,105.50

**Aggregate Commission:** $27,105.50

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

| Name                             | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Wells Fargo Securities, LLC      | 8-65876           |    000126292 | VYVVCKR63DVZZN70PB21 | NC      | US        | $816,271,639.21           |
| J.P. Morgan Securities LLC       | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $4,778,712,774.67         |
| Goldman Sachs & Co. LLC          | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $965,920,494.84           |
| Raymond James & Associates, Inc. | 8-10999           |    000000705 | U4ONQX15J3RO8XCKE979 | FL      | US        | $337,853,438.90           |
| Morgan Stanley & Co. LLC         | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $1,218,861,946.70         |
| Barclays Capital, Inc.           | 8-41342           |    000019714 | AC28XWWI3WIBK2824319 | NY      | US        | $575,715,290.85           |
| Truist Securities, Inc.          | 8-17212           |    000006271 | CSVTK36R0PNGXEM7NS14 | GA      | US        | $348,503,304.20           |
| BofA Securities, Inc.            | 8-69787           |    000283942 | 549300HN4UKV1E2R3U73 | NY      | US        | $1,661,452,618.90         |
| Jefferies LLC                    | 8-15074           |    000002347 | 58PU97L1C0WSRCWADL48 | NY      | US        | $281,679,029.54           |
| RBC Capital Markets, LLC         | 8-45411           |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $644,782,957.61           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $13,757,337,474.34

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

- **Item C.19.a - Fund's monthly average net assets:** $9,090,839,757.29

**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 MFS Research Portfolio                        | 811-03833-01      |
| NYLI WMC International Research Equity Fund           | 811-22321         |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI VP PineStone International Equity Portfolio      | 811-03833-01      |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI S&P 500 Index Fund                               | 811-22321         |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI MacKay Utah Muni Fund                            | 811-22321         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI VP Winslow Large Cap Growth Portfolio            | 811-03833-01      |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI MacKay U.S. Infrastructure Bond Fund             | 811-04550         |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI Balanced 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 Conservative Allocation Fund                     | 811-22321         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI VP CBRE Global Infrastructure 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 MacKay Utah Muni Fund                            | 811-22321         |
| NYLI PineStone U.S. Equity Fund                       | 811-22321         |
| NYLI MacKay Arizona Muni Fund                         | 811-22321         |
| NYLI Short Term Bond Fund                             | 811-22321         |
| NYLI VP Floating Rate Portfolio                       | 811-03833-01      |
| NYLI VP Dimensional U.S. Equity Portfolio             | 811-03833-01      |
| NYLI Floating Rate Fund                               | 811-22321         |
| NYLI MacKay Convertible Fund                          | 811-04550         |
| NYLI Epoch Capital Growth Fund                        | 811-22321         |
| NYLI Conservative ETF Allocation Fund                 | 811-22321         |
| NYLI VP S&P 500 Index Portfolio                       | 811-03833-01      |
| NYLI PineStone International Equity Fund              | 811-22321         |
| NYLI VP Candriam Emerging Markets Equity Portfolio    | 811-03833-01      |
| NYLI MacKay High Yield Muni Bond Fund                 | 811-22321         |
| NYLI Growth Allocation Fund                           | 811-22321         |
| NYLI VP Wellington Small Cap Portfolio                | 811-03833-01      |
| NYLI VP MFS Investors Trust Portfolio                 | 811-03833-01      |
| NYLI VP PIMCO Real Return Portfolio                   | 811-03833-01      |
| NYLI VP MacKay Strategic Bond Portfolio               | 811-03833-01      |
| NYLI MacKay Short Term Muni Fund                      | 811-22321         |
| NYLI Conservative Allocation Fund                     | 811-22321         |
| NYLI VP MacKay U.S. Infrastructure Bond Portfolio     | 811-03833-01      |
| NYLI WMC Value Fund                                   | 811-04550         |
| NYLI VP Schroders Mid Cap Opportunities Portfolio     | 811-03833-01      |
| NYLI VP Janus Henderson Balanced Portfolio            | 811-03833-01      |
| NYLI VP Newton Technology Growth Portfolio            | 811-03833-01      |
| NYLI VP Fidelity Institutional AM Utilities Portfolio | 811-03833-01      |
| NYLI VP American Century Sustainable Equity Portfolio | 811-03833-01      |
| NYLI Winslow Large Cap Growth Fund                    | 811-04550         |
| NYLI MacKay California Muni Fund                      | 811-22321         |
| NYLI Epoch International Choice Fund                  | 811-22321         |
| NYLI Equity ETF Allocation Fund                       | 811-22321         |
| NYLI Candriam Emerging Markets Debt Fund              | 811-04550         |
| NYLI Growth ETF Allocation Fund                       | 811-22321         |
| NYLI VP Income Builder Portfolio                      | 811-03833-01      |
| NYLI Moderate ETF Allocation Fund                     | 811-22321         |
| NYLI PineStone Global Equity Fund                     | 811-22321         |
| NYLI MacKay Colorado Muni Fund                        | 811-22321         |
| NYLI MacKay Short Duration High Income Fund           | 811-22321         |
| NYLI VP Epoch U.S. Equity Yield Portfolio             | 811-03833-01      |
| NYLI WMC International Research Equity 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 MacKay Strategic Muni Allocation Fund            | 811-22321         |
| NYLI CBRE Global Infrastructure Fund                  | 811-22321         |
| NYLI VP Growth Allocation Portfolio                   | 811-03833-01      |
| NYLI VP Moderate Allocation Portfolio                 | 811-03833-01      |
| NYLI WMC Growth Fund                                  | 811-22321         |
| NYLI VP Bond Portfolio                                | 811-03833-01      |
| NYLI VP Natural Resources Portfolio                   | 811-03833-01      |
| NYLI VP MacKay High Yield Corporate Bond Portfolio    | 811-03833-01      |
| NYLI Income Builder Fund                              | 811-04550         |
| NYLI Equity Allocation Fund                           | 811-22321         |
| NYLI VP Balanced Portfolio                            | 811-03833-01      |
| NYLI Candriam Emerging Markets Equity Fund            | 811-22321         |
| NYLI VP Hedge Multi-Strategy Portfolio                | 811-03833-01      |
| NYLI MacKay New York Muni Fund                        | 811-22321         |
| NYLI Epoch Global Equity Yield Fund                   | 811-22321         |
| NYLI WMC Small Companies Fund                         | 811-22321         |
| NYLI VP Equity Allocation Portfolio                   | 811-03833-01      |
| NYLI WMC Enduring Capital Fund                        | 811-04550         |
| NYLI Fiera SMID Growth Fund                           | 811-22321         |
| NYLI VP MFS Research Portfolio                        | 811-03833-01      |
| NYLI MacKay Oregon Muni Fund                          | 811-22321         |
| NYLI MacKay High Yield Corporate Bond Fund            | 811-04550         |
| NYLI MacKay Strategic Bond Fund                       | 811-04550         |
| NYLI Cushing MLP Premier Fund                         | 811-22321         |
| NYLI VP Wellington Growth Portfolio                   | 811-03833-01      |
| NYLI CBRE Real Estate Fund                            | 811-22321         |
| NYLI VP Small Cap Growth Portfolio                    | 811-03833-01      |
| NYLI Moderate Allocation Fund                         | 811-22321         |
| NYLI VP Conservative Allocation Portfolio             | 811-03833-01      |
| NYLI VP MacKay Convertible Portfolio                  | 811-03833-01      |
| NYLI Epoch U.S. Equity Yield Fund                     | 811-22321         |
| NYLI Balanced Fund                                    | 811-22321         |
| NYLI MacKay Total Return Bond Fund                    | 811-22321         |
| NYLI VP CBRE Global Infrastructure Portfolio          | 811-03833-01      |
| NYLI MacKay U.S. Infrastructure 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: 11 - NYLI WMC Value Fund

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

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

- **b. Series identification number, if any:** S000006906

- **c. LEI:** 5493003Y7K55IDIMKI62

- **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 R6                | C000185571                                | MMPDX                        |
|                           2 | Class C                 | C000018732                                | MMPCX                        |
|                           3 | Class I                 | C000018733                                | MUBFX                        |
|                           4 | Class A                 | C000018730                                | MAPAX                        |
|                           5 | INVESTOR CLASS          | C000060801                                | MSMIX                        |

**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:** $1,927,647.41

- **g. Provide the net income from securities lending activities:** $43,614.00

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

- 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)

**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:** 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:** 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:** 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: 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))

**Custodians Record: 4**

- **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: 5**

- **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:** 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:** 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:** $13,584.41

**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:** $15,706.12

**Brokers Record: 3**

- **i. Full name of broker:** Stifel, Nicolaus & Company, Incorporated

- **ii. SEC file number:** 8-01447

- **iii. CRD number:** 000000793

- **iv. LEI, if any:** 5WUVMA08EYG4KEUPW589

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

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

- **vii. Gross commissions paid by the Fund for the reporting period:** $6,515.55

**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:** $10,135.94

**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:** $20,219.15

**Brokers Record: 6**

- **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:** $13,342.05

**Brokers Record: 7**

- **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:** $49,772.62

**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:** $7,663.66

**Brokers Record: 9**

- **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:** $14,176.05

**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:** $28,264.07

**Aggregate Commission:** $216,709.04

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

| Name                          | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Morgan Stanley & Co. LLC      | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $1,184,000.00             |
| Barclays Capital, Inc.        | 8-41342           |    000019714 | AC28XWWI3WIBK2824319 | NY      | US        | $11,713,816.77            |
| Wells Fargo Securities, LLC   | 8-65876           |    000126292 | VYVVCKR63DVZZN70PB21 | NC      | US        | $4,163,300.00             |
| J.P. Morgan Securities LLC    | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $435,488,152.52           |
| Citigroup Global Markets Inc. | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | NY      | US        | $1,407,906.00             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $453,957,175.29

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

- **Item C.19.a - Fund's monthly average net assets:** $965,374,759.27

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

**Date:** 2025-10-31

**Signature:** Jack Benintende

**Title:** Treasurer