MTMIX Holdings — NYLI MacKay Total Return Bond Fund

Data updated: 2026-09-23

MTMIX holds 576 securities. The top 10 make up 31.3% of net assets, led by U.S. Treasury Notes (12.01%) and U.S. Treasury Bonds (6.57%). Mortgage / Securitized (38.1%) and Corporate Bonds (30.5%) are the largest sectors, and 90.2% of the portfolio is in United States. Debt holdings: 216 positions, 55.8% of assets.

Holdings cover 101.23% of net asset value (99.93% of total assets; remainder is cash and receivables). As of July 31, 2026 · N-PORT.

MTMIX Portfolio Holdings

576 holdings of NYLI MacKay Total Return Bond Fund by percentage of net assets, from the fund's SEC N-PORT filing as of July 31, 2026. The 100 largest are listed below; the interactive table on this page lists all 576.

HoldingTickerSector% of net assetsValue (USD)
U.S. Treasury Notes—Government Bonds12.01%$77.95M
U.S. Treasury Bonds—Government Bonds6.57%$42.62M
U.S. Treasury Bonds—Government Bonds5.01%$32.50M
U.S. Treasury Notes—Government Bonds2.00%$12.97M
U.S. Treasury Notes—Government Bonds1.58%$10.24M
NYLIM U.S. Government Liquidity Fund—Funds & ETFs1.22%$7.91M
UMBS, 30 Year—Mortgage / Securitized0.87%$5.62M
Invesco Government & Agency Portfolio Open-End Fund USD—Funds & ETFs0.84%$5.42M
UMBS, 30 Year—Mortgage / Securitized0.65%$4.21M
STACR REMIC Trust, Series 2018-HRP1, Class B2—Mortgage / Securitized0.54%$3.50M
FHLMC STACR Trust, Series 2019-HQA2, Class B2—Mortgage / Securitized0.47%$3.06M
UMBS, 30 Year—Mortgage / Securitized0.40%$2.59M
U.S. Treasury Notes—Government Bonds0.39%$2.51M
UniCredit SpA—Corporate Bonds0.35%$2.26M
DP World Ltd.—Corporate Bonds0.34%$2.21M
BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico—Corporate Bonds0.34%$2.20M
Zions Bancorp NA—Corporate Bonds0.32%$2.10M
Petroleos Mexicanos—Corporate Bonds0.32%$2.09M
FHLMC STACR REMIC Trust, Series 2019-FTR1, Class B2—Mortgage / Securitized0.32%$2.06M
UMBS, 30 Year—Mortgage / Securitized0.31%$2.02M
UMBS, 30 Year—Mortgage / Securitized0.31%$2.01M
UMBS, 30 Year—Mortgage / Securitized0.31%$2.00M
Avolon Holdings Funding Ltd.—Corporate Bonds0.30%$1.96M
Flex Intermediate Holdco LLC—Corporate Bonds0.30%$1.94M
Verizon Communications, Inc.—Corporate Bonds0.30%$1.93M
Suzano Austria GmbH—Corporate Bonds0.29%$1.89M
Multifamily Connecticut Avenue Securities Trust, Series 2025-01, Class M2—Mortgage / Securitized0.29%$1.85M
Paraguay Government Bond—Government Bonds0.28%$1.84M
Freeport Indonesia PT—Unknown0.28%$1.81M
Shentel Issuer LLC, Series 2025-1A, Class B—Mortgage / Securitized0.27%$1.77M
Avolon Holdings Funding Ltd.—Corporate Bonds0.27%$1.73M
Connecticut Avenue Securities Trust, Series 2019-HRP1, Class B1—Mortgage / Securitized0.27%$1.73M
M&T Bank Corp.—Corporate Bonds0.26%$1.72M
Multifamily Connecticut Avenue Securities Trust, Series 2019-01, Class B10—Mortgage / Securitized0.26%$1.71M
UMBS Pool, 30 Year—Mortgage / Securitized0.26%$1.69M
Capital One Financial Corp.—Corporate Bonds0.26%$1.69M
Citizens Financial Group, Inc.—Corporate Bonds0.26%$1.69M
GS Mortgage Securities Trust, Series 2015-GC30, Class D—Mortgage / Securitized0.26%$1.69M
Manhattan West Mortgage Trust, Series 2026-2MW, Class B—Mortgage / Securitized0.26%$1.69M
Morgan Stanley—Corporate Bonds0.26%$1.67M
Salesforce, Inc.—Corporate Bonds0.25%$1.65M
National Fuel Gas Co.—Corporate Bonds0.25%$1.65M
ESTN Trust, Series 2026-TOWN, Class B—Mortgage / Securitized0.25%$1.65M
Citigroup Mortgage Loan Trust, Series 2026-LTV1, Class A1—Mortgage / Securitized0.25%$1.63M
First Horizon Bank—Corporate Bonds0.25%$1.62M
Altria Group, Inc.—Corporate Bonds0.25%$1.61M
Exeter Automobile Receivables Trust, Series 2025-4A, Class E—Mortgage / Securitized0.25%$1.59M
Sesi LLC—Corporate Bonds0.24%$1.58M
Mill City Mortgage Loan Trust, Series 2018-3, Class B2—Unknown0.24%$1.58M
J.P. Morgan Mortgage Trust, Series 2026-ACES1, Class M1—Mortgage / Securitized0.24%$1.57M
Nissan Motor Acceptance Co. LLC—Corporate Bonds0.24%$1.54M
Huntington Bancshares, Inc.—Corporate Bonds0.24%$1.54M
Flagship Credit Auto Trust, Series 2022-2, Class D—Mortgage / Securitized0.24%$1.53M
FHLMC STACR REMIC Trust, Series 2020-HQA1, Class B2—Mortgage / Securitized0.23%$1.52M
UMBS Pool, 30 Year—Mortgage / Securitized0.23%$1.52M
American Credit Acceptance Receivables Trust, Series 2026-2, Class D—Mortgage / Securitized0.23%$1.51M
American Credit Acceptance Receivables Trust, Series 2026-3, Class D—Mortgage / Securitized0.23%$1.50M
Evergy Kansas Central, Inc.—Corporate Bonds0.23%$1.49M
Deutsche Bank AG—Corporate Bonds0.23%$1.48M
BAMLL Commercial Mortgage Securities Trust, Series 2014-520M, Class A—Mortgage / Securitized0.23%$1.48M
Flexential Issuer LLC, Series 2025-1A, Class C—Mortgage / Securitized0.23%$1.47M
Bayview Opportunity Master Fund VII LLC, Series 2024-EDU1, Class D—Mortgage / Securitized0.23%$1.47M
UMBS Pool, 30 Year—Mortgage / Securitized0.23%$1.47M
NCMF Trust, Series 2025-MFS, Class D—Mortgage / Securitized0.23%$1.47M
NYC Commercial Mortgage Trust, Series 2025-1155, Class E—Mortgage / Securitized0.22%$1.46M
LOANDEPOT GMSR Master Trust, Series 2025-GT2, Class A—Mortgage / Securitized0.22%$1.46M
BX Commercial Mortgage Trust, Series 2024-VLT5, Class E—Mortgage / Securitized0.22%$1.46M
FHLMC, REMIC, Series 2025-MN10, Class M2—Mortgage / Securitized0.22%$1.45M
SG Residential Mortgage Trust, Series 2026-4, Class A1—Mortgage / Securitized0.22%$1.45M
Westpac Banking Corp.—Corporate Bonds0.22%$1.45M
Black Hills Corp.—Corporate Bonds0.22%$1.44M
UMBS, 30 Year—Mortgage / Securitized0.22%$1.44M
Pacific Gas and Electric Co.—Corporate Bonds0.22%$1.43M
BX Trust, Series 2025-VOLT, Class D—Mortgage / Securitized0.22%$1.43M
Santander Mortgage Asset Receivable Trust, Series 2026-NQMS1, Class A2—Mortgage / Securitized0.22%$1.42M
Barclays plc—Corporate Bonds0.22%$1.42M
First Citizens Loan Trust, Series 2026-SBA1A, Class M2—Mortgage / Securitized0.22%$1.41M
UMBS Pool, 30 Year—Mortgage / Securitized0.22%$1.41M
BX Commercial Mortgage Trust, Series 2026-VLT9, Class D—Mortgage / Securitized0.22%$1.40M
CSMC Trust, Series 2017-TIME, Class A—Mortgage / Securitized0.21%$1.39M
Multifamily Connecticut Avenue Securities Trust, Series 2020-01, Class CE—Mortgage / Securitized0.21%$1.39M
Delta Air Lines, Inc.—Corporate Bonds0.21%$1.39M
UMBS, 30 Year—Mortgage / Securitized0.21%$1.37M
BLP Commercial Mortgage Trust, Series 2023-IND, Class F—Mortgage / Securitized0.21%$1.37M
UMBS Pool, 30 Year—Mortgage / Securitized0.21%$1.37M
Barclays plc—Corporate Bonds0.21%$1.36M
Citizens Financial Group, Inc.—Corporate Bonds0.21%$1.36M
GSMS Trust, Series 2024-FAIR, Class D—Mortgage / Securitized0.21%$1.36M
Deutsche Bank AG—Corporate Bonds0.21%$1.35M
SM Energy Co.—Corporate Bonds0.21%$1.35M
Huntington Bancshares, Inc.—Corporate Bonds0.21%$1.34M
GNMA, Series 2025-2, Class Z—Mortgage / Securitized0.21%$1.33M
FHLMC STACR REMIC Trust, Series 2022-DNA1, Class B2—Mortgage / Securitized0.20%$1.33M
Bridgecrest Lending Auto Securitization Trust, Series 2026-1, Class E—Mortgage / Securitized0.20%$1.33M
Multifamily Connecticut Avenue Securities Trust, Series 2023-01, Class M7—Mortgage / Securitized0.20%$1.32M
Volkswagen Group of America Finance LLC—Corporate Bonds0.20%$1.31M
Life Mortgage Trust, Series 2022-BMR2, Class A1—Mortgage / Securitized0.20%$1.31M
OBX Trust, Series 2026-J1, Class AF—Mortgage / Securitized0.20%$1.31M
BX Trust, Series 2025-LIFE, Class A—Mortgage / Securitized0.20%$1.30M
GS Mortgage Backed Securities Trust, Series 2023-PJ1, Class A4—Mortgage / Securitized0.20%$1.30M

MTMIX Sector Allocation

NYLI MacKay Total Return Bond Fund holdings grouped by sector, by share of the portfolio's market value.

SectorWeightHoldings
Mortgage / Securitized38.1%317
Corporate Bonds30.5%226
Government Bonds28.0%10
Funds & ETFs2.0%2
Industrials0.1%1
Commodities0.0%2
Cash & Currency0.0%2
Communication Services0.0%1
Unknown1.3%15

MTMIX Country Allocation

Where NYLI MacKay Total Return Bond Fund's holdings are domiciled, by percentage of net assets (largest 15).

Country% of net assets
United States90.2%
Cayman Islands1.9%
Mexico1.2%
United Kingdom1.1%
Germany0.7%
France0.6%
Colombia0.5%
Switzerland0.5%
Netherlands0.5%
United Arab Emirates0.4%
Italy0.3%
Australia0.3%
Bermuda0.3%
Austria0.3%
Indonesia0.3%

MTMIX Portfolio Allocation

Asset-class allocation of NYLI MacKay Total Return Bond Fund by percentage of net assets, from the latest SEC N-PORT filing.

Asset classAllocation
Fixed Income56.5%
Securitized39.8%
Loans2.9%
Cash & Equivalents2.1%

MTMIX Debt Constituents

Largest debt holdings of NYLI MacKay Total Return Bond Fund by percentage of net assets, from the latest SEC N-PORT filing.

Debt holding% of net assets
United States of America12.01%
United States of America6.57%
United States of America5.01%
United States of America2.00%
United States of America1.58%
United States of America0.39%
UniCredit SpA0.35%
DP World Ltd.0.34%
BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico0.34%
Zions Bancorp NA0.32%

For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.