NYLI MacKay Strategic Muni Allocation Fund

NEW YORK LIFE INVESTMENTS FUNDS TRUST · 7 share classes

Actively managed U.S. bond fund
One fund, 7 share classes:MTFHXMTFEXMTFDXMTFGXMTFFXMTFMXMTFZX
$2.64B NAV
1,352 positions · as of 2026-04-30 · filed 2026-06-25

Fund classification

Classified from what the fund holds · as of 2026 Q2

NYLI MacKay Strategic Muni Allocation Fund is an actively managed U.S. bond fund.

Asset class
Bonds
Region
United States
Management
Actively managed
Fund type
Open-end fund
Credit quality
Investment grade
Rate sensitivity
Intermediate duration

Fund profile

As filed in the prospectus · 2026 Q1

The Fund seeks current income exempt from regular federal income tax.

Strategy · summarised

The fund invests in municipal bonds selected by its subadvisor, MacKay Shields LLC, using fundamental credit research and relative value analysis to identify mispriced securities and manage duration between 3 and 10 years. The portfolio maintains at least 65% in investment-grade municipal bonds rated BBB- or higher, with up to 35% in below-investment-grade bonds including up to 10% in distressed securities. The fund may invest more than 25% of assets in municipal bonds from the same state or economic region, concentrating its exposure to correlated issuers.

Expenses
0.45% 1.19%across 7 share classes
Share classExpense ratio
MTFHX0.45%
MTFEX0.79%
MTFDX0.74%
MTFGX0.49%
MTFFX1.04%
MTFMX1.19%
MTFZX0.64%

Portfolio turnover 47.00% · as of 2026 Q1

Allocation

Asset groups · long / short shown separately, never netted · 2026 Q2

99.59%
of net assets
Bonds95.65%
Cash & short-term3.85%
Derivatives0.10%

Derivatives are shown at market value, not notional exposure.

Latest quarter

What changed since the fund's previous filing

2026Q2 vs 2026Q1: 93 new53 exited

Largest new: Minnesota Municipal Gas Agency, Arkansas Development Finance Authority, Kentucky Bond Development Corp., Black Belt Energy Gas District ×2, Public Finance Authority, Metropolitan Government Nashville & Davidson County Health & Educational Facilities Board, Los Angeles Department of Water & Power

Largest exited: Connecticut State Health & Educational Facilities Authority, Illinois Housing Development Authority, New York Energy Finance Development Corp., Dallas Fort Worth International Airport, California State Public Works Board, Indiana Finance Authority, American Municipal Power, Inc., New York City Transitional Finance Authority Future Tax Secured

Return profile

Chart:

Total return as filed — price change plus distributions reinvested · trailing figures to Apr 2026

Share class1-year3-year5-yearVolWorst fall
+6.56%+12.81%+8.78%3.44%-3.42%
+6.31%+11.70%+6.92%3.48%-3.39%
+6.36%+11.87%+7.41%3.46%-3.38%
+6.52%+12.67%+8.60%3.44%-3.42%
+5.95%+10.87%+5.35%3.57%-3.57%
+5.89%+10.46%3.48%-3.61%
+6.46%3.48%

These classes hold the same portfolio, so the 0.68pp spread over 1 year is the cost difference between them — roughly 0.68pp a year — not a difference in what they own.

Cumulative return· May 2023 – Apr 2026

Debt profile

What this fund holds — value-weighted across its bond and securitized long positions · as of 2026-04-30

Avg coupon
4.64%
Avg maturity
15.30 yr
Coupon type

Share of the fund's debt by how its coupon behaves — the fact that decides whether a rate move reaches this portfolio at all.

20%
floating
Fixed rate79.4%
Floating rate19.8%
Zero-coupon or unclassified0.7%
Maturity ladder

Share of the fund's debt value in each maturity band, shortest first.

<1y10y+
<1y1.4%
1-3y3.5%
3-5y5.3%
5-10y17.8%
10y+72.0%
Flagged holdings
Defaulted: 0.01% · $0.13M · 1 positions
In arrears: none reported
Paid in kind: none reported

These three overlap — one holding can be in arrears and paying in kind at once — so they are shown separately and never summed.

Risk profile

Interest-rate and credit-spread sensitivity, both in years · as of 2026Q2

More of this fund’s sensitivity sits in credit spreads than in interest rates — a rate rally that comes with a credit selloff works against it.

Interest-rate duration
5.33 yr
approx. move per 100bp
Credit-spread duration
5.79 yr
approx. move per 100bp
If rates and spreads both rise 100bp

Where the loss would come from. The two shocks are the same size, so this is the balance of the fund's two sensitivities rather than a bet on one moving more.

≈ -11.0%
of value
Credit spreads52%
Interest rates48%

Filers report the impact of a 0.01% move only, so the total is our own scaling of that one number and overstates the loss on most bonds — read it as approximate, never as precise. The two sensitivities overlap rather than add up: they measure the same positions against different shocks, which is why the durations above are shown side by side and never summed.

Credit risk by quality

Share of the fund's spread duration carried by each credit tier.

+5.79
yrs total
Investment grade+5.05 yr
High yield+0.74 yr
Where the risk sits on the curve

Share of duration at each point, shortest first. A positive figure loses value when spreads widen; a negative one offsets — a credit hedge.

Interest rate5.33 yr total
1 yr30 yr
1 yr0.10 yr2%
5 yr0.70 yr13%
10 yr3.35 yr60%
30 yr1.46 yr26%

3 mo is NEGATIVE (-0.28 yr) — a deliberate hedge at that point on the curve, so it is not part of the band above.

Credit spread5.79 yr total
3 mo30 yr
3 mo0.00 yr0%
1 yr0.11 yr2%
5 yr0.73 yr13%
10 yr3.44 yr59%
30 yr1.51 yr26%

The two bands measure the same positions against different shocks and do not add — a Treasury carries rate duration and no spread duration, a floating-rate credit the reverse. Rate tenors are also summed across every currency the fund discloses.

Show the numbers
TenorRate yrsIG yrsHY yrsIG $/bpHY $/bp
3 mo-0.28+0.00+0.00$1.1k$69
1 yr+0.10+0.09+0.01$24.2k$3.9k
5 yr+0.70+0.64+0.09$170.0k$23.5k
10 yr+3.35+2.96+0.48$782.2k$126.0k
30 yr+1.46+1.35+0.16$355.4k$42.4k

Dollar change per 1bp of spread movement, as filed and sign-anchored. A blank cell was not filed; a zero was.

Holdings

By % of NAV · equity positions carry filed share counts · every resolvable issuer links to its company page

Issuer%NAVValue
Puerto Rico Sales Tax Financing Corp.4.33% · due 2040-07-011.03%$27.35M
Chicago Board of Education Dedicated Capital Improvement Tax6.00% · due 2046-04-010.88%$23.26M
Main Street Natural Gas, Inc.5.00% floating · due 2055-05-010.81%$21.31M
Metropolitan Transportation Authority0.61%$16.00M
Kentucky Public Energy Authority5.00% floating · due 2055-01-010.58%$15.33M
Minnesota Municipal Gas Agency5.00% · due 2035-09-010.51%$13.56M
Development Authority of Burke County (The)0.51%$13.34M
Dreyfus Government Cash ManagementDGCXX0.50%$13.30M
Arkansas Development Finance Authority4.00% floating · due 2046-09-010.50%$13.27M
Commonwealth of Puerto Rico0.00% floating · due 2051-11-010.50%$13.21M
Showing 10 of 1,352Sign in to see more

Top 10 positions are 6.43% of net assets, top 25 12.78%, across 649 issuers.

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