Schedule of Investments ─ NYLI Merger Arbitrage ETF

 

January 31, 2026 (unaudited)

 

   Shares  Value
Common Stocks — 84.1%          
           
Communication Services — 6.6%          
Electronic Arts, Inc.   48,689   $9,928,661 
TEGNA, Inc.    355,565    6,812,625 
Total Communication Services        16,741,286 
           
Consumer Discretionary — 0.6%          
Golden Entertainment, Inc.    51,682    1,391,279 
           
Consumer Staples — 5.9%          
JDE Peet’s NV    250,606    9,427,017 
Kenvue, Inc.    288,532    5,020,457 
Mandom Corp.    28,821    591,329 
Total Consumer Staples        15,038,803 
           
Energy — 0.9%          
NuVista Energy Ltd.*    167,600    2,307,030 
           
Financials — 7.4%          
Brighthouse Financial, Inc.*    43,829    2,807,686 
Cantaloupe, Inc.*    151,799    1,630,321 
DigitalBridge Group, Inc.    183,213    2,819,648 
Forge Global Holdings, Inc.*    9,011    402,792 
Heritage Commerce Corp.    83,576    1,063,922 
Just Group PLC    2,122,064    6,289,927 
MidWestOne Financial Group, Inc.    23,002    1,065,453 
ProAssurance Corp.*    110,430    2,674,614 
Total Financials        18,754,363 
           
Health Care — 8.2%          
Amicus Therapeutics, Inc.*    260,800    3,726,832 
Avidity Biosciences, Inc.*    59,918    4,348,249 
Dynavax Technologies Corp.*    110,947    1,718,014 
Exact Sciences Corp.*    45,759    4,682,976 
Hogy Medical Co., Ltd.    30,669    1,330,064 
Hologic, Inc.*    64,369    4,823,169 
Total Health Care        20,629,304 
           
Industrials — 21.3%          
Air Lease Corp.    125,354    8,101,629 
American Woodmark Corp.*    43,755    2,598,609 
Chart Industries, Inc.*    43,366    8,991,506 
CSG Systems International, Inc.    34,024    2,713,414 
Dayforce, Inc.*    121,760    8,434,315 
Fujitec Co., Ltd.    150,935    5,542,894 
Hillenbrand, Inc.    102,340    3,265,669 
Iveco Group NV    200,095    4,491,890 
Norfolk Southern Corp.    33,365    9,717,223 
Total Industrials        53,857,149 
           
Information Technology — 9.1%          
Confluent, Inc., Class A*    152,683    4,662,939 
CyberArk Software Ltd.*    19,932    8,587,304 
Jamf Holding Corp.*    162,849    2,125,179 
Qorvo, Inc.*    45,096    3,522,449 
RPMGlobal Holdings Ltd.*    149,532    521,678 
SEMrush Holdings, Inc., Class A*    151,953    1,806,721 
Veeco Instruments, Inc.*    60,240    1,881,295 
Total Information Technology        23,107,565 
           
Materials — 10.4%          
Axalta Coating Systems Ltd.*    141,532    4,752,645 
New Gold, Inc.*    432,846    4,341,445 
Olympic Steel, Inc.    14,298    687,591 
Sealed Air Corp.    113,869    4,768,834 
Teck Resources Ltd., Class B    219,079    11,777,687 
Total Materials        26,328,202 
           
   Shares  Value
Common Stocks (continued)          
           
Real Estate — 4.4%          
Alexander & Baldwin, Inc.    106,987   $2,218,911 
InterRent Real Estate Investment Trust    560,657    5,519,003 
National Storage REIT    1,763,401    3,409,567 
Total Real Estate        11,147,481 
           
Utilities — 9.3%          
Essential Utilities, Inc.    143,914    5,582,424 
Northwestern Energy Group, Inc.    131,312    8,910,832 
TXNM Energy, Inc.    151,540    8,928,737 
Total Utilities        23,421,993 
           
Total Common Stocks          
(Cost $205,021,260)        212,724,455 
           
Rights — 0.1%          
           
Health Care — 0.1%          
Chinook Therapeutics, Inc.*(b)    435,560    130,668 
Epizyme, Inc.*(b)    1,957,185    39,143 
Supernus Pharmaceuticals, Inc.*(b)    333,265    19,996 
Vigil Neuroscience, Inc.*(b)    55,277    2,764 
           
Total Rights          
(Cost $0)        192,571 
Short-Term Investment — 9.5%          
Money Market Funds — 9.5%          
Dreyfus Institutional Preferred Government Money Market Fund, Institutional Shares, 3.65%(c)          
(Cost $24,107,769)    24,107,769    24,107,769 
           
           
Total Investments — 93.7%
(Cost $229,129,029)
        237,024,795 
Other Assets and Liabilities,
Net — 6.3%
        15,844,936(a) 
Net Assets — 100.0%       $252,869,731 

 

 

 

* Non-income producing securities.
(a) “Other Assets and Liabilities, Net” includes pending sales that are also on loan. The aggregate market value of securities on loan was $2,530,110; total market value of collateral held consisted of non-cash U.S. Treasury securities collateral having a value of $2,589,254.
(b) Securities are fair valued as determined in good faith in accordance with the procedures established by the Board of Trustees. The securities are fair valued using significant unobservable inputs.
(c) Reflects the 1-day yield at January 31, 2026.

 

 

 

 

Schedule of Investments ─ NYLI Merger Arbitrage ETF (continued)

 

January 31, 2026 (unaudited)

 

Total Return Swap contracts outstanding at January 31, 2026:
Total Return Benchmark  Counterparty 

Floating Rate(d)

  Expiration Date  Payment Frequency  Notional
Amount Long/(Short)
 

Value/
Unrealized Appreciation/
(Depreciation)(e)

Akzo Nobel NV   Morgan Stanley  1-Day FEDEF
- 0.40%
  5/07/2027  Monthly  $4,924,407   $(23)
American Airlines Group, Inc.   Morgan Stanley  1-Day FEDEF
- 0.35%
  5/07/2027  Monthly   13,634,715    2 
American Water Works Co., Inc.   Morgan Stanley  1-Day FEDEF
- 0.35%
  2/02/2027  Monthly   5,665,320     
Axcelis Technologies, Inc.   Morgan Stanley  1-Day FEDEF
- 0.35%
  2/02/2027  Monthly   1,896,323     
Black Hills Corp.   Morgan Stanley  1-Day FEDEF
- 0.35%
  2/02/2027  Monthly   9,386,907     
Coeur Mining, Inc.   Morgan Stanley  1-Day FEDEF
- 0.35%
  2/02/2027  Monthly   4,386,731     
CVB Financial Corp.   Morgan Stanley  1-Day FEDEF
- 0.35%
  2/02/2027  Monthly   1,070,214     
Kimberly-Clark Corp.   Morgan Stanley  1-Day FEDEF
- 0.35%
  2/02/2027  Monthly   4,217,278     
Masterbrand, Inc.   Morgan Stanley  1-Day FEDEF
- 0.35%
  2/02/2027  Monthly   2,730,684     
Nicolet Bankshares, Inc.   Morgan Stanley  1-Day FEDEF
- 0.35%
  2/02/2027  Monthly   1,065,946     
Ovintiv, Inc.   Morgan Stanley  1-Day FEDEF
- 0.35%
  2/02/2027  Monthly   1,249,849     
Palo Alto Networks, Inc.   Morgan Stanley  1-Day FEDEF
- 0.35%
  2/02/2027  Monthly   7,760,488     
Ryerson Holding Corp.   Morgan Stanley  1-Day FEDEF
- 0.35%
  2/02/2027  Monthly   690,035     
Skyworks Solutions, Inc.   Morgan Stanley  1-Day FEDEF
- 0.35%
  2/02/2027  Monthly   2,413,516     
Union Pacific Corp.   Morgan Stanley  1-Day FEDEF
- 0.35%
  2/02/2027  Monthly   7,840,350     
VICI Properties, Inc.   Morgan Stanley  1-Day FEDEF
- 0.35%
  2/02/2027  Monthly   1,308,388     
                    $(21)

 

At January 31, 2026, there was no collateral held or posted. The Fund either receives fees from, or pays to the counterparty, the total return of the benchmark and the agreed-upon financing rate.

 

 

(d)Portfolio pays or receives the floating rate and receives or pays the total return of the reference rate entity.
(e)Reflects the value at reset date of January 31, 2026.

 

Abbreviation

FEDEF — Federal Funds Effective Rate

 

 

 

 

The following is a summary of the inputs used to value the Fund’s investments as of January 31, 2026. For more information on the valuation techniques, and their aggregation into the levels used in the table below, please refer to the Fund’s most recent semi-annual or annual financial statements.

 

Description   Level 1    Level 2    Level 3    Total 
Asset Valuation Inputs                    
Investments in Securities:(f)                    
Common Stocks   $212,724,455   $   $   $212,724,455 
Rights            192,571(g)    192,571 
Short-Term Investment:                    
Money Market Funds    24,107,769            24,107,769 
Total Investments in Securities    236,832,224        192,571    237,024,795 
Other Financial Instruments:(h)                    
Swap Contracts        2        2 
Total Investments in Securities and Other Financial Instruments   $236,832,224   $2   $192,571   $237,024,797 
                     
Liability Valuation Inputs                    
Other Financial Instruments:(h)                    
Swap Contracts        (23)       (23)

 

 
(f) For a complete listing of investments and their industries, see the Schedule of Investments.
(g) The Level 3 securities, valued in total at $192,571, have been fair valued in good faith in accordance with procedures established by the Board of Trustees.
(h) Reflects the unrealized appreciation (depreciation) of the instruments.

 

A reconciliation of assets in which Level 3 inputs are used in determining fair value is presented when there are significant Level 3 financial instruments at the beginning and/or end of the period.