Schedule of Investments ─ NYLI MacKay Muni Insured ETF


January 31, 2026 (unaudited)

 

   Principal
Amount
  Value
Municipal Bonds — 97.7%          
           
Alabama — 2.6%          
Alabama State University, Revenue Bonds          
Insured: AG          
5.500%, due 9/1/45   $2,000,000   $2,167,211 
5.750%, due 9/1/50    2,250,000    2,439,644 
City of Gadsden AL, General Obligation Bonds          
Series A Insured: BAM          
5.000%, due 10/1/50    875,000    912,250 
State of Alabama Docks Department, Revenue Bonds          
Series A Insured: AG          
5.000%, due 10/1/27    2,200,000    2,271,619 
University of South Alabama, Revenue Bonds          
Series A Insured: BAM          
5.250%, due 4/1/54    2,050,000    2,129,865 
         9,920,589 
Alaska — 0.8%          
Alaska Railroad Corp., Revenue Bonds          
Insured: AG          
6.000%, due 10/1/50    2,750,000    2,980,522 
           
California — 10.4%          
Buellton Union School District, General Obligation Bonds          
Insured: AG          
3.550%, due 2/1/34(a)    1,305,000    984,813 
Burbank-Glendale-Pasadena Airport Authority Brick Campaign, Revenue Bonds          
Series B Insured: AG          
4.000%, due 7/1/39    3,000,000    3,046,658 
California Community Choice Financing Authority, Revenue Bonds          
Series 2          
3.902%, (SOFR + 1.45%), due 4/1/56(b)    2,000,000    2,000,257 
Series G          
5.000%, due 11/1/55(b)(c)    3,575,000    3,765,472 
City of San Mateo CA, Special Tax          
Insured: BAM          
5.250%, due 9/1/37    4,460,000    5,009,537 
Fontana Unified School District, General Obligation Bonds          
Insured: AG          
2.375%, due 8/1/44    2,500,000    1,809,498 
Foothill-De Anza Community College District, General Obligation Bonds          
Series 99 Insured: NATL-IBC FGIC          
2.300%, due 8/1/29(a)    1,050,000    969,195 
Los Angeles Department of Water & Power, Revenue Bonds          
Series A Insured: BAM          
5.000%, due 7/1/55    3,000,000    3,103,641 
Series E          
5.000%, due 7/1/48    1,575,000    1,637,584 
Los Angeles Department of Water & Power Water System Revenue, Revenue Bonds          
Series C Insured: BAM          
5.000%, due 7/1/42    2,500,000    2,768,876 

 

   Principal
Amount
  Value
Municipal Bonds (continued)          
           
California (continued)          
Oak Grove School District, General Obligation Bonds          
Series 2 Insured: BAM          
4.680%, due 6/1/46(a)   $4,000,000   $1,562,864 
Oroville Union High School District, General Obligation Bonds          
Series 08 Insured: AG          
2.600%, due 8/1/29(a)    1,230,000    1,123,636 
River Islands Public Financing Authority, Special Tax          
Series 1 Insured: AG          
5.250%, due 9/1/52    735,000    772,630 
Riverside County Transportation Commission, Revenue Bonds          
Insured: BAM          
3.000%, due 6/1/49    2,592,000    1,961,530 
Sacramento City Unified School District, General Obligation Bonds          
Series C Insured: AG          
5.500%, due 8/1/54    2,500,000    2,724,028 
Southern California Public Power Authority, Revenue Bonds          
Series 1 Insured: BAM          
5.250%, due 7/1/50    3,875,000    4,121,161 
Twin Rivers Unified School District, General Obligation Bonds          
Insured: AG          
4.420%, due 8/1/41(a)    2,000,000    1,015,937 
Washington Unified School District/Yolo County CA, General Obligation Bonds          
Series A Insured: NATL          
2.340%, due 8/1/26(a)    1,100,000    1,087,220 
         39,464,537 
Colorado — 2.4%          
Arista Metropolitan District, General Obligation Bonds          
Series A Insured: BAM          
5.000%, due 12/1/48    2,650,000    2,725,201 
Castle Oaks Metropolitan District No 3, General Obligation Bonds          
Insured: AG          
4.000%, due 12/1/45    3,000,000    2,867,207 
Colorado Educational & Cultural Facilities Authority, Revenue Bonds          
Insured: BAM-TCRS MORAL OBLIG          
4.000%, due 9/1/46    2,385,000    2,127,485 
Park 70 Metropolitan District, General Obligation Bonds          
5.000%, due 12/1/46    450,000    437,826 
Trails at Crowfoot Metropolitan District No 3, General Obligation Bonds          
Series A Insured: AG          
5.000%, due 12/1/39    1,000,000    1,088,234 
         9,245,953 
Connecticut — 0.7%          
Connecticut State Health & Educational Facilities Authority, Revenue Bonds          
Series A Insured: AG          
5.500%, due 7/1/51    2,500,000    2,675,410 
           

 

 

 

 

Schedule of Investments ─ NYLI MacKay Muni Insured ETF (continued)


January 31, 2026 (unaudited)

 

   Principal
Amount
  Value
Municipal Bonds (continued)          
           
Delaware — 0.9%          
Delaware State Health Facilities Authority, Revenue Bonds          
5.250%, due 10/1/51   $3,095,000   $3,251,695 
           
District of Columbia — 0.2%          
Metropolitan Washington Airports Authority Dulles Toll Road Revenue, Revenue Bonds          
Insured: BAM          
4.430%, due 10/1/37(a)    1,500,000    900,027 
           
Florida — 5.5%          
County of Miami-Dade Seaport Department, Revenue Bonds          
Series 1 Insured: AG          
4.000%, due 10/1/41    1,425,000    1,416,974 
Series 2 Insured: AG          
3.000%, due 10/1/50    4,090,000    3,015,582 
County of Osceola FL Transportation Revenue, Revenue Bonds          
Series A-2 Insured: AGM-CR          
4.250%, due 10/1/40(a)    1,250,000    674,618 
Series AG Insured: AGM-CR          
4.400%, due 10/1/41(a)    1,015,000    513,226 
County of Pasco FL, Revenue Bonds          
Insured: AG          
5.000%, due 9/1/48    4,675,000    4,759,546 
Series A Insured: AG          
5.250%, due 9/1/28    1,000,000    1,065,659 
County of Pasco FL Solid Waste Disposal & Resource Recovery System Revenue, Revenue Bonds          
Series B          
5.500%, due 10/1/51    1,970,000    2,026,691 
5.500%, due 10/1/56    4,135,000    4,246,142 
Halifax Hospital Medical Center, Revenue Bonds          
Series AG Insured: AG-CR          
3.750%, due 6/1/41    2,275,000    2,137,304 
4.000%, due 6/1/46    1,065,000    944,681 
         20,800,423 
Georgia — 0.7%          
Savannah Georgia Convention Center Authority, Revenue Bonds          
Series C Insured: AG          
5.500%, due 6/1/50    2,400,000    2,558,361 
           
Idaho — 0.4%          
Idaho Housing & Finance Association, Revenue Bonds          
Insured: SCH BD GTY          
5.000%, due 5/1/52    750,000    730,836 
5.250%, due 5/1/42    800,000    820,883 
         1,551,719 

 

   Principal
Amount
  Value
Municipal Bonds (continued)          
           
Illinois — 14.1%          
Chicago Board of Education, General Obligation Bonds          
Series 1 Insured: NATL          
3.400%, due 12/1/27(a)   $1,500,000   $1,410,107 
Series AG Insured: AGC-ICC FGIC          
5.500%, due 12/1/26    555,000    566,696 
Chicago Board of Education Dedicated Capital Improvement Tax, Revenue Bonds          
5.250%, due 4/1/35    1,750,000    1,954,752 
Insured: BAM          
5.750%, due 4/1/48    750,000    796,880 
Chicago Midway International Airport, Revenue Bonds          
Series A Insured: BAM          
5.750%, due 1/1/42    2,000,000    2,214,480 
Chicago O'Hare International Airport, Revenue Bonds          
Insured: BAM          
5.250%, due 1/1/42    1,470,000    1,590,037 
Chicago Transit Authority Sales Tax Receipts Fund, Revenue Bonds          
Series A Insured: BAM          
4.000%, due 12/1/50    4,700,000    4,276,769 
City of Joliet IL, General Obligation Bonds          
Insured: BAM          
5.500%, due 12/15/44    3,750,000    4,031,347 
City of Springfield IL Electric Revenue, Revenue Bonds          
Insured: BAM          
3.000%, due 3/1/37    2,000,000    1,919,818 
La Salle County Community Unit School District No 2 Serena, General Obligation Bonds          
Insured: BAM          
5.500%, due 12/1/38    1,825,000    2,042,593 
5.500%, due 10/1/42    1,260,000    1,371,672 
Madison County Community Unit School District No 7 Edwardsville, General Obligation Bonds          
Insured: AG          
5.000%, due 12/1/39    4,060,000    4,551,900 
Northern Illinois University, Revenue Bonds          
Insured: BAM          
4.000%, due 10/1/40    400,000    399,985 
4.000%, due 10/1/41    400,000    395,414 
Series B Insured: BAM          
4.000%, due 4/1/37    1,425,000    1,441,979 
Sales Tax Securitization Corp., Revenue Bonds          
Insured: BAM          
4.000%, due 1/1/48    1,060,000    934,405 
Series A Insured: BAM          
5.000%, due 1/1/37    1,200,000    1,265,515 
Series C Insured: BAM          
5.250%, due 1/1/48    2,500,000    2,535,607 
Sangamon & Christian Counties Community Unit School District No 3A Rochester, General Obligation Bonds          
Insured: BAM          
5.500%, due 2/1/47    1,590,000    1,677,567 

 

 

 

 

Schedule of Investments ─ NYLI MacKay Muni Insured ETF (continued)


January 31, 2026 (unaudited)

 

   Principal
Amount
  Value
Municipal Bonds (continued)          
           
Illinois (continued)          
Sangamon County School District No 186 Springfield, General Obligation Bonds          
Insured: BAM          
5.500%, due 6/1/50   $5,130,000   $5,469,353 
Southwestern Illinois Development Authority, Revenue Bonds          
Insured: BAM          
5.500%, due 12/1/40    2,700,000    2,961,933 
Series B Insured: BAM          
5.500%, due 4/1/50    4,000,000    4,290,759 
State of Illinois, General Obligation Bonds          
5.750%, due 5/1/45    1,000,000    1,057,109 
Will County School District No 114 Manhattan, General Obligation Bonds          
Insured: BAM          
5.500%, due 1/1/45    3,765,000    4,063,858 
         53,220,535 
Indiana — 2.8%          
City of Carmel IN Waterworks Revenue, Revenue Bonds          
Series C Insured: BAM          
5.250%, due 5/1/51    1,500,000    1,557,003 
Indiana Housing & Community Development Authority, Revenue Bonds          
Series 1 Insured: GNMA/FNMA/FHLMC          
4.700%, due 7/1/49    1,760,000    1,764,233 
Indiana Municipal Power Agency, Revenue Bonds          
Series A Insured: AG          
5.000%, due 1/1/43    3,810,000    4,129,616 
Tri-Creek 2002 High School Building Corp., Revenue Bonds          
Insured: ST INTERCEPT          
5.500%, due 7/15/43    3,000,000    3,302,197 
         10,753,049 
Iowa — 1.5%          
City of West Des Moines IA, General Obligation Bonds          
Series B          
2.000%, due 6/1/39    1,235,000    959,156 
Clinton Community School District/IA Infrastructure Sales Services & Use Tax, Revenue Bonds          
Insured: AG          
4.000%, due 7/1/41    2,100,000    2,109,968 
Davenport Community School District Infrastructure Sales Services & Use Tax, Revenue Bonds          
Insured: BAM          
4.000%, due 6/1/43    2,210,000    2,199,026 
West Delaware County Community School District Sales & Services Tax Revenue, Revenue Bonds          
Insured: BAM          
4.125%, due 6/1/41    325,000    327,907 
         5,596,057 
Kentucky — 1.0%          
Kentucky Municipal Energy Agency, Revenue Bonds          
Insured: AG          
5.000%, due 1/1/55    2,000,000    2,031,566 

 

   Principal
Amount
  Value
Municipal Bonds (continued)          
           
Kentucky (continued)          
Northern Kentucky University, Revenue Bonds          
Series A Insured: AG ST INTERCEPT          
3.000%, due 9/1/37   $1,805,000   $1,649,439 
         3,681,005 
Louisiana — 1.8%          
City of Lafayette LA Utilities Revenue, Revenue Bonds          
Insured: BAM          
5.000%, due 11/1/43    1,500,000    1,588,999 
City of Shreveport LA, General Obligation Bonds          
Insured: AG          
5.000%, due 3/1/49    1,500,000    1,540,998 
New Orleans Aviation Board, Revenue Bonds          
Series AG Insured: AG-CR          
5.250%, due 1/1/44    3,500,000    3,708,593 
         6,838,590 
Maine — 0.4%          
Maine Health & Higher Educational Facilities Authority, Revenue Bonds          
Series C Insured: AGM ST AID WITHHLDG          
5.500%, due 7/1/40    1,180,000    1,315,295 
           
Massachusetts — 1.6%          
City of Worcester MA, General Obligation Bonds          
Insured: AG          
2.000%, due 2/15/34    1,000,000    915,155 
Massachusetts Development Finance Agency, Revenue Bonds          
Series C Insured: AG          
3.000%, due 10/1/45    1,945,000    1,529,095 
Series N Insured: AG          
5.500%, due 7/1/55    3,460,000    3,675,948 
         6,120,198 
Michigan — 3.9%          
City of Saginaw MI Water Supply System Revenue, Revenue Bonds          
Insured: AG          
4.000%, due 7/1/26    1,070,000    1,077,731 
Grand Rapids Public Schools, General Obligation Bonds          
Insured: AG          
5.000%, due 5/1/28    2,100,000    2,113,783 
Great Lakes Water Authority Water Supply System Revenue, Revenue Bonds          
Series B Insured: BAM          
5.000%, due 7/1/46    2,475,000    2,483,744 
Port Huron Area School District, General Obligation Bonds          
Insured: AG          
4.000%, due 5/1/39    1,500,000    1,501,507 
Wayne County Airport Authority, Revenue Bonds          
Series B Insured: AG          
5.500%, due 12/1/48    7,000,000    7,411,165 
         14,587,930 

 

 

 

 

Schedule of Investments ─ NYLI MacKay Muni Insured ETF (continued)


January 31, 2026 (unaudited)

 

   Principal
Amount
  Value
Municipal Bonds (continued)          
           
Missouri — 1.0%          
Hickman Mills C-1 School District, General Obligation Bonds          
C-1 Insured: BAM          
5.750%, due 3/1/41   $1,960,000   $2,144,132 
Kansas City Municipal Assistance Corp., Revenue Bonds          
Series B1 Insured: AMBAC          
3.030%, due 4/15/26(a)    1,720,000    1,709,487 
         3,853,619 
Nebraska — 0.3%          
Omaha Airport Authority, Revenue Bonds          
Insured: AG          
5.250%, due 12/15/54    1,250,000    1,293,362 
           
Nevada — 0.6%          
City of Reno NV, Revenue Bonds          
Series A1 Insured: AG          
4.000%, due 6/1/46    1,050,000    997,668 
Clark County School District, General Obligation Bonds          
Series C          
2.000%, due 6/15/28    1,425,000    1,387,352 
         2,385,020 
New Jersey — 1.1%          
Jersey City Municipal Utilities Authority, Revenue Bonds          
Series E Insured: BAM MUN GOVT GTD          
5.750%, due 10/15/51    1,000,000    1,111,866 
5.750%, due 10/15/55    1,665,000    1,847,802 
Newark Parking Authority (The), Revenue Bonds          
Insured: AG          
5.500%, due 2/1/51    1,000,000    1,026,533 
         3,986,201 
New York — 5.5%          
City of Long Beach NY, General Obligation Bonds          
Series B Insured: BAM          
5.250%, due 7/15/42    1,800,000    1,904,950 
New York City Industrial Development Agency, Revenue Bonds          
Insured: AG          
3.000%, due 3/1/49    1,265,000    933,534 
New York Convention Center Development Corp., Revenue Bonds          
Series B Insured: BAM          
3.730%, due 11/15/36(a)    4,400,000    2,952,306 
5.070%, due 11/15/55(a)    1,825,000    410,311 
New York Liberty Development Corp., Revenue Bonds          
Series 1WTC Insured: BAM          
4.000%, due 2/15/43    1,480,000    1,452,891 
New York Power Authority, Revenue Bonds          
Series A Insured: AG          
5.250%, due 11/15/39    1,000,000    1,156,699 
5.250%, due 11/15/41    1,000,000    1,139,029 

 

   Principal
Amount
  Value
Municipal Bonds (continued)          
           
New York (continued)          
New York State Dormitory Authority, Revenue Bonds          
Insured: AG          
5.250%, due 10/1/42   $1,650,000   $1,786,859 
New York Transportation Development Corp., Revenue Bonds          
Insured: AG          
5.000%, due 6/30/49    3,450,000    3,452,467 
5.500%, due 6/30/44    2,815,000    2,951,424 
Series A          
5.250%, due 1/1/50    1,925,000    1,925,070 
Westchester County Local Development Corp., Revenue Bonds          
Insured: AG          
5.750%, due 11/1/49    850,000    916,743 
         20,982,283 
North Carolina — 2.1%          
Greater Asheville Regional Airport Authority, Revenue Bonds          
Insured: AG          
5.250%, due 7/1/41    1,405,000    1,523,866 
5.250%, due 7/1/53    1,675,000    1,712,584 
Series A Insured: AG          
5.250%, due 7/1/41    3,250,000    3,492,311 
North Carolina Turnpike Authority, Revenue Bonds          
Series B Insured: AG          
4.940%, due 1/1/53(a)    4,000,000    1,074,672 
         7,803,433 
Ohio — 3.3%          
City of Toledo OH, General Obligation Bonds          
Insured: AG          
5.500%, due 12/1/42    3,000,000    3,288,617 
County of Cuyahoga OH, Revenue Bonds          
5.000%, due 2/15/28    500,000    508,069 
County of Fayette OH, Revenue Bonds          
Insured: AG          
5.250%, due 12/1/45    2,000,000    2,147,327 
Green Local School District/Summit County, Certificates of Participation          
Insured: AG          
5.500%, due 11/1/47    3,000,000    3,129,530 
Port of Greater Cincinnati Development Authority, Revenue Bonds          
Series A Insured: AG          
5.000%, due 12/1/55    2,500,000    2,566,855 
State of Ohio, Revenue Bonds          
Insured: AG          
5.000%, due 12/31/26    1,000,000    1,002,042 
         12,642,440 
Oregon — 1.3%          
City of Newport OR, General Obligation Bonds          
Series B Insured: AG          
2.690%, due 6/1/26(a)    1,355,000    1,342,985 
Medford Hospital Facilities Authority, Revenue Bonds          
Series A Insured: AG          
2.500%, due 8/15/35    2,500,000    2,223,982 

 

 

 

 

Schedule of Investments ─ NYLI MacKay Muni Insured ETF (continued)


January 31, 2026 (unaudited)

 

   Principal
Amount
  Value
Municipal Bonds (continued)          
           
Oregon (continued)          
Umatilla County School District No 6R Umatilla, General Obligation Bonds          
Series B Insured: SCH BD GTY          
4.720%, due 6/15/43(a)   $2,800,000   $1,246,085 
         4,813,052 
Pennsylvania — 5.2%          
Allegheny County Airport Authority, Revenue Bonds          
Series A Insured: AG          
5.250%, due 1/1/39    2,650,000    2,908,102 
Allentown City School District, General Obligation Bonds          
Series B Insured: BAM          
5.000%, due 6/1/36    750,000    753,732 
City of Philadelphia PA Airport Revenue, Revenue Bonds          
Insured: AG          
4.000%, due 7/1/39    1,335,000    1,338,699 
City of Philadelphia PA Water & Wastewater Revenue, Revenue Bonds          
Series C Insured: AG          
5.000%, due 9/1/44    1,250,000    1,345,048 
County of Lehigh PA, Revenue Bonds          
Series AG Insured: AGM-CR          
4.000%, due 7/1/49    1,500,000    1,315,209 
Montgomery County Higher Education and Health Authority, Revenue Bonds          
Insured: AGC-CR          
4.000%, due 9/1/44    1,040,000    976,018 
Pennsylvania Economic Development Financing Authority, Revenue Bonds          
Insured: AG          
5.500%, due 6/30/42    3,625,000    3,909,640 
Pennsylvania Higher Educational Facilities Authority, Revenue Bonds          
Series A Insured: AG          
3.228%, (3 Month SOFR + 0.60%), due 7/1/27(b)    55,000    54,703 
Pittsburgh Water & Sewer Authority, Revenue Bonds          
Series A Insured: AG          
5.000%, due 9/1/37    1,350,000    1,516,811 
5.000%, due 9/1/38    1,420,000    1,582,557 
Tulpehocken Area School District, General Obligation Bonds          
Insured: BAM          
5.250%, due 10/1/49    3,755,000    3,881,593 
         19,582,112 
Puerto Rico — 0.1%          
Puerto Rico Electric Power Authority, Revenue Bonds          
Series UU Insured: AG          
3.148%, (3 Month SOFR + 0.52%), due 7/1/29(b)    370,000    360,086 
           
Rhode Island — 0.6%          
Providence Public Building Authority, Revenue Bonds          
Series A Insured: AG          
5.250%, due 9/15/41    2,000,000    2,220,714 
           

 

   Principal
Amount
  Value
Municipal Bonds (continued)          
           
South Carolina — 1.5%          
Inman Campobello Water District, Revenue Bonds          
Insured: BAM          
5.000%, due 6/1/48   $2,845,000   $2,948,776 
South Carolina Public Service Authority, Revenue Bonds          
Series E Insured: AG          
5.250%, due 12/1/37    2,000,000    2,250,291 
5.750%, due 12/1/52    600,000    642,671 
         5,841,738 
South Dakota — 1.5%          
Baltic School District No 49-1, General Obligation Bonds          
Series 1 Insured: AG          
5.500%, due 12/1/51    3,080,000    3,237,241 
City of Brandon SD Water Utility Revenue, Revenue Bonds          
Insured: BAM          
4.250%, due 8/1/42    1,470,000    1,489,401 
5.500%, due 8/1/47    1,000,000    1,073,160 
         5,799,802 
Texas — 13.3%          
Arlington Higher Education Finance Corp., Revenue Bonds          
Insured: PSF-GTD          
5.000%, due 8/15/42    3,190,000    3,426,182 
Cinco Southwest Municipal Utility District No 1, General Obligation Bonds          
Insured: BAM          
3.000%, due 12/1/36    650,000    620,165 
City of Aubrey TX, General Obligation Bonds          
Series A Insured: AG          
3.000%, due 2/15/42    2,160,000    1,910,864 
City of Aubrey TX, Special Assessment          
Insured: BAM          
5.000%, due 9/1/40    1,000,000    1,089,979 
Comal County Water Control & Improvement District No 6, General Obligation Bonds          
Insured: AG          
4.000%, due 9/1/46    1,880,000    1,732,598 
4.000%, due 9/1/47    1,980,000    1,799,884 
Denton Independent School District, General Obligation Bonds          
Insured: PSF-GTD          
2.000%, due 8/15/39    3,000,000    2,364,380 
2.000%, due 8/15/40    3,000,000    2,277,577 
Fort Bend County Municipal Utility District No 134B, General Obligation Bonds          
Series B Insured: BAM          
3.000%, due 9/1/40    540,000    462,439 
3.000%, due 9/1/42    540,000    441,900 
Fort Bend County Municipal Utility District No 182, General Obligation Bonds          
Insured: AG          
2.500%, due 9/1/36    625,000    537,321 
Georgetown Independent School District, General Obligation Bonds          
Insured: PSF-GTD          
2.500%, due 8/15/35    2,220,000    2,069,067 
3.000%, due 8/15/41    2,670,000    2,395,209 

 

 

 

 

Schedule of Investments ─ NYLI MacKay Muni Insured ETF (continued)


January 31, 2026 (unaudited)

 

   Principal
Amount
  Value
Municipal Bonds (continued)          
           
Texas (continued)          
Guadalupe-Blanco River Authority, Revenue Bonds          
Insured: BAM          
6.000%, due 8/15/42   $1,975,000   $2,217,451 
Harris County Municipal Utility District No 171, General Obligation Bonds          
Insured: AG          
4.125%, due 12/1/52    1,500,000    1,353,636 
Harris County Municipal Utility District No 390, General Obligation Bonds          
Insured: BAM          
2.125%, due 4/1/37    565,000    466,194 
Harris County Municipal Utility District No 423, General Obligation Bonds          
Series A Insured: BAM          
5.000%, due 4/1/44    1,800,000    1,815,236 
Harris County Municipal Utility District No 457, General Obligation Bonds          
Insured: AG          
4.125%, due 3/1/47    1,670,000    1,558,456 
Harris County Municipal Utility District No 489, General Obligation Bonds          
Insured: BAM          
2.500%, due 9/1/40    575,000    453,630 
Harris County Municipal Utility District No 490, General Obligation Bonds          
Insured: AG          
5.000%, due 9/1/46    855,000    867,752 
Kaufman County Municipal Utility District No 3, General Obligation Bonds          
Insured: AG          
5.125%, due 3/1/46    1,415,000    1,433,300 
Lazy Nine Municipal Utility District No 1B, General Obligation Bonds          
Insured: BAM          
4.125%, due 3/1/39    605,000    612,076 
Series 1B Insured: AG          
3.000%, due 9/1/39    980,000    903,635 
Leander Municipal Utility District No 1, General Obligation Bonds          
Insured: AG          
6.375%, due 8/15/30    1,455,000    1,590,847 
Love Field Airport Modernization Corp., Revenue Bonds          
Insured: AG          
4.000%, due 11/1/35    3,195,000    3,270,270 
Montgomery County Municipal Utility District No 99, General Obligation Bonds          
Insured: AG          
6.750%, due 9/1/29    1,260,000    1,370,581 
Morningstar Ranch Municipal Utility District No 1 of Parker County, General Obligation Bonds          
Insured: BAM          
3.000%, due 9/1/43    545,000    438,115 
Mount Houston Road Municipal Utility District, General Obligation Bonds          
Insured: AG          
3.000%, due 3/1/40    540,000    466,480 
3.000%, due 3/1/41    560,000    469,314 

 

   Principal
Amount
  Value
Municipal Bonds (continued)          
           
Texas (continued)          
Sienna Municipal Utility District No 5, General Obligation Bonds          
Insured: BAM          
2.375%, due 11/1/43   $650,000   $458,786 
Sonterra Municipal Utility District, General Obligation Bonds          
Insured: AG          
2.625%, due 8/15/40    1,055,000    869,292 
Texas Municipal Power Agency, Revenue Bonds          
Insured: AG          
3.000%, due 9/1/35    1,345,000    1,300,496 
Texas State Technical College, Revenue Bonds          
Insured: AG          
5.250%, due 8/1/36    1,015,000    1,150,695 
5.500%, due 8/1/42    4,000,000    4,388,142 
Viridian Municipal Management District, General Obligation Bonds          
Insured: BAM          
3.000%, due 12/1/39    895,000    781,461 
Williamson County Municipal Utility District No 25, General Obligation Bonds          
Insured: AG          
4.500%, due 8/15/44    1,190,000    1,181,574 
         50,544,984 
Utah — 0.8%          
City of Salt Lake City UT Airport Revenue, Revenue Bonds          
Series AG Insured: AGM-CR          
4.000%, due 7/1/51    2,385,000    2,112,867 
Heber Light & Power Co., Revenue Bonds          
Insured: BAM          
5.000%, due 12/15/47    1,000,000    1,029,578 
         3,142,445 
Virginia — 0.5%          
City of Suffolk VA, General Obligation Bonds          
Series A Insured: ST AID WITHHLDG          
1.875%, due 2/1/38    1,330,000    1,046,964 
Isle Wight County Industrial Development Authority, Revenue Bonds          
Insured: AG          
4.750%, due 7/1/53    825,000    818,468 
         1,865,432 
Washington — 3.0%          
State of Washington, General Obligation Bonds          
Series F Insured: NATL          
2.380%, due 12/1/26(a)    3,000,000    2,941,547 
Washington Health Care Facilities Authority, Revenue Bonds          
Series C Insured: AG          
5.000%, due 8/15/55(b)(c)    3,000,000    3,338,626 
Washington State Housing Finance Commission, Revenue Bonds          
Series A Insured: BAM          
5.000%, due 7/1/45    3,500,000    3,519,325 
5.250%, due 7/1/55    1,640,000    1,641,370 
         11,440,868 

 

 

 

 

Schedule of Investments ─ NYLI MacKay Muni Insured ETF (continued)


January 31, 2026 (unaudited)

 

   Principal
Amount
  Value
Municipal Bonds (continued)          
           
West Virginia — 0.9%          
County of Ohio WV Special District Excise Tax Revenue, Revenue Bonds          
Series A Insured: AG          
5.500%, due 6/1/54   $2,250,000   $2,374,147 
West Virginia Economic Development Authority, Revenue Bonds          
Series RE          
4.700%, due 4/1/36(b)(c)    890,000    893,321 
         3,267,468 
Wisconsin — 2.6%          
City of Shawano WI Electric System Revenue, Revenue Bonds          
Insured: AG          
4.500%, due 5/1/48    750,000    739,058 
4.550%, due 5/1/43    1,015,000    1,032,711 
5.000%, due 5/1/31    1,655,000    1,807,354 
Monroe School District, General Obligation Bonds          
Insured: AG          
4.000%, due 3/1/43    2,000,000    1,979,862 
Viroqua Area School District, General Obligation Bonds          
Insured: AG          
4.000%, due 3/1/41    1,455,000    1,470,730 
Wisconsin Center District, Revenue Bonds          
Series A Insured: BAM          
3.810%, due 12/15/37(a)    1,150,000    734,907 
Series C Insured: AG          
4.710%, due 12/15/45(a)    5,265,000    2,087,262 
         9,851,884 
Wyoming — 0.8%          
Snake River Sporting Club Improvement & Service District, General Obligation Bonds          
Series A Insured: BAM          
5.500%, due 7/15/48    1,100,000    1,158,864 
Sweetwater County 2023 Specific Purpose Tax Joint Powers Board, Revenue Bonds          
Series AG Insured: AGM-CR          
5.000%, due 6/15/28    1,790,000    1,891,633 
         3,050,497 
Total Municipal Bonds          
(Cost $361,835,439)        370,189,335 
           

 

   Shares  Value
Short-Term Investment — 5.2%          
Money Market Fund — 5.2%          
Dreyfus Government Cash Management Fund, Institutional Shares, 3.58%(d)          
(Cost $19,558,180)    19,558,180    19,558,180 
           
           
Total Investments — 102.9%
(Cost $381,393,619)
        389,747,515 
Other Assets and Liabilities,
Net — (2.9)%
        (11,011,971)
Net Assets — 100.0%       $378,735,544 

 


(a) The security was issued on a discount basis with no stated coupon rate. Rate shown reflects the effective yield.
(b) Variable rate securities that may be tendered back to the issuer at any time prior to maturity at par. Rate shown is the rate in effect as of January 31, 2026.
(c) Adjustable rate security with an interest rate that is not based on a published reference index and spread. The rate is based on the structure of the agreement and current market conditions.
(d) Reflects the 1-day yield at January 31, 2026.

 

Abbreviations
AG  - Assured Guaranty Ltd.
AMBAC  - Ambac Assurance Corp.
BAM  - Build America Mutual Assurance Co.
CR  - Custodial Receipts
FGIC  - Financial Guaranty Insurance Co.
GTD  - Guaranteed
IBC  - Insured Bond Certificate
ICC  - Insured Custody Certificate
MUN GOVT GTD  - Municipal Government Guaranteed
NATL  - National Public Finance Guarantee Corp.
PSF-GTD  - Permanent School Fund Guaranteed
SCH BD GTY  - School Bond Guaranty Program
SOFR  - Secured Overnight Financing Rate
ST AID WITHHLDG  - State Aid Withholding
ST INTERCEPT  - State Tax Intercept
TCRS  - Transferable Custodial Receipts

 

 

 

 

Schedule of Investments ─ NYLI MacKay Muni Insured ETF (continued)


January 31, 2026 (unaudited)

 

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:(e)                    
Municipal Bonds   $   $370,189,335   $   $370,189,335 
Short-Term Investment:                    
Money Market Fund    19,558,180            19,558,180 
Total Investments in Securities   $19,558,180   $370,189,335   $   $389,747,515 

 

(e) For a complete listing of investments and their states, see the Schedule of Investments.

 

For the period ended January 31, 2026, the Fund did not have any transfers into or out of Level 3 within the fair value hierarchy.