Schedule of Investments ─ NYLI MacKay Muni Short Duration ETF


January 31, 2026 (unaudited)

 

   Principal
Amount
  Value
Long-Term Bonds — 101.6%
 
Corporate Bonds — 3.4%          
Lifespan Corp.          
Series 2025          
5.050%, due 2/15/30   $500,000   $506,997 
Toledo Hospital (The)          
Series B          
5.325%, due 11/15/28    750,000    761,637 
Toll Road Investors Partnership II LP          
6.220%, due 2/15/29(a)    500,000    416,182 
6.670%, due 2/15/32(a)    400,000    270,805 
Total Corporate Bonds          
(Cost $1,952,212)        1,955,621 
           
Municipal Bonds — 98.2%          
           
Alabama — 4.1%          
Black Belt Energy Gas District, Revenue Bonds          
4.000%, due 10/1/52(b)(c)    100,000    101,096 
Series B          
5.000%, due 12/1/30    100,000    107,029 
Southeast Energy Authority A Cooperative District, Revenue Bonds          
Series A          
4.000%, due 11/1/51(b)(c)    400,000    407,592 
Series C          
5.000%, due 5/1/55(b)(c)    405,000    433,042 
Series E          
5.000%, due 10/1/30    500,000    542,853 
State of Alabama Docks Department, Revenue Bonds          
Series A Insured: AGM          
5.000%, due 10/1/27    750,000    774,415 
         2,366,027 
Alaska — 0.6%          
Alaska Municipal Bond Bank Authority, Revenue Bonds          
Series A          
5.500%, due 10/1/42    350,000    361,867 
           
Arizona — 2.6%          
Maricopa County Industrial Development Authority, Revenue Bonds          
4.375%, due 5/1/33    500,000    498,138 
Tempe Industrial Development Authority, Revenue Bonds          
Series 2          
3.500%, due 12/1/30    1,000,000    1,003,948 
         1,502,086 
California — 4.0%          
California Community Choice Financing Authority, Revenue Bonds          
5.000%, due 7/1/53(b)(c)    420,000    444,194 
Series B          
5.000%, due 1/1/55(b)(c)    475,000    501,255 
California Municipal Finance Authority, Revenue Bonds          
Series A          
2.950%, due 1/1/56(b)(c)    500,000    502,818 
5.000%, due 12/1/27    100,000    102,970 

 

   Principal
Amount
  Value
Municipal Bonds (continued)          
           
California (continued)          
Los Angeles Department of Water & Power, Revenue Bonds          
Series B          
5.000%, due 7/1/30   $200,000   $222,204 
State of California, General Obligation Bonds          
4.875%, due 9/1/30    500,000    519,716 
         2,293,157 
Colorado — 1.8%          
Adams & Arapahoe Counties Joint School District 28J Aurora, General Obligation Bonds          
Insured: ST AID WITHHLDG          
5.500%, due 12/1/26    300,000    308,186 
Southglenn Metropolitan District, General Obligation Bonds          
5.000%, due 12/1/30    755,000    755,789 
         1,063,975 
Connecticut — 0.9%          
Connecticut State Higher Education Supplement Loan Authority, Revenue Bonds          
Series 2          
5.000%, due 11/15/45(b)(c)    500,000    501,762 
           
Florida — 3.3%          
County of Miami-Dade Seaport Department, Revenue Bonds          
Series A          
5.000%, due 10/1/30    450,000    489,247 
Currents Community Development District, Special Assessment          
Series A          
3.500%, due 5/1/30    290,000    287,782 
Epperson North Community Development District, Special Assessment          
Series A          
3.100%, due 11/1/31    250,000    240,872 
Florida Housing Finance Corp., Revenue Bonds          
Series D          
3.000%, due 3/1/43(b)(c)    250,000    250,621 
Village Community Development District No 13, Special Assessment          
2.550%, due 5/1/31    250,000    242,433 
Village Community Development District No 15, Special Assessment          
4.250%, due 5/1/28    385,000    390,278 
         1,901,233 
Georgia — 7.1%          
Atlanta Development Authority (The), Revenue Bonds          
Series B          
8.125%, due 7/1/30    1,000,000    981,786 
Atlanta Urban Residential Finance Authority, Revenue Bonds          
3.200%, due 5/1/29(b)(c)    1,000,000    1,004,410 
Fulton County Residential Care Facilities for the Elderly Authority, Revenue Bonds          
5.000%, due 7/1/31    1,000,000    1,006,225 

 

 

 

 

Schedule of Investments ─ NYLI MacKay Muni Short Duration ETF (continued)


January 31, 2026 (unaudited)

 

   Principal
Amount
  Value
Municipal Bonds (continued)          
           
Georgia (continued)          
Main Street Energy, Inc., Revenue Bonds          
Series D          
5.000%, due 12/1/33   $500,000   $539,625 
Main Street Natural Gas, Inc., Revenue Bonds          
Series C          
4.000%, due 5/1/52(b)(c)    150,000    152,835 
Series E          
5.000%, due 5/1/55(b)(c)    400,000    430,814 
         4,115,695 
Guam — 0.6%          
Territory of Guam, Revenue Bonds          
Series F          
5.000%, due 1/1/29    315,000    333,893 
           
Hawaii — 0.8%          
Kauai County Community Facilities District, Special Tax          
4.000%, due 5/15/30    470,000    482,706 
           
Illinois — 5.0%          
Sales Tax Securitization Corp., Revenue Bonds          
Series A          
5.000%, due 1/1/28    465,000    484,727 
State of Illinois, General Obligation Bonds          
Series D          
5.000%, due 11/1/27    500,000    520,785 
Village of Pingree Grove IL, Special Tax          
Insured: BAM          
3.500%, due 3/1/31    1,250,000    1,260,735 
Village of Rantoul IL, General Obligation Bonds          
Insured: AG          
5.000%, due 1/1/29    580,000    616,107 
         2,882,354 
Indiana — 6.0%          
Center Grove Community School Corp., General Obligation Bonds          
Insured: ST AID INTERCEPT          
5.000%, due 1/1/27    250,000    254,472 
Indiana Finance Authority, Revenue Bonds          
Series 1          
5.000%, due 10/1/64(b)(c)    250,000    268,846 
Series C          
3.000%, due 11/1/30    250,000    246,557 
Indiana Housing & Community Development Authority, Revenue Bonds          
Series 3 Insured: GNMA/FNMA/FHLMC          
6.500%, due 7/1/54    390,000    411,597 
Series B Insured: GNMA/FNMA/FHLMC          
1.800%, due 7/1/32    200,000    177,572 
Series B2 Insured: GNMA/FNMA/FHLMC          
4.000%, due 1/1/28    100,000    101,371 
Indiana Secondary Market for Education Loans, Inc., Revenue Bonds          
Series 1A          
5.000%, due 6/1/28    400,000    414,171 

 

   Principal
Amount
  Value
Municipal Bonds (continued)          
           
Indiana (continued)          
Indianapolis Local Public Improvement Bond Bank, Revenue Bonds          
Series B2          
5.000%, due 1/1/28   $450,000   $469,348 
New Palestine Community Schools, General Obligation Bonds          
Insured: ST AID INTERCEPT          
5.000%, due 1/15/27    350,000    357,926 
Seymour Elementary School Building Corp., Revenue Bonds          
Insured: ST AID INTERCEPT          
5.000%, due 7/15/27    750,000    775,014 
         3,476,874 
Iowa — 0.9%          
Kirkwood Community College, General Obligation Bonds          
3.000%, due 6/1/32    500,000    500,170 
           
Kansas — 0.8%          
County of Johnson KS, General Obligation Bonds          
Series A          
2.000%, due 9/1/31    500,000    466,827 
           
Kentucky — 2.4%          
Kentucky Higher Education Student Loan Corp., Revenue Bonds          
Series 2          
5.255%, due 6/1/28    500,000    511,891 
Kentucky Housing Corp., Revenue Bonds          
Series D Insured: GNMA/FNMA/FHLMC          
6.500%, due 7/1/55    450,000    479,364 
Kentucky Public Energy Authority, Revenue Bonds          
Series A          
5.250%, due 6/1/55(b)(c)    400,000    425,625 
         1,416,880 
Louisiana — 0.9%          
Louisiana Public Facilities Authority, Revenue Bonds          
Series B          
5.000%, due 5/15/30    450,000    490,846 
           
Maryland — 1.4%          
Maryland Health & Higher Educational Facilities Authority, Revenue Bonds          
5.000%, due 7/1/26    800,000    808,296 
           
Michigan — 2.5%          
City of Muskegon Heights MI Water Supply System Revenue, Revenue Bonds          
Insured: NATL          
4.500%, due 11/1/30    285,000    285,367 

 

 

 

 

Schedule of Investments ─ NYLI MacKay Muni Short Duration ETF (continued)


January 31, 2026 (unaudited)

 

   Principal
Amount
  Value
Municipal Bonds (continued)          
           
Michigan (continued)          
Michigan Finance Authority, Revenue Bonds          
Series A          
3.267%, due 6/1/39   $170,000   $161,802 
Series MI          
3.130%, due 12/1/39(b)(c)    1,000,000    1,000,119 
         1,447,288 
Minnesota — 2.6%          
City of Mankato MN, General Obligation Bonds          
Series A          
2.125%, due 2/1/27    500,000    497,284 
County of Washington MN, General Obligation Bonds          
Series A          
2.100%, due 2/1/27    500,000    496,363 
Minnesota Housing Finance Agency, Revenue Bonds          
Series U Insured: GNMA/FNMA/FHLMC          
6.500%, due 7/1/54    495,000    522,393 
         1,516,040 
Missouri — 0.5%          
Kansas City Land Clearance Redevelopment Authority, Tax Allocation          
Series B          
4.375%, due 2/1/31    275,000    275,452 
           
Montana — 0.2%          
City of Forsyth MT, Revenue Bonds          
Series A          
3.875%, due 10/1/32    100,000    104,302 
           
Nebraska — 0.5%          
Nebraska Investment Finance Authority, Revenue Bonds          
Series H Insured: GNMA/FNMA/FHLMC          
6.500%, due 9/1/53    250,000    263,473 
           
Nevada — 0.5%          
Sparks Tourism Improvement District No 1, Revenue Bonds          
3.875%, due 6/15/28    275,000    276,413 
           
New Hampshire — 3.6%          
New Hampshire Business Finance Authority, Revenue Bonds          
4.000%, due 1/1/30    280,000    284,410 
Series A          
4.000%, due 12/1/28    1,000,000    1,021,241 
New Hampshire Housing Finance Authority, Revenue Bonds          
Series C Insured: GNMA/FNMA/FHLMC          
6.500%, due 7/1/56    445,000    513,278 

 

   Principal
Amount
  Value
Municipal Bonds (continued)          
           
New Hampshire (continued)          
State of New Hampshire, General Obligation Bonds          
Series B          
3.000%, due 11/1/29   $250,000   $250,033 
         2,068,962 
New Jersey — 2.6%          
New Jersey Higher Education Student Assistance Authority, Revenue Bonds          
Series 1B          
5.000%, due 12/1/27    500,000    517,765 
Township of Piscataway NJ, General Obligation Bonds          
3.000%, due 10/15/27    1,000,000    1,005,063 
         1,522,828 
New Mexico — 1.1%          
New Mexico Mortgage Finance Authority, Revenue Bonds          
Series A          
5.750%, due 3/1/57    500,000    556,762 
Series C Insured: GNMA/FNMA/FHLMC          
3.450%, due 9/1/32    100,000    101,587 
         658,349 
New York — 9.3%          
City of New York NY, General Obligation Bonds          
Series 2          
1.950%, due 2/1/55(b)(c)    1,000,000    1,000,000 
Fallsburg Central School District, General Obligation Bonds          
Insured: BAM          
2.000%, due 6/15/32    400,000    360,814 
New York City Housing Development Corp., Revenue Bonds          
Series 2024-8SPR A          
5.458%, due 12/15/43    1,000,000    1,022,810 
New York City Transitional Finance Authority Future Tax Secured Revenue, Revenue Bonds          
Series 2          
1.950%, due 5/1/55(b)(c)    800,000    800,000 
New York Power Authority, Revenue Bonds          
Series A Insured: AG          
5.749%, due 11/15/33    250,000    268,384 
New York State Energy Research & Development Authority, Revenue Bonds          
Series A          
5.822%, due 4/1/28    500,000    503,618 
West Athens Lime Street Fire District, G.O. Unltd Notes          
4.250%, due 9/3/26    250,000    251,679 
Westchester Tobacco Asset Securitization Corp., Revenue Bonds          
Series B          
5.000%, due 6/1/26    1,200,000    1,207,951 
         5,415,256 

 

 

 

 

Schedule of Investments ─ NYLI MacKay Muni Short Duration ETF (continued)


January 31, 2026 (unaudited)

 

   Principal
Amount
  Value
Municipal Bonds (continued)          
           
North Carolina — 3.8%          
Cumberland County Industrial Facilities & Pollution Control Financing Authority, Revenue Bonds          
3.125%, due 12/1/27(b)(c)   $1,000,000   $1,000,816 
North Carolina Housing Finance Agency, Revenue Bonds          
Insured: GNMA/FNMA/FHLMC          
6.500%, due 1/1/56    450,000    519,881 
North Carolina Medical Care Commission, Revenue Bonds          
3.450%, due 11/1/30    500,000    501,874 
Series 1          
3.750%, due 10/1/30    200,000    201,051 
         2,223,622 
North Dakota — 0.5%          
City of Grand Forks ND, General Obligation Bonds          
Series A          
2.250%, due 12/1/28    215,000    211,707 
Series B          
2.500%, due 12/1/28    100,000    99,514 
         311,221 
Ohio — 1.7%          
County of Fayette OH, Revenue Bonds          
Insured: AG          
5.250%, due 12/1/28    500,000    533,391 
Ohio Air Quality Development Authority, Revenue Bonds          
3.250%, due 9/1/29    465,000    465,565 
         998,956 
Oregon — 0.8%          
City of Redmond OR, General Obligation Bonds          
Series A          
5.000%, due 6/1/30    450,000    489,172 
           
Pennsylvania — 3.6%          
Pennsylvania Higher Education Assistance Agency, Revenue Bonds          
Series 1A          
5.000%, due 6/1/30    450,000    478,799 
Pennsylvania Turnpike Commission, Revenue Bonds          
5.000%, due 12/1/29    1,250,000    1,367,462 
Philadelphia Housing Authority, Revenue Bonds          
Series A          
5.000%, due 3/1/28    250,000    260,867 
         2,107,128 
Rhode Island — 1.2%          
Rhode Island Health and Educational Building Corp., Revenue Bonds          
Series A Insured: AG          
5.000%, due 7/1/29    75,000    80,007 
5.000%, due 7/1/30    100,000    108,373 
5.000%, due 7/1/31    200,000    218,872 

 

   Principal
Amount
  Value
Municipal Bonds (continued)          
           
Rhode Island (continued)          
Rhode Island Student Loan Authority, Revenue Bonds          
Series A          
5.000%, due 12/1/29   $250,000   $267,658 
         674,910 
Tennessee — 2.1%          
County of Campbell TN, General Obligation Bonds          
Insured: AG          
2.000%, due 6/1/31    400,000    374,896 
Metropolitan Nashville Airport Authority (The), Revenue Bonds          
Series B          
5.000%, due 7/1/31    310,000    344,162 
New Memphis Arena Public Building Authority, Revenue Bonds          
1.090%, due 4/1/27(a)    475,000    474,078 
         1,193,136 
Texas — 12.5%          
Andrews County Hospital District, General Obligation Bonds          
5.000%, due 3/15/29    355,000    375,585 
City of San Antonio TX Airport System, Revenue Bonds          
Series A          
5.000%, due 7/1/26    400,000    403,981 
Harris County Municipal Utility District No 490, General Obligation Bonds          
Insured: BAM          
6.500%, due 3/1/28    790,000    851,154 
Las Varas Public Facility Corp., Revenue Bonds          
Series A          
3.350%, due 11/1/44(b)(c)    600,000    600,443 
Leander Independent School District, General Obligation Bonds          
Series A Insured: PSF-GTD          
2.620%, due 8/15/28(a)    450,000    421,175 
Matagorda County Navigation District No 1, Revenue Bonds          
2.600%, due 11/1/29    430,000    419,098 
Mckinney Municipal Utility District No 2, General Obligation Bonds          
Insured: BAM          
6.500%, due 9/1/31    750,000    838,597 
Midland County Fresh Water Supply District No 1, Revenue Bonds          
Series A          
4.200%, due 9/15/32(a)    500,000    379,822 
New Hope Cultural Education Facilities Finance Corp., Revenue Bonds          
5.000%, due 1/1/30    895,000    949,511 
Texas Department of Housing & Community Affairs, Revenue Bonds          
Series B Insured: GNMA COLL          
3.650%, due 1/1/28    500,000    506,698 
Texas Municipal Gas Acquisition & Supply Corp. VI, Revenue Bonds          
5.000%, due 1/1/27    700,000    712,624 

 

 

 

 

Schedule of Investments ─ NYLI MacKay Muni Short Duration ETF (continued)


January 31, 2026 (unaudited)

 

   Principal
Amount
  Value
Municipal Bonds (continued)          
           
Texas (continued)          
University of Houston, Revenue Bonds          
Series A          
5.000%, due 2/15/28   $175,000   $175,391 
Viridian Municipal Management District, General Obligation Bonds          
Insured: BAM          
6.250%, due 12/1/26    620,000    637,653 
         7,271,732 
Virginia — 1.3%          
Virginia Housing Development Authority, Revenue Bonds          
Series 1          
3.550%, due 1/1/27    500,000    502,942 
Series G          
3.125%, due 7/1/56(b)(c)    250,000    250,030 
         752,972 
West Virginia — 0.6%          
West Virginia Economic Development Authority, Revenue Bonds          
Series RE          
3.300%, due 1/1/41(b)(c)    350,000    353,508 
           
Wisconsin — 3.5%          
PMA Levy & Aid Anticipation Notes Program, Revenue Notes          
Series B          
5.000%, due 4/2/26    1,490,000    1,495,961 
Wisconsin Housing & Economic Development Authority Home Ownership Revenue, Revenue Bonds          
Series A Insured: GNMA/FNMA/FHLMC          
5.750%, due 9/1/56    500,000    557,037 
         2,052,998 
Total Municipal Bonds          
(Cost $56,370,928)        56,942,366 
           

 

   Shares  Value
Short-Term Investment — 0.6%          
Money Market Fund — 0.6%          
Dreyfus Government Cash Management Fund, Institutional Shares, 3.58%(d)          
(Cost $359,970)    359,970    359,970 
           
           
Total Investments — 102.2%
(Cost $58,683,110)
        59,257,957 
Other Assets and Liabilities,
Net — (2.2)%
        (1,274,223)
Net Assets — 100.0%       $57,983,734 

 


(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
AGM  - Assured Guaranty Municipal Corp.
BAM  - Build America Mutual Assurance Co.
GTD  - Guaranteed
NATL  - National Public Finance Guarantee Corp.
PSF-GTD  - Permanent School Fund Guaranteed
ST AID WITHHLDG  - State Aid Withholding

 

 

 

 

Schedule of Investments ─ NYLI MacKay Muni Short Duration 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)                    
Corporate Bonds   $   $1,955,621   $   $1,955,621 
Municipal Bonds        56,942,366        56,942,366 
Short-Term Investment:                    
Money Market Fund    359,970            359,970 
Total Investments in Securities   $359,970   $58,897,987   $   $59,257,957 

 


(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.