Schedule of Investments ─ NYLIM MacKay Muni Insured ETF (formerly, NYLI MacKay Muni Insured ETF)

 

July 31, 2026 (unaudited)

 

   Principal
Amount
   Value 
Municipal Bonds — 95.8%          
           
Alabama — 1.5%          
Alabama State University, Revenue Bonds          
Insured: AG          
5.500%, due 9/1/45   $2,000,000   $2,163,753 
5.750%, due 9/1/50    2,250,000    2,434,851 
State of Alabama Docks Department, Revenue Bonds          
Series A Insured: AG          
5.000%, due 10/1/27    2,200,000    2,240,590 
         6,839,194 
Alaska — 1.9%          
Alaska Railroad Corp., Revenue Bonds          
Insured: AG          
6.000%, due 10/1/50    2,750,000    2,973,280 
Municipality of Anchorage AK, Revenue Bonds          
Series A Insured: AG          
5.000%, due 2/1/61    2,250,000    2,211,585 
5.750%, due 2/1/51    3,250,000    3,491,407 
         8,676,272 
California — 8.7%          
Buellton Union School District, General Obligation Bonds          
Insured: AG          
4.080%, due 2/1/34(a)    1,305,000    963,758 
California Community Choice Financing Authority, Revenue Bonds          
Series 2          
3.895%, (SOFR + 1.45%), due 4/1/56(b)    2,000,000    1,985,373 
Series G          
5.000%, due 11/1/55(b)(c)    2,500,000    2,548,854 
City of San Mateo CA, Special Tax          
Insured: BAM          
5.250%, due 9/1/37    4,460,000    4,878,605 
Fontana Unified School District, General Obligation Bonds          
Insured: AG          
2.375%, due 8/1/44    2,500,000    1,747,339 
Foothill-De Anza Community College District, General Obligation Bonds          
Series 99 Insured: NATL-IBC FGIC          
2.750%, due 8/1/29(a)    1,050,000    967,280 
Los Angeles Department of Water & Power, Revenue Bonds          
Series A Insured: BAM          
5.000%, due 7/1/37    3,000,000    3,286,745 
5.000%, due 7/1/55    5,250,000    5,324,639 
Series E          
5.000%, due 7/1/48    1,575,000    1,607,170 
Los Angeles Department of Water & Power Water System Revenue, Revenue Bonds          
Series C Insured: BAM          
5.000%, due 7/1/42    2,500,000    2,653,206 
McKinleyville Community Service District, Certificates of Participation          
Series B Insured: BAM          
2.250%, due 9/15/41    500,000    350,466 
   Principal
Amount
   Value 
Municipal Bonds (continued)          
           
California (continued)          
Oak Grove School District, General Obligation Bonds          
Series 2 Insured: BAM          
4.640%, due 6/1/46(a)   $4,000,000   $1,610,105 
Oroville Union High School District, General Obligation Bonds          
Series 08 Insured: AG          
3.020%, due 8/1/29(a)    1,230,000    1,124,105 
River Islands Public Financing Authority, Special Tax          
Series 1 Insured: AG          
5.250%, due 9/1/52    735,000    766,416 
Riverside County Transportation Commission, Revenue Bonds          
Insured: BAM          
3.000%, due 6/1/49    2,592,000    2,018,370 
Sacramento City Unified School District, General Obligation Bonds          
Series C Insured: AG          
5.500%, due 8/1/54    2,500,000    2,618,718 
Southern California Public Power Authority, Revenue Bonds          
Series 1 Insured: BAM          
5.250%, due 7/1/50    3,875,000    4,092,553 
Twin Rivers Unified School District, General Obligation Bonds          
Insured: AG          
4.740%, due 8/1/41(a)    2,000,000    990,455 
Washington Unified School District/Yolo County CA, General Obligation Bonds          
Series A Insured: NATL          
3.216%, due 8/1/26(a)    1,100,000    1,100,000 
         40,634,157 
Colorado — 3.7%          
Arista Metropolitan District, General Obligation Bonds          
Series A Insured: BAM          
5.000%, due 12/1/48    2,650,000    2,695,657 
Castle Oaks Metropolitan District No 3, General Obligation Bonds          
Insured: AG          
4.000%, due 12/1/45    2,050,000    1,885,427 
City of Fort Morgan CO Wastewater Revenue, Revenue Bonds          
Insured: BAM          
5.250%, due 12/1/56    1,250,000    1,307,244 
Colorado Educational & Cultural Facilities Authority, Revenue Bonds          
Insured: BAM-TCRS MORAL OBLIG          
4.000%, due 9/1/46    2,385,000    2,110,314 
Grand River Hospital District, General Obligation Bonds          
Insured: AG          
6.000%, due 12/1/38    1,600,000    1,847,316 
6.000%, due 12/1/40    1,430,000    1,630,447 
6.000%, due 12/1/42    1,800,000    2,041,842 
6.000%, due 12/1/44    1,125,000    1,268,222 
6.000%, due 12/1/45    1,175,000    1,320,340 

 

 

 

 

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

 

July 31, 2026 (unaudited)

 

   Principal
Amount
   Value 
Municipal Bonds (continued)          
           
Colorado (continued)          
Trails at Crowfoot Metropolitan District No 3, General Obligation Bonds          
Series A Insured: AG          
5.000%, due 12/1/39   $1,000,000   $1,051,634 
         17,158,443 
Connecticut — 0.7%          
Aquarion Water Authority, Revenue Bonds          
Series E Insured: BAM          
5.300%, due 8/1/52(a)    2,550,000    653,763 
Connecticut State Health & Educational Facilities Authority, Revenue Bonds          
Series A Insured: AG          
5.500%, due 7/1/51    2,440,000    2,620,278 
         3,274,041 
District of Columbia — 0.2%          
Metropolitan Washington Airports Authority Dulles Toll Road Revenue, Revenue Bonds          
Insured: BAM          
4.830%, due 10/1/37(a)    1,500,000    880,556 
           
Florida — 6.0%          
Collier County Industrial Development Authority, Revenue Bonds          
Series A Insured: AG          
5.250%, due 10/1/52    4,750,000    4,852,458 
County of Miami-Dade Seaport Department, Revenue Bonds          
Series 1 Insured: AG          
4.000%, due 10/1/41    1,425,000    1,332,136 
County of Osceola FL Transportation Revenue, Revenue Bonds          
Series A-2 Insured: AG-CR          
4.780%, due 10/1/40(a)    1,250,000    639,758 
Series AG Insured: AG-CR          
4.950%, due 10/1/41(a)    1,015,000    483,367 
County of Pasco FL, Revenue Bonds          
Insured: AG          
5.000%, due 9/1/48    4,675,000    4,735,810 
Series A Insured: AG          
5.250%, due 9/1/28    1,000,000    1,044,444 
County of Pasco FL Solid Waste Disposal & Resource Recovery System Revenue, Revenue Bonds          
Series B          
5.500%, due 10/1/56    4,135,000    4,218,566 
Halifax Hospital Medical Center, Revenue Bonds          
Series AG Insured: AG-CR          
3.750%, due 6/1/41    3,605,000    3,220,488 
4.000%, due 6/1/46    1,665,000    1,462,391 
Putnam County School District, General Obligation Bonds          
Insured: BAM          
5.000%, due 7/1/47    4,005,000    4,135,691 
Tolomato Community Development District, Special Assessment          
Series A1 Insured: AG          
3.750%, due 5/1/40    2,260,000    2,035,773 
         28,160,882 
   Principal
Amount
   Value 
Municipal Bonds (continued)          
           
Georgia — 0.5%          
Savannah Georgia Convention Center Authority, Revenue Bonds          
Series C Insured: AG          
5.500%, due 6/1/50   $2,400,000   $2,515,702 
           
Idaho — 0.2%          
Idaho Housing & Finance Association, Revenue Bonds          
Insured: SCH BD GTY          
5.250%, due 5/1/42    800,000    810,008 
           
Illinois — 17.5%          
Chicago Board of Education, General Obligation Bonds          
Series 1 Insured: NATL          
3.610%, due 12/1/27(a)    1,500,000    1,429,895 
Series AG Insured: AG-ICC FGIC          
5.500%, due 12/1/26    555,000    559,228 
Chicago Board of Education Dedicated Capital Improvement Tax, Revenue Bonds          
5.250%, due 4/1/35    1,750,000    1,875,091 
Insured: BAM          
5.750%, due 4/1/48    750,000    789,011 
Chicago Midway International Airport, Revenue Bonds          
Series A Insured: BAM          
5.750%, due 1/1/42    2,000,000    2,151,390 
Chicago O'Hare International Airport, Revenue Bonds          
Insured: BAM          
5.250%, due 1/1/42    1,470,000    1,544,772 
Series A Insured: AG          
5.500%, due 1/1/53    4,500,000    4,605,425 
Chicago Transit Authority Sales Tax Receipts Fund, Revenue Bonds          
Series A Insured: BAM          
4.000%, due 12/1/50    4,700,000    4,166,461 
City of Chicago IL Wastewater Transmission Revenue, Revenue Bonds          
Series A Insured: AG          
5.250%, due 1/1/48    2,000,000    2,072,285 
City of Chicago IL Waterworks Revenue, Revenue Bonds          
Series A Insured: AG          
5.500%, due 11/1/62    1,420,000    1,467,844 
Series A Insured: BAM          
5.250%, due 11/1/61    5,000,000    5,171,400 
City of Joliet IL, General Obligation Bonds          
Insured: BAM          
5.500%, due 12/15/44    3,750,000    3,978,796 
City of Springfield IL Electric Revenue, Revenue Bonds          
Insured: BAM          
3.000%, due 3/1/37    2,000,000    1,830,471 
Cook County High School District No 205 Thornton Township, General Obligation Bonds          
Insured: BAM          
5.000%, due 12/1/43    5,450,000    5,695,042 

 

 

 

 

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

 

July 31, 2026 (unaudited)

 

   Principal
Amount
   Value 
Municipal Bonds (continued)          
           
Illinois (continued)          
Grand Prairie Water Commission, Revenue Bonds          
Insured: BAM          
5.250%, due 1/1/55   $1,315,000   $1,347,606 
La Salle County Community Unit School District No 2 Serena, General Obligation Bonds          
Insured: BAM          
5.500%, due 12/1/38    1,825,000    1,961,020 
5.500%, due 10/1/42    1,260,000    1,337,917 
Madison County Community Unit School District No 7 Edwardsville, General Obligation Bonds          
Insured: AG          
5.000%, due 12/1/39    4,060,000    4,343,638 
Metropolitan Pier & Exposition Authority, Revenue Bonds          
Series AG Insured: AG-CR          
4.000%, due 6/15/50    1,735,000    1,502,804 
Northern Illinois University, Revenue Bonds          
Insured: BAM          
4.000%, due 10/1/40    400,000    377,774 
4.000%, due 10/1/41    400,000    374,803 
Sales Tax Securitization Corp., Revenue Bonds          
Insured: BAM          
4.000%, due 1/1/48    1,060,000    935,802 
Series A Insured: BAM          
5.000%, due 1/1/37    1,200,000    1,250,973 
Series C Insured: BAM          
5.250%, due 1/1/48    2,500,000    2,544,532 
Sangamon & Christian Counties Community Unit School District No 3A Rochester, General Obligation Bonds          
Insured: BAM          
5.500%, due 2/1/47    1,590,000    1,662,609 
Sangamon County School District No 186 Springfield, General Obligation Bonds          
Insured: BAM          
5.500%, due 6/1/50    5,130,000    5,406,414 
Series D Insured: BAM          
5.500%, due 6/1/66    4,400,000    4,594,660 
Southwestern Illinois Development Authority, Revenue Bonds          
Insured: BAM          
5.000%, due 12/1/32    600,000    652,024 
5.000%, due 12/1/36    800,000    867,274 
5.000%, due 12/1/39    650,000    682,868 
5.500%, due 12/1/40    2,700,000    2,895,150 
6.000%, due 12/1/45    500,000    562,255 
6.000%, due 12/1/46    500,000    558,190 
Series B Insured: BAM          
5.500%, due 4/1/50    4,000,000    4,155,982 
St Clair County Community Unit School District No 187 Cahokia, General Obligation Bonds          
Series A Insured: AG          
5.000%, due 1/1/49    1,185,000    1,192,294 
State of Illinois, General Obligation Bonds          
5.750%, due 5/1/45    1,000,000    1,046,803 
   Principal
Amount
   Value 
Municipal Bonds (continued)          
           
Illinois (continued)          
Will County School District No 114 Manhattan, General Obligation Bonds          
Insured: BAM          
5.500%, due 1/1/45   $3,765,000   $4,010,709 
         81,601,212 
Indiana — 2.2%          
City of Carmel IN Waterworks Revenue, Revenue Bonds          
Series C Insured: BAM          
5.250%, due 5/1/51    1,500,000    1,541,414 
Indiana Housing & Community Development Authority, Revenue Bonds          
Series 1 Insured: GNMA/FNMA/FHLMC          
4.700%, due 7/1/49    1,635,000    1,590,908 
Indiana Municipal Power Agency, Revenue Bonds          
Series A Insured: AG          
5.000%, due 1/1/43    3,810,000    4,036,597 
Tri-Creek 2002 High School Building Corp., Revenue Bonds          
Insured: ST INTERCEPT          
5.500%, due 7/15/43    3,000,000    3,241,453 
         10,410,372 
Iowa — 1.5%          
Cedar Rapids Community School District Infrastructure Sales Services & Use Tax, Revenue Bonds          
Insured: BAM          
5.250%, due 1/1/51    4,250,000    4,404,479 
City of West Des Moines IA, General Obligation Bonds          
Series B          
2.000%, due 6/1/39    1,235,000    891,366 
Clinton Community School District/IA Infrastructure Sales Services & Use Tax, Revenue Bonds          
Insured: AG          
4.000%, due 7/1/41    1,600,000    1,545,833 
West Delaware County Community School District Sales & Services Tax Revenue, Revenue Bonds          
Insured: BAM          
4.125%, due 6/1/41    325,000    320,728 
         7,162,406 
Kentucky — 1.4%          
Kentucky Bond Development Corp., Revenue Bonds          
Series A Insured: AG          
5.000%, due 7/1/46    3,000,000    3,068,469 
Kentucky Municipal Energy Agency, Revenue Bonds          
Insured: AG          
5.000%, due 1/1/55    2,000,000    2,024,352 
Northern Kentucky University, Revenue Bonds          
Series A Insured: AG ST INTERCEPT          
3.000%, due 9/1/37    1,805,000    1,546,838 
         6,639,659 

 

 

 

 

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

 

July 31, 2026 (unaudited)

 

   Principal
Amount
   Value 
Municipal Bonds (continued)          
           
Louisiana — 1.4%          
City of Lafayette LA Utilities Revenue, Revenue Bonds          
Insured: BAM          
5.000%, due 11/1/43   $1,500,000   $1,569,954 
City of Shreveport LA, General Obligation Bonds          
Insured: AG          
5.000%, due 3/1/49    1,500,000    1,515,657 
New Orleans Aviation Board, Revenue Bonds          
Series AG Insured: AG-CR          
5.250%, due 1/1/44    3,500,000    3,639,600 
         6,725,211 
Maine — 0.3%          
Maine Health & Higher Educational Facilities Authority, Revenue Bonds          
Series C Insured: AG ST AID WITHHLDG          
5.500%, due 7/1/40    1,180,000    1,267,646 
           
Massachusetts — 1.7%          
City of Worcester MA, General Obligation Bonds          
Insured: AG          
2.000%, due 2/15/34    1,000,000    865,131 
Massachusetts Development Finance Agency, Revenue Bonds          
Series C Insured: AG          
3.000%, due 10/1/45    1,945,000    1,445,575 
Series N Insured: AG          
5.500%, due 7/1/55    3,460,000    3,655,639 
Massachusetts Housing Finance Agency, Revenue Bonds          
Series 1          
3.100%, due 12/1/44    2,200,000    1,779,011 
         7,745,356 
Michigan — 1.6%          
Wayne County Airport Authority, Revenue Bonds          
Series B Insured: AG          
5.500%, due 12/1/48    7,000,000    7,315,337 
           
Missouri — 1.0%          
City of St Louis MO Airport Revenue, Revenue Bonds          
Series A Insured: AG          
5.250%, due 7/1/54    2,425,000    2,500,313 
Hickman Mills C-1 School District, General Obligation Bonds          
C-1 Insured: BAM          
5.750%, due 3/1/41    1,960,000    2,084,257 
         4,584,570 
Nebraska — 0.3%          
Omaha Airport Authority, Revenue Bonds          
Insured: AG          
5.250%, due 12/15/54    1,250,000    1,276,789 
           
   Principal
Amount
   Value 
Municipal Bonds (continued)          
           
Nevada — 0.3%          
Clark County School District, General Obligation Bonds          
Series C          
2.000%, due 6/15/28   $1,425,000   $1,390,999 
           
New Jersey — 0.8%          
Jersey City Municipal Utilities Authority, Revenue Bonds          
Series E Insured: BAM MUN GOVT GTD          
5.750%, due 10/15/51    1,000,000    1,096,597 
5.750%, due 10/15/55    1,665,000    1,811,890 
Newark Parking Authority (The), Revenue Bonds          
Insured: AG          
5.500%, due 2/1/51    1,000,000    1,014,753 
         3,923,240 
New York — 4.8%          
City of Long Beach NY, General Obligation Bonds          
Series B Insured: BAM          
5.250%, due 7/15/42    1,800,000    1,870,129 
New York City Industrial Development Agency, Revenue Bonds          
Insured: AG          
3.000%, due 3/1/49    1,265,000    916,161 
New York Power Authority, Revenue Bonds          
Series A Insured: AG          
5.250%, due 11/15/39    1,000,000    1,105,321 
5.250%, due 11/15/41    1,000,000    1,100,815 
New York State Dormitory Authority, Revenue Bonds          
Insured: AG          
5.250%, due 10/1/42    1,650,000    1,768,556 
New York Transportation Development Corp., Revenue Bonds          
Insured: AG          
5.000%, due 6/30/49    3,450,000    3,436,002 
5.500%, due 6/30/44    2,500,000    2,601,714 
6.000%, due 6/30/50    2,210,000    2,374,000 
6.000%, due 6/30/55    3,515,000    3,748,714 
Series A          
5.250%, due 1/1/50    2,500,000    2,493,914 
Westchester County Local Development Corp., Revenue Bonds          
Insured: AG          
5.750%, due 11/1/49    850,000    903,057 
         22,318,383 
North Carolina — 1.3%          
Greater Asheville Regional Airport Authority, Revenue Bonds          
Insured: AG          
5.250%, due 7/1/53    1,675,000    1,702,884 
Series A Insured: AG          
5.250%, due 7/1/41    3,250,000    3,404,759 
North Carolina Turnpike Authority, Revenue Bonds          
Series B Insured: AG          
5.160%, due 1/1/53(a)    4,000,000    1,042,032 
         6,149,675 

 

 

 

 

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

 

July 31, 2026 (unaudited)

 

   Principal
Amount
   Value 
Municipal Bonds (continued)          
           
North Dakota — 0.6%          
City of Grand Forks ND, Revenue Bonds          
Series A Insured: AG          
5.000%, due 12/1/53   $1,000,000   $1,001,729 
State Board of Higher Education of the State of North Dakota, Revenue Bonds          
Insured: AG          
5.250%, due 5/1/54    1,500,000    1,536,026 
         2,537,755 
Ohio — 2.0%          
City of Toledo OH, General Obligation Bonds          
Insured: AG          
5.500%, due 12/1/42    3,000,000    3,214,554 
County of Cuyahoga OH, Revenue Bonds          
5.000%, due 2/15/28    500,000    502,957 
County of Fayette OH, Revenue Bonds          
Insured: AG          
5.250%, due 12/1/45    2,000,000    2,114,475 
Green Local School District/Summit County, Certificates of Participation          
Insured: AG          
5.500%, due 11/1/47    3,000,000    3,103,649 
State of Ohio, Revenue Bonds          
Insured: AG          
5.000%, due 12/31/26    510,000    510,786 
         9,446,421 
Oregon — 0.7%          
Medford Hospital Facilities Authority, Revenue Bonds          
Series A Insured: AG          
2.500%, due 8/15/35    2,500,000    2,129,439 
Umatilla County School District No 6R Umatilla, General Obligation Bonds          
Series B Insured: SCH BD GTY          
4.770%, due 6/15/43(a)    2,800,000    1,263,389 
         3,392,828 
Pennsylvania — 6.3%          
Allegheny County Airport Authority, Revenue Bonds          
Series A Insured: AG          
5.500%, due 1/1/50    4,540,000    4,741,182 
Allentown City School District, General Obligation Bonds          
Series B Insured: BAM          
5.000%, due 6/1/36    750,000    751,003 
City of Philadelphia PA Airport Revenue, Revenue Bonds          
Insured: AG          
4.000%, due 7/1/46    3,500,000    3,138,344 
City of Philadelphia PA Water & Wastewater Revenue, Revenue Bonds          
Series C Insured: AG          
5.000%, due 9/1/44    1,250,000    1,325,649 
County of Lehigh PA, Revenue Bonds          
Series AG Insured: AG-CR          
4.000%, due 7/1/49    1,500,000    1,335,842 
   Principal
Amount
   Value 
Municipal Bonds (continued)          
           
Pennsylvania (continued)          
Montgomery County Higher Education and Health Authority, Revenue Bonds          
Series AG Insured: AG-CR          
4.000%, due 9/1/44   $1,040,000   $954,015 
Pennsylvania Economic Development Financing Authority, Revenue Bonds          
Insured: AG          
5.500%, due 6/30/42    3,625,000    3,851,558 
5.750%, due 12/31/62    4,250,000    4,418,784 
Pennsylvania Higher Educational Facilities Authority, Revenue Bonds          
Series A Insured: AG          
3.271%, (3 Month SOFR + 0.60%), due 7/1/27(b)    30,000    29,723 
Philadelphia Gas Works Co., Revenue Bonds          
Series A Insured: AG          
5.250%, due 8/1/54    2,000,000    2,073,750 
Pittsburgh Water & Sewer Authority, Revenue Bonds          
Series A Insured: AG          
5.000%, due 9/1/37    1,350,000    1,453,031 
5.000%, due 9/1/38    1,420,000    1,522,074 
Tulpehocken Area School District, General Obligation Bonds          
Insured: BAM          
5.250%, due 10/1/49    3,755,000    3,856,042 
         29,450,997 
Puerto Rico — 0.1%          
Puerto Rico Electric Power Authority, Revenue Bonds          
Series UU Insured: AG          
3.196%, (3 Month SOFR + 0.52%), due 7/1/29(b)    225,000    222,037 
           
Rhode Island — 0.9%          
Providence Public Building Authority, Revenue Bonds          
Series A Insured: AG          
5.250%, due 9/15/41    2,000,000    2,119,810 
Rhode Island Turnpike & Bridge Authority, Revenue Bonds          
Series A Insured: AG          
5.000%, due 10/1/36    1,000,000    1,107,876 
5.000%, due 10/1/39    1,025,000    1,099,212 
         4,326,898 
South Carolina — 1.2%          
Inman Campobello Water District, Revenue Bonds          
Insured: BAM          
5.000%, due 6/1/48    2,845,000    2,935,701 
South Carolina Public Service Authority, Revenue Bonds          
Series E Insured: AG          
5.250%, due 12/1/37    2,000,000    2,175,259 
5.750%, due 12/1/52    600,000    636,245 
         5,747,205 

 

 

 

 

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

 

July 31, 2026 (unaudited)

 

   Principal
Amount
   Value 
Municipal Bonds (continued)          
           
South Dakota — 1.7%          
Baltic School District No 49-1, General Obligation Bonds          
Series 1 Insured: AG          
5.500%, due 12/1/51   $3,080,000   $3,221,236 
City of Brandon SD Water Utility Revenue, Revenue Bonds          
Insured: BAM          
4.250%, due 8/1/42    1,470,000    1,448,154 
5.500%, due 8/1/47    2,915,000    3,093,080 
         7,762,470 
Texas — 13.9%          
Arlington Higher Education Finance Corp., Revenue Bonds          
Insured: PSF-GTD          
5.000%, due 8/15/42    3,190,000    3,341,495 
Cinco Southwest Municipal Utility District No 1, General Obligation Bonds          
Insured: BAM          
3.000%, due 12/1/36    650,000    573,045 
City of Aubrey TX, Special Assessment          
Insured: BAM          
5.000%, due 9/1/40    1,000,000    1,041,300 
City of Houston TX Hotel Occupancy Tax & Special Revenue, Revenue Bonds          
Series D Insured: AG          
5.250%, due 9/1/51    2,250,000    2,319,375 
5.500%, due 9/1/58    4,000,000    4,190,495 
Comal County Water Control & Improvement District No 6, General Obligation Bonds          
Insured: AG          
4.000%, due 9/1/46    1,880,000    1,700,169 
4.000%, due 9/1/47    1,980,000    1,768,278 
Denton Independent School District, General Obligation Bonds          
Insured: PSF-GTD          
2.000%, due 8/15/39    3,000,000    2,194,754 
2.000%, due 8/15/40    3,000,000    2,122,486 
Forney Independent School District, General Obligation Bonds          
Series A Insured: BAM          
4.600%, due 8/15/43(a)    1,660,000    764,468 
Fort Bend County Municipal Utility District No 134B, General Obligation Bonds          
Series B Insured: BAM          
3.000%, due 9/1/40    540,000    429,211 
3.000%, due 9/1/42    540,000    413,004 
Fort Bend County Municipal Utility District No 182, General Obligation Bonds          
Insured: AG          
2.500%, due 9/1/36    625,000    501,532 
Georgetown Independent School District, General Obligation Bonds          
Insured: PSF-GTD          
2.500%, due 8/15/35    2,220,000    1,942,689 
3.000%, due 8/15/41    2,670,000    2,213,099 
   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   $2,152,218 
Harris County Municipal Utility District No 171, General Obligation Bonds          
Insured: AG          
4.125%, due 12/1/52    1,500,000    1,309,791 
Harris County Municipal Utility District No 390, General Obligation Bonds          
Insured: BAM          
2.125%, due 4/1/37    565,000    442,326 
Harris County Municipal Utility District No 423, General Obligation Bonds          
Series A Insured: BAM          
5.000%, due 4/1/44    1,800,000    1,805,467 
Harris County Municipal Utility District No 457, General Obligation Bonds          
Insured: AG          
4.125%, due 3/1/47    1,670,000    1,517,549 
Harris County Municipal Utility District No 489, General Obligation Bonds          
Insured: BAM          
2.500%, due 9/1/40    575,000    433,547 
Harris County Municipal Utility District No 490, General Obligation Bonds          
Insured: AG          
5.000%, due 9/1/46    855,000    862,878 
Kaufman County Municipal Utility District No 3, General Obligation Bonds          
Insured: AG          
5.125%, due 3/1/46    1,415,000    1,426,199 
Lazy Nine Municipal Utility District No 1B, General Obligation Bonds          
Insured: BAM          
4.125%, due 3/1/39    605,000    601,151 
Series 1B Insured: AG          
3.000%, due 9/1/39    980,000    807,164 
Leander Municipal Utility District No 1, General Obligation Bonds          
Insured: AG          
6.375%, due 8/15/30    1,455,000    1,543,301 
Love Field Airport Modernization Corp., Revenue Bonds          
Insured: AG          
4.000%, due 11/1/35    3,195,000    3,137,516 
Lower Colorado River Authority, Revenue Bonds          
Insured: AG          
5.250%, due 5/15/53    2,085,000    2,149,162 
Montgomery County Municipal Utility District No 99, General Obligation Bonds          
Insured: AG          
6.750%, due 9/1/29    1,260,000    1,331,165 
Morningstar Ranch Municipal Utility District No 1 of Parker County, General Obligation Bonds          
Insured: BAM          
3.000%, due 9/1/43    545,000    404,791 

 

 

 

 

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

 

July 31, 2026 (unaudited)

 

   Principal
Amount
   Value 
Municipal Bonds (continued)          
           
Texas (continued)          
Mount Houston Road Municipal Utility District, General Obligation Bonds          
Insured: AG          
3.000%, due 3/1/40   $540,000   $429,200 
3.000%, due 3/1/41    560,000    433,777 
Parkway Utility District, General Obligation Bonds          
Insured: AG          
2.625%, due 3/1/40    1,650,000    1,259,794 
2.750%, due 3/1/41    2,075,000    1,569,385 
2.750%, due 3/1/42    2,120,000    1,573,441 
Sienna Municipal Utility District No 5, General Obligation Bonds          
Insured: BAM          
2.375%, due 11/1/43    650,000    438,938 
Sonterra Municipal Utility District, General Obligation Bonds          
Insured: AG          
2.625%, due 8/15/40    1,055,000    805,911 
Texas Municipal Power Agency, Revenue Bonds          
Insured: AG          
3.000%, due 9/1/35    1,345,000    1,218,372 
Texas State Technical College, Revenue Bonds          
Insured: AG          
5.250%, due 8/1/36    1,015,000    1,108,672 
5.500%, due 8/1/42    4,000,000    4,335,107 
Viridian Municipal Management District, General Obligation Bonds          
Insured: BAM          
3.000%, due 12/1/39    895,000    723,624 
Waller Consolidated Independent School District, General Obligation Bonds          
Insured: BAM          
4.000%, due 2/15/53    4,925,000    4,213,765 
Williamson County Municipal Utility District No 25, General Obligation Bonds          
Insured: AG          
4.500%, due 8/15/44    1,190,000    1,151,719 
         64,701,330 
Utah — 0.7%          
City of Salt Lake City UT Airport Revenue, Revenue Bonds          
Series AG Insured: AG-CR          
4.000%, due 7/1/51    2,385,000    2,084,687 
Heber Light & Power Co., Revenue Bonds          
Insured: BAM          
5.000%, due 12/15/47    1,000,000    1,021,162 
         3,105,849 
Virginia — 1.8%          
City of Suffolk VA, General Obligation Bonds          
Series A Insured: ST AID WITHHLDG          
1.875%, due 2/1/38    1,330,000    996,049 
   Principal
Amount
   Value 
Municipal Bonds (continued)          
           
Virginia (continued)          
Isle Wight County Industrial Development Authority, Revenue Bonds          
Insured: AG          
5.250%, due 7/1/53   $3,800,000   $3,863,486 
Norfolk Airport Authority, Revenue Bonds          
Series B Insured: BAM          
5.500%, due 7/1/56    3,300,000    3,425,568 
         8,285,103 
Washington — 2.4%          
State of Washington, General Obligation Bonds          
Series F Insured: NATL          
2.910%, due 12/1/26(a)    3,000,000    2,970,965 
Washington Health Care Facilities Authority, Revenue Bonds          
Series C Insured: AG          
5.000%, due 8/15/55(b)(c)    3,000,000    3,207,148 
Washington State Housing Finance Commission, Revenue Bonds          
Series A Insured: BAM          
5.000%, due 7/1/45    3,500,000    3,550,480 
5.250%, due 7/1/55    1,640,000    1,652,454 
         11,381,047 
West Virginia — 1.0%          
County of Ohio WV Special District Excise Tax Revenue, Revenue Bonds          
Series A Insured: AG          
5.500%, due 6/1/54    2,250,000    2,355,258 
West Virginia Hospital Finance Authority, Revenue Bonds          
Series B Insured: AG          
5.375%, due 9/1/53    2,255,000    2,330,517 
         4,685,775 
Wisconsin — 2.6%          
City of Shawano WI Electric System Revenue, Revenue Bonds          
Insured: AG          
4.500%, due 5/1/48    750,000    727,766 
4.550%, due 5/1/43    1,015,000    1,019,777 
5.000%, due 5/1/31    1,410,000    1,487,801 
Monroe School District, General Obligation Bonds          
Insured: AG          
4.000%, due 3/1/43    2,000,000    1,908,448 
Public Finance Authority          
Series 1          
5.400%, due 6/20/44    2,498,935    2,572,029 
Viroqua Area School District, General Obligation Bonds          
Insured: AG          
4.000%, due 3/1/41    1,455,000    1,410,934 
Wisconsin Center District, Revenue Bonds          
Series A Insured: BAM          
4.400%, due 12/15/37(a)    1,150,000    700,680 
Series C Insured: AG          
4.950%, due 12/15/45(a)    5,265,000    2,043,076 
         11,870,511 

 

 

 

 

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

 

July 31, 2026 (unaudited)

 

   Principal
Amount
   Value 
Municipal Bonds (continued)          
           
Wyoming — 0.4%          
Sweetwater County 2023 Specific Purpose Tax Joint Powers Board, Revenue Bonds          
Series AG Insured: AG-CR          
5.000%, due 6/15/28   $1,790,000   $1,857,192 
           
Total Municipal Bonds          
(Cost $447,561,683)        446,233,528 

 

   Shares   Value 
Short-Term Investment — 2.8%          
           
Money Market Fund — 2.8%          
BNY Dreyfus Government Cash Management Fund, Institutional Shares, 3.53%(d)          
(Cost $13,081,103)    13,081,103    13,081,103 
           
           
Total Investments — 98.6%
(Cost $460,642,786)
        459,314,631 
Other Assets and Liabilities,
Net — 1.4%
        6,632,270 
Net Assets — 100.0%       $465,946,901 

 

 

 

(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 July 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 July 31, 2026.

 

Abbreviations
AG  - Assured Guaranty Ltd.
BAM  - Build America Mutual Assurance Co.
CR  - Custodial Receipts
FGIC  - Financial Guaranty Insurance Co.
FHLMC  - Federal Home Loan Mortgage Corporation
FNMA  - Federal National Mortgage Association
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 ─ NYLIM MacKay Muni Insured ETF (formerly, NYLI MacKay Muni Insured ETF) (continued)

 

July 31, 2026 (unaudited)

 

The following is a summary of the inputs used to value the Fund's investments as of July 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   $—   $446,233,528   $—   $446,233,528 
Short-Term Investment:                    
Money Market Fund    13,081,103    —    —    13,081,103 
Total Investments in Securities   $13,081,103   $446,233,528   $—   $459,314,631 

 

 

 

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

 

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