FolioBeyond Alternative Income and Interest Rate Hedge ETF

Schedule of Investments

April 30, 2026 (Unaudited)

COLLATERALIZED MORTGAGE OBLIGATIONS - 94.0%(a)  Par   Value 
Federal Home Loan Mortgage Corp. REMICs          
Series 4591, Class QI, 3.50%, 04/15/2046  $2,489,828   $386,847 
Series 4791, Class JI, 4.00%, 05/15/2048   11,246,164    2,386,770 
Series 4912, Class PI, 4.00%, 06/25/2049   931,482    188,066 
Series 4998, Class GI, 4.00%, 08/25/2050   1,695,115    338,877 
Series 5018, Class IN, 5.50%, 10/25/2050   3,027,588    739,741 
Series 5023, Class IB, 4.50%, 10/25/2050   2,812,367    625,112 
Series 5058, Class IP, 3.50%, 12/25/2050   16,631,698    3,376,048 
Series 5068, Class AI, 3.00%, 11/25/2050   14,717,239    2,462,247 
Series 5070, Class IH, 3.50%, 02/25/2051   3,578,184    708,577 
Series 5086, Class BI, 3.00%, 03/25/2051   3,347,906    577,468 
Series 5094, Class CI, 3.50%, 04/25/2036   3,550,405    325,584 
Series 5102, Class MI, 4.50%, 04/25/2051   6,918,232    1,622,060 
Series 5145, Class IH, 3.00%, 09/25/2051   1,514,409    254,078 
Series 5151, Class HI, 4.00%, 08/25/2050   13,437,873    3,035,019 
Series 5153, Class PI, 3.00%, 10/25/2051   36,521,697    4,743,522 
Series 5159, Class BI, 3.00%, 03/25/2050   1,061,344    183,436 
Series 5162, Class CI, 3.00%, 11/25/2050   10,053,393    1,724,450 
Series 5169, Class IY, 4.00%, 01/25/2049   4,356,751    912,084 
Series 5170, Class IC, 4.50%, 08/25/2050   16,808,891    3,899,037 
Series 5188, Class LI, 3.00%, 02/25/2052   19,245,094    2,060,622 
Series 5191, Class IJ, 3.00%, 02/25/2052   37,072,982    4,247,807 
Series 5205, Class PI, 3.00%, 03/25/2052   7,732,018    737,552 
Series 5206, Class XI, 3.50%, 08/25/2051   16,201,416    1,967,869 
Series 5211, Class IH, 3.50%, 04/25/2052   17,696,795    2,802,956 
Series 5227, Class BI, 3.50%, 08/25/2048   2,564,883    315,489 
Series 5228, Class DI, 4.50%, 01/25/2046   5,742,488    783,721 
Series 5236, Class UI, 4.00%, 12/15/2047   9,566,092    1,476,108 
Series 5267, Class GI, 5.00%, 07/25/2047   2,275,513    240,862 
Series 5274, Class PI, 5.50%, 02/25/2044   2,279,968    316,131 
Series 5293, Class CI, 2.50%, 04/25/2051   20,136,257    3,140,153 
Series 5410, Class IO, 4.00%, 05/25/2052   45,654,736    5,617,975 
Series 5445, Class IO, 3.00%, 02/25/2052   38,226,298    4,762,431 
Series 5446, Class EI, 6.00%, 08/25/2054   8,849,183    1,817,834 
Federal Home Loan Mortgage Corp. Strips          
Pool S1-5439, Series 363, Class C18, 4.50%, 09/15/2048   1,887,379    404,915 
Series 389, Class C27, 4.00%, 10/15/2052   7,819,732    1,711,509 
Federal National Mortgage Association REMICs          
Series 2018-1, Class IY, 4.50%, 02/25/2048   3,156,971    699,161 
Series 2018-56, Class IO, 4.00%, 08/25/2048   1,407,577    280,703 
Series 2019-65, Class HI, 4.00%, 11/25/2049   656,181    137,852 
Series 2020-20, Class GI, 3.50%, 04/25/2050   2,005,985    364,349 
Series 2020-44, Class AI, 4.00%, 07/25/2050   1,597,583    312,202 

 

 

 

 

Series 2020-78, Class KI, 4.00%, 07/25/2049   6,211,502    1,213,158 
Series 2020-8, Class CI, 3.50%, 02/25/2050   1,311,562    231,676 
Series 2020-88, Class IA, 3.50%, 11/25/2046   5,982,905    842,826 
Series 2021-17, Class IA, 2.50%, 04/25/2051   16,768,859    2,337,564 
Series 2021-17, Class IG, 4.00%, 02/25/2051   1,260,337    264,104 
Series 2021-25, Class IJ, 3.50%, 05/25/2051   13,938,773    2,762,916 
Series 2021-26, Class EI, 3.50%, 05/25/2041   863,855    112,055 
Series 2021-30, Class NI, 4.50%, 03/25/2048   2,671,557    355,128 
Series 2021-36, Class HI, 3.50%, 06/25/2051   3,129,006    620,974 
Series 2021-69, Class HI, 4.00%, 01/25/2051   16,728,927    3,742,264 
Series 2021-73, Class EI, 3.50%, 11/25/2051   889,064    158,198 
Series 2021-79, Class LI, 3.00%, 11/25/2051   2,509,074    380,173 
Series 2021-9, Class CI, 4.00%, 03/25/2051   19,785,669    4,163,142 
Series 2021-93, Class KI, 3.00%, 08/25/2051   39,029,390    4,797,457 
Series 2022-10, Class PI, 3.50%, 04/25/2051   12,991,119    1,976,869 
Series 2022-18, Class DI, 3.50%, 07/25/2046   35,351,124    4,196,878 
Series 2022-56, Class IA, 3.50%, 04/25/2052   28,439,270    3,140,347 
Series 2022-87, Class BI, 5.50%, 11/25/2048   1,043,689    121,775 
Series 2023-25, Class CI, 3.00%, 02/25/2052   22,361,849    3,130,780 
Series 2024-9, Class GI, 3.50%, 10/25/2049   30,926,636    4,366,238 
Government National Mortgage Association          
Series 2018-127, Class ID, 5.00%, 07/20/2045   8,576,825    1,181,371 
Series 2018-59, Class GI, 3.00%, 04/20/2048   5,104,519    788,884 
Series 2019-119, Class IN, 5.00%, 09/20/2049   1,461,452    347,823 
Series 2019-151, Class DI, 3.50%, 11/20/2048   3,731,137    551,047 
Series 2019-27, Class PI, 4.50%, 02/20/2049   254,759    46,891 
Series 2019-70, Class PI, 4.50%, 05/20/2048   1,510,433    236,499 
Series 2020-1, Class PI, 4.50%, 01/20/2050   6,986,620    1,553,782 
Series 2020-104, Class PI, 4.00%, 12/20/2049   2,501,186    433,905 
Series 2020-165, Class IC, 2.50%, 11/20/2050   3,485,741    167,218 
Series 2020-167, Class EI, 4.50%, 02/20/2049   3,030,589    673,170 
Series 2020-167, Class ID, 4.00%, 11/20/2050   6,654,343    1,410,130 
Series 2020-17, Class BI, 5.00%, 02/20/2050   506,328    109,906 
Series 2020-189, Class IA, 4.00%, 12/20/2049   16,909,131    3,709,209 
Series 2020-191, Class UE, 4.00%, 12/20/2050   774,943    159,115 
Series 2020-191, Class UH, 3.50%, 12/20/2050   16,899,819    3,353,227 
Series 2020-35, Class DI, 3.50%, 03/20/2050   482,491    84,093 
Series 2020-51, Class EI, 4.50%, 01/20/2050   3,009,152    625,377 
Series 2020-61, Class IC, 4.00%, 05/20/2050   3,448,470    716,967 
Series 2020-93, Class PI, 3.00%, 04/20/2050   2,833,681    350,551 
Series 2021-119, Class IO, 3.00%, 07/20/2051   4,210,949    677,921 
Series 2021-136, Class IG, 4.00%, 02/20/2049   9,789,544    2,193,115 
Series 2021-154, Class HI, 3.00%, 09/20/2051   50,641,973    6,161,690 
Series 2021-160, Class IV, 3.50%, 12/20/2050   15,578,933    3,044,114 
Series 2021-161, Class IC, 4.50%, 09/20/2051   1,805,252    401,602 
Series 2021-161, Class XI, 3.50%, 09/20/2051   1,979,482    379,375 
Series 2021-176, Class GI, 3.00%, 10/20/2051   2,233,134    345,569 
Series 2021-177, Class LI, 3.00%, 10/20/2051   19,032,076    2,606,420 
Series 2021-194, Class IQ, 2.50%, 11/20/2051   14,447,494    2,051,166 

 

 

 

 

Series 2021-216, Class ID, 3.00%, 12/20/2051   42,081,661    6,597,361 
Series 2021-225, Class IP, 3.00%, 12/20/2051   25,327,212    2,475,454 
Series 2021-49, Class LI, 3.00%, 02/20/2051   18,048,796    3,141,985 
Series 2021-49, Class WI, 2.50%, 05/20/2048   12,102,036    1,104,884 
Series 2021-58, Class EI, 3.50%, 04/20/2051   3,665,923    711,233 
Series 2021-91, Class IC, 3.00%, 05/20/2050   5,003,461    766,332 
Series 2021-97, Class WI, 3.00%, 03/20/2050   16,801,544    2,860,081 
Series 2022-10, Class GI, 4.50%, 01/20/2052   15,459,331    3,420,859 
Series 2022-34, Class TI, 3.50%, 06/20/2049   4,774,994    879,647 
Series 2022-46, Class DI, 4.00%, 03/20/2052   8,049,557    1,635,934 
Series 2022-51, Class GI, 4.00%, 03/20/2052   15,888,494    3,458,706 
Series 2022-6, Class PI, 3.50%, 01/20/2052   16,013,322    2,397,305 
Series 2022-61, Class CI, 4.00%, 01/20/2047   8,823,556    1,705,634 
Series 2022-61, Class GI, 3.00%, 11/20/2046   10,516,847    1,403,941 
Series 2022-65, Class HI, 4.00%, 01/20/2050   3,998,730    585,279 
Series 2022-81, Class GI, 3.50%, 03/20/2052   32,073,437    3,658,979 
Series 2022-90, Class QI, 4.00%, 11/20/2047   4,234,508    369,969 
Series 2023-18, Class IB, 5.00%, 02/20/2053   11,939,490    2,663,853 
Series 2023-192, Class IE, 4.50%, 09/20/2049   22,968,194    4,602,346 
Series 2023-25, Class EI, 3.00%, 08/20/2051   15,523,636    2,187,853 
Series 2023-79, Class HI, 3.00%, 10/20/2051   18,117,302    2,838,735 
Series 2024-26, Class LI, 5.00%, 02/20/2054   810,385    158,119 
Series 2024-4, Class GI, 5.00%, 02/20/2053   19,666,682    4,699,757 
Series 2024-4, Class IO, 3.00%, 09/20/2051   30,146,862    4,127,130 
Series 2024-58, Class IA, 3.00%, 01/20/2052   43,237,995    6,779,765 
Series 2025-25, Class IO, 3.50%, 09/20/2051   45,094,682    7,368,886 
Series 2025-97, Class IO, 3.50%, 10/20/2051   31,810,725    5,266,768 
           
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost $203,455,616)        213,828,678 
           
SHORT-TERM INVESTMENTS - 7.2%          
Money Market Funds - 7.2%   Shares    Value 
First American Government Obligations Fund - Class X, 3.58%(b)   16,412,281    16,412,281 
           
TOTAL SHORT-TERM INVESTMENTS (Cost $16,412,281)        16,412,281 
           
TOTAL INVESTMENTS - 101.2% (Cost $219,867,897)        230,240,959 
Liabilities in Excess of Other Assets - (1.2)%        (2,684,913)
TOTAL NET ASSETS - 100.0%       $227,556,046 

  

Percentages are stated as a percent of net assets.

 

REMICs Real Estate Mortgage Investment Conduits

 

(a) Interest-only security.
(b) The rate shown represents the 7-day annualized effective yield as of April 30, 2026.