Dana Limited Volatility ETF

  Schedule of Investments

  May 31, 2026 (Unaudited)

 

ASSET BACKED SECURITY - 10.2%  Par   Value 
Small Business Administration Pools          
Pool SBA 509674, 4.20% (Prime Rate + (2.55%)), 05/25/2040   97,480   $97,697 
Pool SBA 510131, 4.25% (Prime Rate + (2.50%)), 02/25/2028   21,010    20,996 
Pool SBA 510438, 7.83% (Prime Rate + (1.08%)), 09/25/2028   15,140    15,595 
Pool SBA 510570, 4.25% (Prime Rate + (2.50%)), 01/25/2027   31,740    31,678 
Pool SBA 530860, 5.55% (Prime Rate + (1.20%)), 03/25/2035   261,070    271,624 
Pool SBA 530995, 4.15% (Prime Rate + (2.60%)), 02/25/2036   95,300    95,163 
Pool SBA 531013, 4.15% (Prime Rate + (2.60%)), 01/25/2036   291,789    292,436 
Pool SBA 531046, 5.75% (Prime Rate + (1.00%)), 01/25/2036   195,384    203,394 
           
TOTAL ASSET BACKED SECURITY (Cost $1,027,399)        1,028,583 

 

COLLATERALIZED MORTGAGE OBLIGATIONS - 1.7%   Par    Value 
Federal Home Loan Mortgage Corp. REMICs          
Series 3830, Class FG, 4.21%, 03/15/2041   5,540    5,506 
Series 4846, Class PF, 4.61%, 12/15/2048   8,998    8,774 
Series 5485, Class BF, 5.27%, 12/25/2054   50,894    51,533 
Federal Home Loan Mortgage Corp. Strips          
Series 240, Class F21, 0.46%, 07/15/2036   6,772    6,708 
Series 246, Class F15, 4.71%, 05/15/2037   33,531    33,301 
Federal National Mortgage Association REMICs          
Series 03-88, Class BF, 4.61%, 09/25/2036   1,505    1,493 
Series 06-118, Class A2, 3.82%, 12/25/2036   14,283    14,039 
Series 07-89, Class FB, 4.64%, 09/25/2037   3,293    3,276 
Government National Mortgage Association          
Series 16-H24, Class RR9, 4.82%, 10/20/2065   9,649    9,658 
Series 17-H03, Class FB, 4.87%, 06/20/2066   37,021    37,074 
           
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost $168,486)        171,362 

 

MORTGAGE-BACKED SECURITIES - 62.5%   Par    Value 
Fannie Mae Pool          
Pool FN 462280, 6.37%, 01/01/2036   109,587    110,101 
Pool FN 689939, 5.81%, 12/01/2032   48,645    49,677 
Pool FN 693017, 0.00%, 05/01/2033   83,457    84,271 
Pool FN BM6043, 3.55%, 06/01/2049   93,192    91,611 
Pool FN BM6797, 1.53%, 10/01/2051   103,439    105,792 
Pool FN BM7903, 5.42%, 11/01/2049   43,111    44,933 
Pool FN BM7917, 1.88%, 10/01/2055   118,227    120,459 
Pool FN BM7943, 2.93%, 11/01/2052   287,766    294,724 
Pool FN BM7946, 5.36%, 01/01/2051   378,159    390,265 
Pool FN BM7971, 6.26%, 09/01/2040   392,062    409,332 
Pool FN BM7973, 6.19%, 07/01/2039   383,610    398,007 
Pool FN BM8005, 2.09%, 02/01/2053   392,657    405,515 
Pool FN BM8021, 3.15%, 01/01/2054   396,586    390,866 

 

 

 

 

Pool FN CB2213, 1.49%, 11/01/2051  $87,787   $88,500 
Freddie Mac Non Gold Pool          
Pool FH 1G2511, 6.86%, 05/01/2036   14,346    14,846 
Pool FH 1J1635, 6.46%, 03/01/2037   22,866    23,643 
Pool FH 1L0176, 6.33%, 08/01/2035   118,120    121,369 
Pool FH 1N0352, 6.76%, 02/01/2037   16,186    16,596 
Pool FH 1Q0080, 6.43%, 01/01/2036   18,981    19,593 
Pool FH 1Q0142, 6.19%, 08/01/2036   15,143    15,480 
Pool FH 1Q0717, 6.42%, 06/01/2037   12,897    13,218 
Pool FH 781525, 6.42%, 05/01/2034   16,995    17,383 
Pool FH 782853, 5.96%, 11/01/2034   28,233    29,376 
Pool FH 841239, 4.30%, 03/01/2051   99,834    104,329 
Pool FH 841591, 3.84%, 02/01/2053   95,065    97,092 
Pool FH 841741, 5.55%, 04/01/2054   64,376    65,039 
Pool FH 842086, 5.91%, 12/01/2050   141,011    146,342 
Pool FH 842087, 5.03%, 10/01/2050   242,659    250,525 
Pool FH 842088, 3.60%, 11/01/2048   190,419    192,239 
Pool FH 842100, 3.69%, 02/01/2053   191,187    198,551 
Pool FH 842113, 3.07%, 12/01/2050   293,279    286,734 
Pool FH 847270, 6.52%, 09/01/2032   22,486    22,821 
Pool FH 847273, 6.55%, 04/01/2034   30,791    31,564 
Pool FH 848609, 6.49%, 11/01/2037   235,544    242,280 
Ginnie Mae II Pool          
Pool G2 788445, 5.25%, 09/20/2052   285,856    290,662 
Pool G2 MA1615, 5.63%, 01/20/2044   294,365    296,916 
Pool G2 MA7997, 1.50%, 04/20/2052   201,960    191,288 
Pool G2 MA7998, 2.00%, 04/20/2052   81,554    78,223 
Pool G2 MA8211, 3.00%, 08/20/2052   188,160    185,601 
Pool G2 MB0954, 4.00%, 02/20/2056   348,442    343,782 
           
TOTAL MORTGAGE-BACKED SECURITIES (Cost $6,319,076)        6,279,545 

 

U.S. GOVERNMENT AGENCY DEBT - 10.6%   Par    Value 
Government Agencies - 10.6%          
Federal Farm Credit Banks Funding Corp          
4.20%, 11/26/2029   100,000    99,074 
3.72%, 12/01/2027   100,000    99,609 
3.75%, 01/05/2029   100,000    99,415 
3.87%, 11/12/2027(a)   20,000    20,054 
Federal Home Loan Banks          
4.00%, 12/01/2028   75,000    74,566 
5.00%, 06/09/2028(a)   15,000    15,272 
3.80%, 09/11/2028   300,000    299,282 
3.88%, 10/06/2028   35,000    34,789 
Federal National Mortgage Association          
3.75%, 01/22/2029   125,000    124,038 
3.88%, 02/27/2029   200,000    198,428 
TOTAL U.S. GOVERNMENT AGENCY DEBT (Cost $1,070,285)        1,064,527 

 

 

 

 

U.S. TREASURY SECURITIES - 2.0%   Principal
Amount
    Value 
United States Treasury Note/Bond          
4.50%, 05/15/2027  $200,000   $201,095 
TOTAL U.S. TREASURY SECURITIES (Cost $201,823)        201,095 

 

SHORT-TERM INVESTMENTS - 11.7%          
Money Market Funds - 7.8%   Shares    Value 
First American Government Obligations Fund - Class X, 3.55%(b)   785,780    785,780 

 

U.S. Treasury Bills - 3.9%   Principal
Amount
    Value 
U.S. Treasury Bill, 8/6/2026, 3.63%(c)  $200,000    198,677 
U.S. Treasury Bill, 1/21/2027, 3.69%(c)   200,000    195,359 
         394,036 
           
TOTAL SHORT-TERM INVESTMENTS (Cost $1,180,122)        1,179,816 
           
TOTAL INVESTMENTS - 98.7% (Cost $9,967,191)       $9,924,928 
Other Assets in Excess of Liabilities - 1.3%        126,250 
TOTAL NET ASSETS - 100.0%       $10,051,178 

 

Percentages are stated as a percent of net assets.

                 

(a) At maturity security. Interest is paid in full at the maturity date.
(b) The rate shown represents the 7-day annualized effective yield as of May 31, 2026.
(c) The rate shown is the annualized effective yield as of May 31, 2026.