0001387131-23-008941.txt : 20230728 0001387131-23-008941.hdr.sgml : 20230728 20230728111046 ACCESSION NUMBER: 0001387131-23-008941 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230531 FILED AS OF DATE: 20230728 DATE AS OF CHANGE: 20230728 PERIOD START: 20230831 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Tidal ETF Trust CENTRAL INDEX KEY: 0001742912 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23377 FILM NUMBER: 231121128 BUSINESS ADDRESS: STREET 1: 234 WEST FLORIDA STREET, SUITE 203 CITY: MILWAUKEE, STATE: WI ZIP: 53204 BUSINESS PHONE: 844-986-7676 MAIL ADDRESS: STREET 1: 234 WEST FLORIDA STREET, SUITE 203 CITY: MILWAUKEE, STATE: WI ZIP: 53204 0001742912 S000070010 ATAC US Rotation ETF C000222913 ATAC US Rotation ETF RORO NPORT-P 1 primary_doc.xml NPORT-P false 0001742912 XXXXXXXX S000070010 C000222913 Tidal ETF Trust 811-23377 0001742912 549300VTYHP8U2332C46 234 West Florida Street Suite 203 Milwaukee 53204 8449867700 ATAC US Rotation ETF S000070010 549300UQHIHB0ZI4VU84 2023-08-31 2023-05-31 N 9792495.93 10560.85 9781935.08 0 0 0 0 0 0 0 0 0 0 0 0 0 52.18 N First American Government Obli 549300R5MYM6VZF1RM44 First American Government Obligations Fund 31846V336 26522 NS USD 26522.07 0.27 Long STIV RF US N 1 N N N PROSHARES TR ULTR RUSSL2000 N/A PROSHARES TR ULTR RUSSL2000 74347X799 41980 NS USD 1418084.4 14.5 Long EC RF US N 1 N N N Schwab U.S. Large-Cap Growth E 549300X647G1Z3XCRR98 Schwab U.S. Large-Cap Growth ETF 808524300 91011 NS USD 6396253.08 65.39 Long EC RF US N 1 N N N Vanguard Small-Cap ETF N/A Vanguard Small-Cap ETF 922908751 10615 NS USD 1949126.3 19.93 Long EC RF US N 1 N N N 2023-07-27 Tidal ETF Trust /s/ Aaron Perkovich Aaron Perkovich Treasurer/Principal Financial Officer XXXX NPORT-EX 2 roro.htm SCHEDULE OF INVESTMENTS

ATAC US Rotation ETF
  
   
Schedule of Investments (Unaudited)
  
May 31, 2023
  
             
Description
  
Shares
    
Value
  
EXCHANGE-TRADED FUNDS - 99.8%
            
ProShares UltraPro Russell 2000
    
41,980
    
$
1,418,085
  
Schwab U.S. Large-Cap Growth ETF (1)
    
91,011
      
6,396,253
  
Vanguard Small-Cap ETF
    
10,615
      
1,949,126
  
Total Exchange-Traded Funds
                
(Cost $9,859,951)
            
9,763,464
  
                 
SHORT-TERM INVESTMENTS - 0.3%
                
First American Government Obligations Fund, Class X, 4.968% (2)
                
(Cost $26,522)
    
26,522
      
26,522
  
                 
Total Investments - 100.1%
                
(Cost $9,886,473)
            
9,789,986
  
Liabilities in Excess of Other Assets, Net - (0.1)%
            
(8,051
)
Total Net Assets - 100.0%
          
$
9,781,935
  

(1)   
Value of this security exceeds 25% of the ATAC US Rotation ETF’s (the “Fund”) net assets.  Additional information for this security, including the financial statements, is available from the SEC’s EDGAR database at www.sec.gov.
(2)   
The rate shown is the annualized seven day effective yield as of May 31, 2023.

 
Summary of Fair Value Exposure at May 31, 2023 (Unaudited)
         
The Fund utilizes various methods to measure the fair value of its investments on a recurring basis. U.S. GAAP establishes a hierarchy that prioritizes inputs to valuation methods. The three levels of inputs are:
 
 
 
    
• Level 1 — Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access.
• Level 2 — Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment spreads, credit risk, yield curves, default rates and similar data.
• Level 3 — Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund’s own assumptions about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available.
 
 
 
    
The following is a summary of the inputs used to value the Fund’s investments as of May 31, 2023:

Investments in Securities
  
Level 1
    
Level 2
    
Level 3
    
Total
Exchange-Traded Funds
  
$
9,763,464
    
$
–
    
$
–
    
$
9,763,464
Short-Term Investments
    
26,522
      
–
      
–
      
26,522
Total Investments in Securities
  
$
9,789,986
    
$
–
    
$
–
    
$
9,789,986