# EDGAR Filing Document

**Accession Number:** 0001742912
**File Stem:** 0002000324-26-002749
**Filing Date:** 2026-6
**Character Count:** 65145
**Document Hash:** b6ec82c063524f89870cdd77d0bb21f5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002000324-26-002749.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0002000324-26-002749

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Tidal Trust I
- **CENTRAL INDEX KEY:** 0001742912

**ORGANIZATION NAME:**
- **EIN:** 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:** 261123156

**BUSINESS ADDRESS:**
- **STREET 1:** 234 WEST FLORIDA STREET, SUITE 700
- **CITY:** MILWAUKEE,
- **STATE:** WI
- **BUSINESS PHONE:** 844-986-7676

**MAIL ADDRESS:**
- **STREET 1:** 234 WEST FLORIDA STREET, SUITE 700
- **CITY:** MILWAUKEE,
- **STATE:** WI

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Tidal ETF Trust
- **DATE OF NAME CHANGE:** 20180606

## Series and Classes Contracts Data

### FolioBeyond Alternative Income and Interest Rate Hedge ETF (Series ID: S000073705)

| Class ID   | Class Name                                                 | Ticker Symbol   |
|:---|:---|:---|
| C000230781 | FolioBeyond Alternative Income and Interest Rate Hedge ETF | RISR            |

## Nport-Ex

**FolioBeyond Alternative Income and Interest Rate Hedge ETF**

**Schedule of Investments**

**April 30, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**COLLATERALIZED MORTGAGE OBLIGATIONS - 94.0%**<sup>(a)</sup>** | **Par** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. REMICs |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 4591, Class QI, 3.50%, 04/15/2046 | $2489828 | $386847 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 4791, Class JI, 4.00%, 05/15/2048 | 11246164 | 2386770 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 4912, Class PI, 4.00%, 06/25/2049 | 931482 | 188066 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 4998, Class GI, 4.00%, 08/25/2050 | 1695115 | 338877 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 5018, Class IN, 5.50%, 10/25/2050 | 3027588 | 739741 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 5023, Class IB, 4.50%, 10/25/2050 | 2812367 | 625112 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 5058, Class IP, 3.50%, 12/25/2050 | 16631698 | 3376048 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 5068, Class AI, 3.00%, 11/25/2050 | 14717239 | 2462247 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 5070, Class IH, 3.50%, 02/25/2051 | 3578184 | 708577 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 5086, Class BI, 3.00%, 03/25/2051 | 3347906 | 577468 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 5094, Class CI, 3.50%, 04/25/2036 | 3550405 | 325584 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 5102, Class MI, 4.50%, 04/25/2051 | 6918232 | 1622060 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 5145, Class IH, 3.00%, 09/25/2051 | 1514409 | 254078 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 5151, Class HI, 4.00%, 08/25/2050 | 13437873 | 3035019 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 5153, Class PI, 3.00%, 10/25/2051 | 36521697 | 4743522 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 5159, Class BI, 3.00%, 03/25/2050 | 1061344 | 183436 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 5162, Class CI, 3.00%, 11/25/2050 | 10053393 | 1724450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 5169, Class IY, 4.00%, 01/25/2049 | 4356751 | 912084 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 5170, Class IC, 4.50%, 08/25/2050 | 16808891 | 3899037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 5188, Class LI, 3.00%, 02/25/2052 | 19245094 | 2060622 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 5191, Class IJ, 3.00%, 02/25/2052 | 37072982 | 4247807 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 5205, Class PI, 3.00%, 03/25/2052 | 7732018 | 737552 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 5206, Class XI, 3.50%, 08/25/2051 | 16201416 | 1967869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 5211, Class IH, 3.50%, 04/25/2052 | 17696795 | 2802956 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 5227, Class BI, 3.50%, 08/25/2048 | 2564883 | 315489 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 5228, Class DI, 4.50%, 01/25/2046 | 5742488 | 783721 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 5236, Class UI, 4.00%, 12/15/2047 | 9566092 | 1476108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 5267, Class GI, 5.00%, 07/25/2047 | 2275513 | 240862 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 5274, Class PI, 5.50%, 02/25/2044 | 2279968 | 316131 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 5293, Class CI, 2.50%, 04/25/2051 | 20136257 | 3140153 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 5410, Class IO, 4.00%, 05/25/2052 | 45654736 | 5617975 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 5445, Class IO, 3.00%, 02/25/2052 | 38226298 | 4762431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 5446, Class EI, 6.00%, 08/25/2054 | 8849183 | 1817834 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. Strips |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pool S1-5439, Series 363, Class C18, 4.50%, 09/15/2048 | 1887379 | 404915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 389, Class C27, 4.00%, 10/15/2052 | 7819732 | 1711509 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage Association REMICs |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-1, Class IY, 4.50%, 02/25/2048 | 3156971 | 699161 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-56, Class IO, 4.00%, 08/25/2048 | 1407577 | 280703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-65, Class HI, 4.00%, 11/25/2049 | 656181 | 137852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-20, Class GI, 3.50%, 04/25/2050 | 2005985 | 364349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-44, Class AI, 4.00%, 07/25/2050 | 1597583 | 312202 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-78, Class KI, 4.00%, 07/25/2049 | 6211502.0 | 1213158.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-8, Class CI, 3.50%, 02/25/2050 | 1311562.0 | 231676.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-88, Class IA, 3.50%, 11/25/2046 | 5982905.0 | 842826.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-17, Class IA, 2.50%, 04/25/2051 | 16768859.0 | 2337564.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-17, Class IG, 4.00%, 02/25/2051 | 1260337.0 | 264104.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-25, Class IJ, 3.50%, 05/25/2051 | 13938773.0 | 2762916.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-26, Class EI, 3.50%, 05/25/2041 | 863855.0 | 112055.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-30, Class NI, 4.50%, 03/25/2048 | 2671557.0 | 355128.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-36, Class HI, 3.50%, 06/25/2051 | 3129006.0 | 620974.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-69, Class HI, 4.00%, 01/25/2051 | 16728927.0 | 3742264.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-73, Class EI, 3.50%, 11/25/2051 | 889064.0 | 158198.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-79, Class LI, 3.00%, 11/25/2051 | 2509074.0 | 380173.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-9, Class CI, 4.00%, 03/25/2051 | 19785669.0 | 4163142.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-93, Class KI, 3.00%, 08/25/2051 | 39029390.0 | 4797457.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-10, Class PI, 3.50%, 04/25/2051 | 12991119.0 | 1976869.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-18, Class DI, 3.50%, 07/25/2046 | 35351124.0 | 4196878.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-56, Class IA, 3.50%, 04/25/2052 | 28439270.0 | 3140347.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-87, Class BI, 5.50%, 11/25/2048 | 1043689.0 | 121775.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2023-25, Class CI, 3.00%, 02/25/2052 | 22361849.0 | 3130780.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-9, Class GI, 3.50%, 10/25/2049 | 30926636.0 | 4366238.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-127, Class ID, 5.00%, 07/20/2045 | 8576825.0 | 1181371.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-59, Class GI, 3.00%, 04/20/2048 | 5104519.0 | 788884.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-119, Class IN, 5.00%, 09/20/2049 | 1461452.0 | 347823.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-151, Class DI, 3.50%, 11/20/2048 | 3731137.0 | 551047.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-27, Class PI, 4.50%, 02/20/2049 | 254759.0 | 46891.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-70, Class PI, 4.50%, 05/20/2048 | 1510433.0 | 236499.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1, Class PI, 4.50%, 01/20/2050 | 6986620.0 | 1553782.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-104, Class PI, 4.00%, 12/20/2049 | 2501186.0 | 433905.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-165, Class IC, 2.50%, 11/20/2050 | 3485741.0 | 167218.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-167, Class EI, 4.50%, 02/20/2049 | 3030589.0 | 673170.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-167, Class ID, 4.00%, 11/20/2050 | 6654343.0 | 1410130.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-17, Class BI, 5.00%, 02/20/2050 | 506328.0 | 109906.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-189, Class IA, 4.00%, 12/20/2049 | 16909131.0 | 3709209.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-191, Class UE, 4.00%, 12/20/2050 | 774943.0 | 159115.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-191, Class UH, 3.50%, 12/20/2050 | 16899819.0 | 3353227.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-35, Class DI, 3.50%, 03/20/2050 | 482491.0 | 84093.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-51, Class EI, 4.50%, 01/20/2050 | 3009152.0 | 625377.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-61, Class IC, 4.00%, 05/20/2050 | 3448470.0 | 716967.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-93, Class PI, 3.00%, 04/20/2050 | 2833681.0 | 350551.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-119, Class IO, 3.00%, 07/20/2051 | 4210949.0 | 677921.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-136, Class IG, 4.00%, 02/20/2049 | 9789544.0 | 2193115.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-154, Class HI, 3.00%, 09/20/2051 | 50641973.0 | 6161690.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-160, Class IV, 3.50%, 12/20/2050 | 15578933.0 | 3044114.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-161, Class IC, 4.50%, 09/20/2051 | 1805252.0 | 401602.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-161, Class XI, 3.50%, 09/20/2051 | 1979482.0 | 379375.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-176, Class GI, 3.00%, 10/20/2051 | 2233134.0 | 345569.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-177, Class LI, 3.00%, 10/20/2051 | 19032076.0 | 2606420.0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-194, Class IQ, 2.50%, 11/20/2051 | 14447494.0 | 2051166.0 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-216, Class ID, 3.00%, 12/20/2051 | 42081661 | 6597361 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-225, Class IP, 3.00%, 12/20/2051 | 25327212 | 2475454 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-49, Class LI, 3.00%, 02/20/2051 | 18048796 | 3141985 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-49, Class WI, 2.50%, 05/20/2048 | 12102036 | 1104884 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-58, Class EI, 3.50%, 04/20/2051 | 3665923 | 711233 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-91, Class IC, 3.00%, 05/20/2050 | 5003461 | 766332 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-97, Class WI, 3.00%, 03/20/2050 | 16801544 | 2860081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-10, Class GI, 4.50%, 01/20/2052 | 15459331 | 3420859 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-34, Class TI, 3.50%, 06/20/2049 | 4774994 | 879647 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-46, Class DI, 4.00%, 03/20/2052 | 8049557 | 1635934 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-51, Class GI, 4.00%, 03/20/2052 | 15888494 | 3458706 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-6, Class PI, 3.50%, 01/20/2052 | 16013322 | 2397305 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-61, Class CI, 4.00%, 01/20/2047 | 8823556 | 1705634 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-61, Class GI, 3.00%, 11/20/2046 | 10516847 | 1403941 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-65, Class HI, 4.00%, 01/20/2050 | 3998730 | 585279 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-81, Class GI, 3.50%, 03/20/2052 | 32073437 | 3658979 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-90, Class QI, 4.00%, 11/20/2047 | 4234508 | 369969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2023-18, Class IB, 5.00%, 02/20/2053 | 11939490 | 2663853 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2023-192, Class IE, 4.50%, 09/20/2049 | 22968194 | 4602346 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2023-25, Class EI, 3.00%, 08/20/2051 | 15523636 | 2187853 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2023-79, Class HI, 3.00%, 10/20/2051 | 18117302 | 2838735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-26, Class LI, 5.00%, 02/20/2054 | 810385 | 158119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-4, Class GI, 5.00%, 02/20/2053 | 19666682 | 4699757 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-4, Class IO, 3.00%, 09/20/2051 | 30146862 | 4127130 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-58, Class IA, 3.00%, 01/20/2052 | 43237995 | 6779765 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-25, Class IO, 3.50%, 09/20/2051 | 45094682 | 7368886 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-97, Class IO, 3.50%, 10/20/2051 | 31810725 | 5266768 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost $203,455,616)** |  | 213828678 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**SHORT-TERM INVESTMENTS - 7.2%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Money Market Funds - 7.2%** | **Shares** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;First American Government Obligations Fund - Class X, 3.58%<sup>(b)</sup> | 16412281 | 16412281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL SHORT-TERM INVESTMENTS (Cost $16,412,281)** |  | 16412281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL INVESTMENTS - 101.2% (Cost $219,867,897)** |  | 230240959 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Liabilities in Excess of Other Assets - (1.2)% |  | (2684913) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL NET ASSETS - 100.0%** |  | $227556046 |

---

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.

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Tidal Trust I

- **b. Investment Company Act file number:** 811-23377

- **c. CIK number of Registrant:** 0001742912

- **d. LEI of Registrant:** 549300VTYHP8U2332C46

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 234 West Florida Street

  - **City:** Milwaukee

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53204

  - **Telephone number:** 8449867676

**Item A.2. Information about the Series.**

- **a. Name of Series:** FolioBeyond Alternative Income and Interest Rate Hedge ETF

- **b. EDGAR series identifier (if any):** S000073705

- **c. LEI of Series:** 549300JTP3K4NOX5GH17

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-07-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $227726309.85

**Total Liabilities:** $179516.60

**Net Assets:** $227546793.25

**Cash Not Reported:** $50191.05

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0 | **1-Year:** 0 | **5-Year:** 0 | **10-Year:** 13200.54 | **30-Year:** -26497.88

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0 | **1-Year:** 0 | **5-Year:** 0 | **10-Year:** 0 | **30-Year:** 0

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000230781 | -0.72%               | 2.35%                | 0.85%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $-2313666.97                               |
| Month 2  | $0.00                    | $3818798.48                                |
| Month 3  | $0.00                    | $970536.60                                 |

### Schedule of Portfolio Investments

| Name                                     | Title                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| First American Government Obli           | First American Government Obligations Fund | CUSIP: 31846V336<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |  16412281 | NS      | $16412280.63  | 7.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae REMICS                        | Fannie Mae REMICS                          | CUSIP: 3136B0WL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3156971 | PA      | $699161.02    | 0.31%             | 2048-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                        | Fannie Mae REMICS                          | CUSIP: 3136B2SU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1407577 | PA      | $280702.60    | 0.12%             | 2048-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                        | Fannie Mae REMICS                          | CUSIP: 3136B7AV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    656181 | PA      | $137851.83    | 0.06%             | 2049-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                        | Fannie Mae REMICS                          | CUSIP: 3136B8KY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1311562 | PA      | $231676.19    | 0.10%             | 2050-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                        | Fannie Mae REMICS                          | CUSIP: 3136B9KE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2005985 | PA      | $364349.28    | 0.16%             | 2050-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                        | Fannie Mae REMICS                          | CUSIP: 3136BAJ62<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1597583 | PA      | $312202.16    | 0.14%             | 2050-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                        | Fannie Mae REMICS                          | CUSIP: 3136BCSL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6211502 | PA      | $1213157.81   | 0.53%             | 2049-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                        | Fannie Mae REMICS                          | CUSIP: 3136BD5X2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19785669 | PA      | $4163142.15   | 1.83%             | 2051-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                        | Fannie Mae REMICS                          | CUSIP: 3136BDAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5982905 | PA      | $842826.16    | 0.37%             | 2046-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                        | Fannie Mae REMICS                          | CUSIP: 3136BF3S0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1260337 | PA      | $264103.94    | 0.12%             | 2051-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                        | Fannie Mae REMICS                          | CUSIP: 3136BF6N8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2671557 | PA      | $355127.90    | 0.16%             | 2048-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                        | Fannie Mae REMICS                          | CUSIP: 3136BFT29<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16768859 | PA      | $2337563.90   | 1.03%             | 2051-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                        | Fannie Mae REMICS                          | CUSIP: 3136BHEL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13938773 | PA      | $2762915.70   | 1.21%             | 2051-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                        | Fannie Mae REMICS                          | CUSIP: 3136BHEZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    863855 | PA      | $112054.84    | 0.05%             | 2041-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                        | Fannie Mae REMICS                          | CUSIP: 3136BHZK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3129006 | PA      | $620974.13    | 0.27%             | 2051-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                        | Fannie Mae REMICS                          | CUSIP: 3136BJD93<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2509074 | PA      | $380172.93    | 0.17%             | 2051-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                        | Fannie Mae REMICS                          | CUSIP: 3136BJG58<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    889064 | PA      | $158198.04    | 0.07%             | 2051-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                        | Fannie Mae REMICS                          | CUSIP: 3136BJKX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16728927 | PA      | $3742264.26   | 1.64%             | 2051-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                        | Fannie Mae REMICS                          | CUSIP: 3136BK5S7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  39029390 | PA      | $4797457.46   | 2.11%             | 2051-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                        | Fannie Mae REMICS                          | CUSIP: 3136BL5H9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12991119 | PA      | $1976868.91   | 0.87%             | 2051-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                        | Fannie Mae REMICS                          | CUSIP: 3136BMGW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  35351124 | PA      | $4196878.32   | 1.84%             | 2046-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                        | Fannie Mae REMICS                          | CUSIP: 3136BNY34<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  28439270 | PA      | $3140346.68   | 1.38%             | 2052-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                        | Fannie Mae REMICS                          | CUSIP: 3136BP6U0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22361849 | PA      | $3130779.59   | 1.38%             | 2052-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                        | Fannie Mae REMICS                          | CUSIP: 3136BPPH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1043689 | PA      | $121775.22    | 0.05%             | 2048-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                        | Fannie Mae REMICS                          | CUSIP: 3136BRGY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  30926636 | PA      | $4366237.89   | 1.92%             | 2049-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                       | Freddie Mac REMICS                         | CUSIP: 3137BQQ91<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2489828 | PA      | $386847.29    | 0.17%             | 2046-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                       | Freddie Mac REMICS                         | CUSIP: 3137F4ZS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11246164 | PA      | $2386770.01   | 1.05%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                       | Freddie Mac REMICS                         | CUSIP: 3137F8D67<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16631698 | PA      | $3376048.48   | 1.48%             | 2050-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                       | Freddie Mac REMICS                         | CUSIP: 3137F8NU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14717239 | PA      | $2462247.01   | 1.08%             | 2050-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                       | Freddie Mac REMICS                         | CUSIP: 3137F9XH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3578184 | PA      | $708576.76    | 0.31%             | 2051-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                       | Freddie Mac REMICS                         | CUSIP: 3137FFFE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3347906 | PA      | $577467.62    | 0.25%             | 2051-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                       | Freddie Mac REMICS                         | CUSIP: 3137FNQ94<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    931482 | PA      | $188066.03    | 0.08%             | 2049-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                       | Freddie Mac REMICS                         | CUSIP: 3137FVA93<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1695115 | PA      | $338876.77    | 0.15%             | 2050-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                       | Freddie Mac REMICS                         | CUSIP: 3137FWUZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2812367 | PA      | $625111.64    | 0.27%             | 2050-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                       | Freddie Mac REMICS                         | CUSIP: 3137FXDH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3027588 | PA      | $739740.75    | 0.33%             | 2050-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                       | Freddie Mac REMICS                         | CUSIP: 3137FYPT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3550405 | PA      | $325584.18    | 0.14%             | 2036-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                       | Freddie Mac REMICS                         | CUSIP: 3137FYTM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6918232 | PA      | $1622060.41   | 0.71%             | 2051-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                       | Freddie Mac REMICS                         | CUSIP: 3137H2N67<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1514409 | PA      | $254077.64    | 0.11%             | 2051-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                       | Freddie Mac REMICS                         | CUSIP: 3137H34D1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  36521697 | PA      | $4743522.00   | 2.08%             | 2051-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                       | Freddie Mac REMICS                         | CUSIP: 3137H3FF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13437873 | PA      | $3035018.87   | 1.33%             | 2050-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                       | Freddie Mac REMICS                         | CUSIP: 3137H3RV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1061344 | PA      | $183435.93    | 0.08%             | 2050-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                       | Freddie Mac REMICS                         | CUSIP: 3137H45A4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10053393 | PA      | $1724450.43   | 0.76%             | 2050-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                       | Freddie Mac REMICS                         | CUSIP: 3137H4FS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16808891 | PA      | $3899037.47   | 1.71%             | 2050-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                       | Freddie Mac REMICS                         | CUSIP: 3137H4GK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4356751 | PA      | $912084.44    | 0.40%             | 2049-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                       | Freddie Mac REMICS                         | CUSIP: 3137H5JV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19245094 | PA      | $2060622.21   | 0.91%             | 2052-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                       | Freddie Mac REMICS                         | CUSIP: 3137H5N52<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  37072982 | PA      | $4247807.42   | 1.87%             | 2052-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                       | Freddie Mac REMICS                         | CUSIP: 3137H6A88<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7732018 | PA      | $737551.78    | 0.32%             | 2052-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                       | Freddie Mac REMICS                         | CUSIP: 3137H6M93<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17696795 | PA      | $2802956.43   | 1.23%             | 2052-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                       | Freddie Mac REMICS                         | CUSIP: 3137H6QY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16201416 | PA      | $1967869.30   | 0.86%             | 2051-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                       | Freddie Mac REMICS                         | CUSIP: 3137H7BQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2564883 | PA      | $315488.56    | 0.14%             | 2048-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                       | Freddie Mac REMICS                         | CUSIP: 3137H7U92<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5742488 | PA      | $783720.97    | 0.34%             | 2046-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                       | Freddie Mac REMICS                         | CUSIP: 3137H8CE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9566092 | PA      | $1476108.26   | 0.65%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                       | Freddie Mac REMICS                         | CUSIP: 3137H9AZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2275513 | PA      | $240861.67    | 0.11%             | 2047-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                       | Freddie Mac REMICS                         | CUSIP: 3137H9J83<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2279968 | PA      | $316130.60    | 0.14%             | 2044-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                       | Freddie Mac REMICS                         | CUSIP: 3137H9QF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20136257 | PA      | $3140152.66   | 1.38%             | 2051-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                       | Freddie Mac REMICS                         | CUSIP: 3137HCQF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  45654736 | PA      | $5617975.02   | 2.47%             | 2052-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                       | Freddie Mac REMICS                         | CUSIP: 3137HDWE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  38226298 | PA      | $4762431.02   | 2.09%             | 2052-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                       | Freddie Mac REMICS                         | CUSIP: 3137HFAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8849183 | PA      | $1817833.60   | 0.80%             | 2054-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Strips                       | Freddie Mac Strips                         | CUSIP: 31325XBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1887379 | PA      | $404914.74    | 0.18%             | 2048-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Strips                       | Freddie Mac Strips                         | CUSIP: 31325YRD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7819732 | PA      | $1711509.47   | 0.75%             | 2052-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38380WLG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5104519 | PA      | $788884.46    | 0.35%             | 2048-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38380YYB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8576825 | PA      | $1181371.04   | 0.52%             | 2045-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38381RHE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    254759 | PA      | $46890.79     | 0.02%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38381V3K4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1510433 | PA      | $236499.33    | 0.10%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38381YL93<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1461452 | PA      | $347822.57    | 0.15%             | 2049-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38382BBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3731137 | PA      | $551047.16    | 0.24%             | 2048-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38382C2K6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    482491 | PA      | $84093.08     | 0.04%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38382CDT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6986620 | PA      | $1553782.46   | 0.68%             | 2050-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38382CK67<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    506328 | PA      | $109906.43    | 0.05%             | 2050-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38382EH34<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3448470 | PA      | $716966.88    | 0.32%             | 2050-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38382EKQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3009152 | PA      | $625376.50    | 0.27%             | 2050-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38382FF58<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2833681 | PA      | $350551.32    | 0.15%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38382HGN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2501186 | PA      | $433904.94    | 0.19%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38382K3R2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3485741 | PA      | $167217.61    | 0.07%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38382LBK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6654343 | PA      | $1410130.40   | 0.62%             | 2050-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38382LDE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3030589 | PA      | $673170.41    | 0.30%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38382MFJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16909131 | PA      | $3709209.01   | 1.63%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38382MRU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16899819 | PA      | $3353226.61   | 1.47%             | 2050-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38382MRZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    774943 | PA      | $159114.50    | 0.07%             | 2050-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38382RAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3665923 | PA      | $711233.06    | 0.31%             | 2051-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38382TPD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5003461 | PA      | $766331.52    | 0.34%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38382UM99<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4210949 | PA      | $677920.74    | 0.30%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38382VFG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16801544 | PA      | $2860081.47   | 1.26%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38383A6L3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1979482 | PA      | $379374.49    | 0.17%             | 2051-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38383AFT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  50641973 | PA      | $6161689.86   | 2.71%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38383AW26<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1805252 | PA      | $401601.50    | 0.18%             | 2051-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38383AXE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15578933 | PA      | $3044114.17   | 1.34%             | 2050-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38383CFG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2233134 | PA      | $345569.41    | 0.15%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38383CFT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19032076 | PA      | $2606419.91   | 1.15%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38383D7B8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  42081661 | PA      | $6597360.83   | 2.90%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38383DHT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14447494 | PA      | $2051165.66   | 0.90%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38383FTR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25327212 | PA      | $2475453.82   | 1.09%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38383GGP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15459331 | PA      | $3420859.33   | 1.50%             | 2052-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38383GLH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16013322 | PA      | $2397304.82   | 1.05%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38383MBZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4774994 | PA      | $879647.44    | 0.39%             | 2049-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38383P4W8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3998730 | PA      | $585278.49    | 0.26%             | 2050-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38383PQP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8823556 | PA      | $1705633.96   | 0.75%             | 2047-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38383PQR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10516847 | PA      | $1403941.18   | 0.62%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38383PRJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8049557 | PA      | $1635933.94   | 0.72%             | 2052-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38383PXU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15888494 | PA      | $3458705.97   | 1.52%             | 2052-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38383RE45<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4234508 | PA      | $369969.38    | 0.16%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38383RXD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  32073437 | PA      | $3658979.34   | 1.61%             | 2052-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38383V7C6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15523636 | PA      | $2187853.09   | 0.96%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38383VU48<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11939490 | PA      | $2663853.04   | 1.17%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38384AZ22<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18117302 | PA      | $2838734.84   | 1.25%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38384GD23<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22968194 | PA      | $4602346.00   | 2.02%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38384HZN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  30146862 | PA      | $4127129.48   | 1.81%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38384HZX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19666682 | PA      | $4699756.92   | 2.07%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38384J5Y6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    810385 | PA      | $158119.32    | 0.07%             | 2054-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38384NEL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  43237995 | PA      | $6779765.25   | 2.98%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38385DEE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  45094682 | PA      | $7368885.83   | 3.24%             | 2051-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | Government National Mortgage Association   | CUSIP: 38385G6D6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  31810725 | PA      | $5266768.09   | 2.31%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-25

**Name of Applicant:** Tidal Trust I

**Signature:** /s/ Aaron Perkovich

**Name of Signer:** Aaron Perkovich

**Title:** Treasurer/Principal Financial Officer