# EDGAR Filing Document

**Accession Number:** 0001742912
**File Stem:** 0001145549-23-002836
**Filing Date:** 2023-1
**Character Count:** 22691
**Document Hash:** b2c869d7fcf7e340566802c79215aeeb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-002836.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001145549-23-002836

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230126

**PERIOD START**: 20221130

**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:** 23555987

**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

## Series and Classes Contracts Data

### Sound Enhanced Fixed Income ETF (Series ID: S000070510)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000224019 | Sound Enhanced Fixed Income ETF | SDEF            |

## 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 ETF Trust

- **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:** 844-986-7676

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

- **a. Name of Series:** Sound Enhanced Fixed Income ETF

- **b. EDGAR series identifier (if any):** S000070510

- **c. LEI of Series:** 549300R07TDHWH3VME68

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

- **a. Date of fiscal year-end:** 2022-11-30

- **b. Date as of which information is reported:** 2022-11-30

**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:** $26472850.99

**Total Liabilities:** $3303284.23

**Net Assets:** $23169566.76

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 163.020000000000 | **1-Year:** 52.380000000000 | **5-Year:** 333.140000000000 | **10-Year:** 304.150000000000 | **30-Year:** 103.010000000000

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

- **3-Month:** 571.190000000000 | **1-Year:** 394.360000000000 | **5-Year:** 302.870000000000 | **10-Year:** 307.800000000000 | **30-Year:** 166.520000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000224019 | -7.04%               | 2.52%                | 5.11%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $-1731633.98                               |
| Month 2  | $-52033.94               | $506540.93                                 |
| Month 3  | $0.00                    | $987047.40                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AMC NETWORKS INC                          | AMC Networks Inc                                                    | CUSIP: 00164VAE3<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    530000 | PA      | $470356.45    | 2.03%             | 2025-08-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                  | AT&T Inc                                                            | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     24646 | NS      | $453732.86    | 1.96%             |  |  |  | No            | 1                  | On Loan: No      |
| AEGON FUNDING CO LLC                      | AEGON Funding Co LLC                                                | CUSIP: 00775V104<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | EP               | CORP              | US        |     24433 | NS      | $495012.58    | 2.14%             |  |  |  | No            | 1                  | On Loan: No      |
| AllianceBernstein Global High             | AllianceBernstein Global High Income Fund Inc                       | CUSIP: 01879R106<br>LEI: AE2ZT9UGMEIJ7T4R5734 | Long             | EC               | RF                | US        |     67629 | NS      | $687110.64    | 2.97%             |  |  |  | No            | 1                  | On Loan: No      |
| ALLSTATE CORP                             | Allstate Corp/The                                                   | CUSIP: 020002838<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |     23744 | NS      | $516194.56    | 2.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Alpine Income Property Trust I            | Alpine Income Property Trust Inc                                    | CUSIP: 02083X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14372 | NS      | $273355.44    | 1.18%             |  |  |  | No            | 1                  | On Loan: No      |
| AMERICAN AXLE & MFG INC                   | American Axle & Manufacturing Inc                                   | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    483000 | PA      | $418467.34    | 1.81%             | 2029-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: —       |
| APACHE CORP                               | Apache Corp                                                         | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    529000 | PA      | $435811.36    | 1.88%             | 2040-09-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Ares Capital Corp                         | Ares Capital Corp                                                   | CUSIP: 04010L103<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | EC               | CORP              | US        |     39751 | NS      | $781107.15    | 3.37%             |  |  |  | No            | 1                  | On Loan: —       |
| ASSOC BANC-CORP                           | Associated Banc-Corp                                                | CUSIP: 045487402<br>LEI: 549300N3CIN473IW5094 | Long             | EP               | CORP              | US        |     23055 | NS      | $497526.90    | 2.15%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                | CUSIP: 06053U601<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     24274 | NS      | $545194.04    | 2.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Brandywine Realty Trust                   | Brandywine Realty Trust                                             | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |     22737 | NS      | $157112.67    | 0.68%             |  |  |  | No            | 1                  | On Loan: No      |
| CMS ENERGY CORP                           | CMS Energy Corp                                                     | CUSIP: 125896845<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |     23692 | NS      | $550602.08    | 2.38%             |  |  |  | No            | 1                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                  | Capital One Financial Corp                                          | CUSIP: 14040H782<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |     25547 | NS      | $468021.04    | 2.02%             |  |  |  | No            | 1                  | On Loan: No      |
| DELL INC                                  | Dell Inc                                                            | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    408000 | PA      | $404850.38    | 1.75%             | 2038-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                  | EQM Midstream Partners LP                                           | CUSIP: 26885BAC4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    477000 | PA      | $442560.60    | 1.91%             | 2028-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Gaming and Leisure Properties             | Gaming and Leisure Properties Inc                                   | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      1735 | NS      | $91278.35     | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Global Net Lease Inc                      | Global Net Lease Inc                                                | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |     15530 | NS      | $210120.90    | 0.91%             |  |  |  | No            | 1                  | On Loan: No      |
| Global Medical REIT Inc                   | Global Medical REIT Inc                                             | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |     20299 | NS      | $205019.90    | 0.88%             |  |  |  | No            | 1                  | On Loan: No      |
| Golub Capital BDC Inc                     | Golub Capital BDC Inc                                               | CUSIP: 38173M102<br>LEI: 2549005WE0QLGK9APF78 | Long             | EC               | CORP              | US        |     47754 | NS      | $668556.00    | 2.89%             |  |  |  | No            | 1                  | On Loan: No      |
| Hercules Capital Inc                      | Hercules Capital Inc                                                | CUSIP: 427096508<br>LEI: 549300UJ5OC256GR2B73 | Long             | EC               | CORP              | US        |     46270 | NS      | $655183.20    | 2.83%             |  |  |  | No            | 1                  | On Loan: —       |
| HILTON DOMESTIC OPERATIN                  | Hilton Domestic Operating Co Inc                                    | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    522000 | PA      | $483779.16    | 2.09%             | 2030-01-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Invesco Emerging Markets Sover            | Invesco Emerging Markets Sovereign Debt ETF                         | CUSIP: 46138E784<br>LEI: 549300VQ5VGUIVZMPZ95 | Long             | EC               | RF                | US        |     27613 | NS      | $527684.43    | 2.28%             |  |  |  | No            | 1                  | On Loan: No      |
| iShares J.P. Morgan EM High Yi            | iShares J.P. Morgan EM High Yield Bond ETF                          | CUSIP: 464286285<br>LEI: 549300DZF05WBBY0EZ78 | Long             | EC               | RF                | US        |     17119 | NS      | $604471.89    | 2.61%             |  |  |  | No            | 1                  | On Loan: —       |
| iShares 0-5 Year High Yield Co            | iShares 0-5 Year High Yield Corporate Bond ETF                      | CUSIP: 46434V407<br>LEI: 549300R96U5WQ7R5ID10 | Long             | EC               | RF                | US        |     17490 | NS      | $731431.80    | 3.16%             |  |  |  | No            | 1                  | On Loan: —       |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                 | CUSIP: 48128B648<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     23267 | NS      | $588655.10    | 2.54%             |  |  |  | No            | 1                  | On Loan: No      |
| Medical Properties Trust Inc              | Medical Properties Trust Inc                                        | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |     12472 | NS      | $163632.64    | 0.71%             |  |  |  | No            | 1                  | On Loan: No      |
| METLIFE INC                               | MetLife Inc                                                         | CUSIP: 59156R850<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |     24327 | NS      | $496270.80    | 2.14%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                      | CUSIP: 61762V804<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     24964 | NS      | $537225.28    | 2.32%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                      | CUSIP: 61762V861<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     24212 | NS      | $436784.48    | 1.89%             |  |  |  | No            | 1                  | On Loan: No      |
| MURPHY OIL CORP                           | Murphy Oil Corp                                                     | CUSIP: 626717AM4<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    582000 | PA      | $562713.72    | 2.43%             | 2027-12-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| NATIONAL FUEL GAS CO                      | National Fuel Gas Co                                                | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    529000 | PA      | $494136.82    | 2.13%             | 2028-09-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| OLIN CORP                                 | Olin Corp                                                           | CUSIP: 680665AJ5<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    529000 | PA      | $496506.18    | 2.14%             | 2027-09-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Omega Healthcare Investors Inc            | Omega Healthcare Investors Inc                                      | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      7156 | NS      | $216683.68    | 0.94%             |  |  |  | No            | 1                  | On Loan: No      |
| PennantPark Floating Rate Capi            | PennantPark Floating Rate Capital Ltd                               | CUSIP: 70806A106<br>LEI: 529900BH3IP6381K4L72 | Long             | EC               | CORP              | US        |     63336 | NS      | $732164.16    | 3.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Plymouth Industrial REIT Inc              | Plymouth Industrial REIT Inc                                        | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14707 | NS      | $304434.90    | 1.31%             |  |  |  | No            | 1                  | On Loan: No      |
| RADIAN GROUP INC                          | Radian Group Inc                                                    | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    529000 | PA      | $480587.23    | 2.07%             | 2027-03-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Simon Property Group Inc                  | Simon Property Group Inc                                            | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      3128 | NS      | $373608.32    | 1.61%             |  |  |  | No            | 1                  | On Loan: No      |
| Sixth Street Specialty Lending            | Sixth Street Specialty Lending Inc                                  | CUSIP: 83012A109<br>LEI: 549300TX61566GJWCN05 | Long             | EC               | CORP              | US        |     31907 | NS      | $601127.88    | 2.59%             |  |  |  | No            | 1                  | On Loan: No      |
| SOUTHERN CO                               | Southern Co/The                                                     | CUSIP: 842587800<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |     24169 | NS      | $492805.91    | 2.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Spirit Realty Capital Inc                 | Spirit Realty Capital Inc                                           | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |      6572 | NS      | $272212.24    | 1.17%             |  |  |  | No            | 1                  | On Loan: No      |
| TARGA RESOURCES PARTNERS                  | Targa Resources Partners LP / Targa Resources Partners Finance Corp | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    529000 | PA      | $501748.57    | 2.17%             | 2028-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| TRINITY INDUSTRIES INC                    | Trinity Industries Inc                                              | CUSIP: 896522AH2<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |    529000 | PA      | $509797.30    | 2.20%             | 2024-10-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                     | Truist Financial Corp                                               | CUSIP: 89832Q745<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |     23851 | NS      | $528299.65    | 2.28%             |  |  |  | No            | 1                  | On Loan: No      |
| UNITED RENTALS NORTH AM                   | United Rentals North America Inc                                    | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    493000 | PA      | $471209.40    | 2.03%             | 2028-01-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| VanEck Emerging Markets High Y            | VanEck Emerging Markets High Yield Bond ETF                         | CUSIP: 92189F353<br>LEI: 5493000XZY6IPF1JRM25 | Long             | EC               | RF                | US        |     25640 | NS      | $461263.60    | 1.99%             |  |  |  | No            | 1                  | On Loan: —       |
| VICI Properties Inc                       | VICI Properties Inc                                                 | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     11511 | NS      | $393676.20    | 1.70%             |  |  |  | No            | 1                  | On Loan: —       |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                    | CUSIP: 94988U128<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     25388 | NS      | $472470.68    | 2.04%             |  |  |  | No            | 1                  | On Loan: No      |
| WhiteHorse Finance Inc                    | WhiteHorse Finance Inc                                              | CUSIP: 96524V106<br>LEI: 5493006LP9COIV2ZIB05 | Long             | EC               | CORP              | US        |     49450 | NS      | $660157.50    | 2.85%             |  |  |  | No            | 1                  | On Loan: No      |
| Mount Vernon Liquid Assets Portfolio, LLC | Mount Vernon Liquid Assets Portfolio, LLC                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |   3266210 | NS      | $3266209.50   | 14.10%            |  |  |  | No            | N/A                | On Loan: No      |

### Signature

**Date Signed:** 2023-01-24

**Name of Applicant:** Tidal ETF Trust

**Signature:** /s/ Aaron Perkovich

**Name of Signer:** Aaron Perkovich

**Title:** Treasurer/Principal Financial Officer