# EDGAR Filing Document

**Accession Number:** 0001924868
**File Stem:** 0000894189-26-004469
**Filing Date:** 2026-2
**Character Count:** 47066
**Document Hash:** 68f53e6b738730484d6f501e909074d8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-26-004469.hdr.sgml**: 20260224

**ACCESSION NUMBER**: 0000894189-26-004469

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260224

**DATE AS OF CHANGE**: 20260224

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Tidal Trust II
- **CENTRAL INDEX KEY:** 0001924868

**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:** 811-23793
- **FILM NUMBER:** 26670908

**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 II
- **DATE OF NAME CHANGE:** 20220421

## Series and Classes Contracts Data

### Cambria Chesapeake Pure Trend ETF (Series ID: S000085073)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000249937 | Cambria Chesapeake Pure Trend ETF | MFUT            |

## 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 II

- **b. Investment Company Act file number:** 811-23793

- **c. CIK number of Registrant:** 0001924868

- **d. LEI of Registrant:** 549300BGXECFCIZF2P89

- **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:** 844-986-7700

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

- **a. Name of Series:** Cambria Chesapeake Pure Trend ETF

- **b. EDGAR series identifier (if any):** S000085073

- **c. LEI of Series:** 254900UC89DOMGNFZH93

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

- **a. Date of fiscal year-end:** 2026-06-30

- **b. Date as of which information is reported:** 2025-12-31

**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:** $27192924.25

**Total Liabilities:** $3518578.63

**Net Assets:** $23674345.62

**Amount of Assets Invested in Other Investment Companies:** $1122337.20

**Cash Not Reported:** $8898991.62

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

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

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000249937 | -0.28%               | 2.25%                | 3.11%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-52436.51               | $188491.76                                 |
| Month 2  | $-101509.80              | $194836.86                                 |
| Month 3  | $-15951.93               | $-10704.16                                 |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Apple Inc                      | Apple Inc                                  | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       898 | NS      | $244130.28    | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co      | Archer-Daniels-Midland Co                  | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      3401 | NS      | $195523.49    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                  | Rio Tinto PLC                              | CUSIP: 767204100<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      3815 | NS      | $305314.45    | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc         | Roper Technologies Inc                     | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Short            | EC               | CORP              | US        |      -520 | NS      | $-231467.60   | -0.98%            |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                      | Sanofi SA                                  | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      1100 | NS      | $53306.00     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                         | Sempra                                     | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      2707 | NS      | $239001.03    | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                     | Zoetis Inc                                 | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Short            | EC               | CORP              | US        |     -1999 | NS      | $-251514.18   | -1.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | BP CURRENCY FUT   Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        11 | NC      | $4727.31      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | BRL/USD FWD 20260318                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $811.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CORN FUTURE       Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -23 | NC      | $-2993.45     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | C$ CURRENCY FUT   Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -21 | NC      | $-5242.02     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COTTON NO.2 FUTR  Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -14 | NC      | $3638.32      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CATTLE FEEDER FUT Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         7 | NC      | $20964.16     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd         | Arch Capital Group Ltd                     | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |      3672 | NS      | $352218.24    | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COPPER FUTURE     Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         2 | NC      | $29465.76     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | JPN 10Y BOND(OSE) Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |        -5 | NC      | $37300.63     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | JPN YEN CURR FUT  Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -14 | NC      | $10960.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CRUDE PALM OIL FU Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | MY        |         6 | NC      | $1227.77      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | KC HRW WHEAT FUT  Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -13 | NC      | $18133.05     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                | ASML Holding NV                            | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       202 | NS      | $216111.72    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | IODEX IO FUT      Feb26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | SG        |        55 | NC      | $-2145.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 10YR NOTE (CBT)Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        20 | NC      | $-22732.40    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | UK Emiss Allow Fu Dec26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |         4 | NC      | $45915.87     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories            | Abbott Laboratories                        | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      3017 | NS      | $377999.93    | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc     | Advanced Micro Devices Inc                 | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       811 | NS      | $173683.76    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc       | Agilent Technologies Inc                   | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      1444 | NS      | $196485.08    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc | Air Products and Chemicals Inc             | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Short            | EC               | CORP              | US        |     -1107 | NS      | $-273451.14   | -1.16%            |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc    | American Water Works Co Inc                | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       645 | NS      | $84172.50     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc            | Elevance Health Inc                        | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Short            | EC               | CORP              | US        |      -109 | NS      | $-38209.95    | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc  | Automatic Data Processing Inc              | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Short            | EC               | CORP              | US        |     -1039 | NS      | $-267261.97   | -1.13%            |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                  | BHP Group Ltd                              | CUSIP: 088606108<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      3786 | NS      | $228560.82    | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Kansas City L | Canadian Pacific Kansas City Ltd           | CUSIP: 13646K108<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |     -2567 | NS      | $-189008.21   | -0.80%            |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc            | Cheniere Energy Inc                        | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Short            | EC               | CORP              | US        |     -1337 | NS      | $-259899.43   | -1.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc              | Cisco Systems Inc                          | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      6051 | NS      | $466108.53    | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                   | Comcast Corp                               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Short            | EC               | CORP              | US        |    -12995 | NS      | $-388420.55   | -1.64%            |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc             | Conagra Brands Inc                         | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Short            | EC               | CORP              | US        |     -9982 | NS      | $-172788.42   | -0.73%            |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc       | Constellation Brands Inc                   | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Short            | EC               | CORP              | US        |     -1304 | NS      | $-179899.84   | -0.76%            |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                    | Corteva Inc                                | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      4664 | NS      | $312627.92    | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc               | Crown Castle Inc                           | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Short            | EC               | CORP              | US        |     -1289 | NS      | $-114553.43   | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                  | DR Horton Inc                              | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       416 | NS      | $59916.48     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                     | Deere & Co                                 | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       669 | NS      | $311466.33    | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                        | Dow Inc                                    | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Short            | EC               | CORP              | US        |     -5194 | NS      | $-121435.72   | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp      | Edwards Lifesciences Corp                  | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      3354 | NS      | $285928.50    | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund | CUSIP: 31846V336<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |   9036279 | NS      | $9036279.34   | 38.17%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 3YR NOTE (CBT) Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        25 | NC      | $-16302.70    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                      | Airbus SE                                  | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | FR        |      1149 | NS      | $267730.25    | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                 | Eli Lilly & Co                             | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       201 | NS      | $216010.68    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                   | Newmont Corp                               | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      3236 | NS      | $323114.60    | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc             | NextEra Energy Inc                         | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      3128 | NS      | $251115.84    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp          | Northrop Grumman Corp                      | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       561 | NS      | $319887.81    | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                     | Nucor Corp                                 | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      1138 | NS      | $185619.18    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc             | United Rentals Inc                         | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       202 | NS      | $163482.64    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Vale SA                        | Vale SA                                    | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |     18712 | NS      | $243817.36    | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co            | Vulcan Materials Co                        | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       960 | NS      | $273811.20    | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                | Yum! Brands Inc                            | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      1571 | NS      | $237660.88    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc     | Zimmer Biomet Holdings Inc                 | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Short            | EC               | CORP              | US        |     -2230 | NS      | $-200521.60   | -0.85%            |  |  |  | No            |                  1 | On Loan: No      |
| Air Liquide SA                 | Air Liquide SA                             | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |       436 | NS      | $82063.00     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COP/USD FWD 20260121                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $11561.17     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CZK/USD FWD 20260318                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $11025.37     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EURO-SCHATZ FUT   Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -66 | NC      | $7529.93      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO FX CURR FUT  Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         7 | NC      | $-1432.34     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 5YR NOTE (CBT) Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        35 | NC      | $-22276.87    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LONG GILT FUTURE  Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         7 | NC      | $1575.45      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NY Harb ULSD Fut  Feb26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         4 | NC      | $250.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Euro-BTP Future   Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        13 | NC      | $-3249.88     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | INR/USD FWD 20260318                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-12173.13    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | COFFEE 'C' FUTURE Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         3 | NC      | $-50640.36    | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | KRW/USD FWD 20260318                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-26275.09    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LME PRI ALUM FUTR Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        14 | NC      | $34264.44     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LIVE CATTLE FUTR  Feb26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        17 | NC      | $66042.96     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LEAN HOGS FUTURE  Feb26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -4 | NC      | $-9780.48     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD FUTURE   Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -10 | NC      | $6789.60      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL FUTURE Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -5 | NC      | $-50898.99    | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL FUTURE Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-1124.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME TIN FUTURE    Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $44385.84     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC FUTURE   Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         8 | NC      | $19078.18     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ECX EMISSION      Dec26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | NL        |         6 | NC      | $5215.38      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MXN/USD FWD 20260318                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $20967.02     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NOK/USD FWD 20260318                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $4138.52      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EURO-BOBL FUTURE  Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -27 | NC      | $1095.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Low Su Gasoil G   Feb26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $2480.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WHITE SUGAR (ICE) Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -20 | NC      | $-21325.60    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-BUND FUTURE  Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -14 | NC      | $13600.17     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 2YR NOTE (CBT) Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -24 | NC      | $5536.03      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-BUXL 30Y BND Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -6 | NC      | $10409.02     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | USD/ZAR FWD 20260318                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $30658.19     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | US LONG BOND(CBT) Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -8 | NC      | $16969.28     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WHEAT FUTURE(CBT) Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -17 | NC      | $38587.45     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fomento Economico Mexicano SAB | Fomento Economico Mexicano SAB de CV       | CUSIP: 344419106<br>LEI: 549300A8MDWDJNMLV153 | Short            | EC               | CORP              | MX        |      -715 | NS      | $-72265.05    | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc              | General Mills Inc                          | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Short            | EC               | CORP              | US        |     -4283 | NS      | $-199159.50   | -0.84%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares Ethereum Trust ETF     | iShares Ethereum Trust ETF                 | CUSIP: 46438R105<br>LEI: 529900M7AJ6IYSU9SP67 | Long             | EC               | RF                | US        |      1470 | NS      | $32972.10     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The             | Kraft Heinz Co/The                         | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Short            | EC               | CORP              | US        |     -7149 | NS      | $-173363.25   | -0.73%            |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc  | Martin Marietta Materials Inc              | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       385 | NS      | $239724.10    | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                 | Merck & Co Inc                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      2252 | NS      | $237045.52    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc          | Micron Technology Inc                      | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      1290 | NS      | $368178.90    | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                    | NVIDIA Corp                                | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      1858 | NS      | $346517.00    | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                    | Nutrien Ltd                                | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      3133 | NS      | $193368.76    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                    | Paychex Inc                                | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Short            | EC               | CORP              | US        |     -1997 | NS      | $-224023.46   | -0.95%            |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                    | PepsiCo Inc                                | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       278 | NS      | $39898.56     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                 | Public Storage                             | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Short            | EC               | CORP              | US        |      -235 | NS      | $-60982.50    | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                  | Snowflake Inc                              | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       824 | NS      | $180752.64    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                | Sony Group Corp                            | CUSIP: 835699307<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |      9986 | NS      | $255641.60    | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc              | Suncor Energy Inc                          | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |      5881 | NS      | $260881.16    | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                     | Tenaris SA                                 | CUSIP: 88031M109<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |      4212 | NS      | $161951.40    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                      | Tesla Inc                                  | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       395 | NS      | $177639.40    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUDUSD Crncy Fut  Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        22 | NC      | $-5581.64     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN OIL FUTR  Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        10 | NC      | $-20271.50    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Short Euro-BTP Fu Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         9 | NC      | $-822.95      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CLP/USD FWD 20260318                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $27624.57     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CNH/USD FWD 20260318                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $56223.25     | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | 3M CORRA Futures  Sep27                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        71 | NC      | $6163.62      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Sep28                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -13 | NC      | $-1188.75     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | FED FUND 30DAY    May26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -37 | NC      | $2936.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | GOLD 100 OZ FUTR  Feb26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         4 | NC      | $66021.52     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | HUF/USD FWD 20260318                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $6843.93      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IDR/USD FWD 20260121                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-8886.72     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ILS/USD FWD 20260318                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $20735.65     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | 90-DAY BANK BILL  Sep27                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |       -88 | NC      | $-325.49      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NZD/USD FWD 20260318                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $5269.64      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PALLADIUM FUTURE  Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         2 | NC      | $43630.76     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | PHP/USD FWD 20260121                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-18212.09    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PLATINUM FUTURE   Apr26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         7 | NC      | $-31707.34    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | PLN/USD FWD 20260318                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $6512.60      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SOYBEAN FUTURE    Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        15 | NC      | $-13389.75    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SUGAR #11 (WORLD) Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -31 | NC      | $36644.48     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SEK/USD FWD 20260318                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $6394.59      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF CURRENCY FUT  Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         6 | NC      | $159.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ICE 3MTH SONIA FU Sep28                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        43 | NC      | $7789.46      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Sep28                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        56 | NC      | $-3739.12     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SGD/USD FWD 20260318                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-5805.60     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SILVER FUTURE     Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         3 | NC      | $284581.14    | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN MEAL FUTR Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -2 | NC      | $5309.70      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Three-Month SARON Sep27                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        10 | NC      | $293.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | THB/USD FWD 20260318                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $11718.60     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TWD/USD FWD 20260121                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-5448.85     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUST 10Y BOND FUT Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |       -26 | NC      | $2358.22      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUST 3YR BOND FUT Mar26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |       -70 | NC      | $1486.93      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-24

**Name of Applicant:** Tidal Trust II

**Signature:** /s/ Peter Chappy

**Name of Signer:** Peter Chappy

**Title:** Assistant Treasurer