# EDGAR Filing Document

**Accession Number:** 0001924868
**File Stem:** 0000894189-26-016456
**Filing Date:** 2026-5
**Character Count:** 78913
**Document Hash:** 927adba1160234b663eb16f45adc7f8c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-26-016456.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0000894189-26-016456

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**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:** 261037316

**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            |

## Nport-Ex

---

| | | |
|:---|:---|:---|
| **Cambria Chesapeake Pure Trend ETF** | **Cambria Chesapeake Pure Trend ETF** | **Cambria Chesapeake Pure Trend ETF** |
| **Consolidated Schedule of Investments** | **Consolidated Schedule of Investments** | **Consolidated Schedule of Investments** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **COMMON STOCKS - 41.3%** | **Shares**  | **Value**  |
| **Aerospace & Defense - 3.4%** | **Aerospace & Defense - 3.4%** | |
| Airbus SE | 1059 | $196230 |
| Lockheed Martin Corp. | 614 | 371096 |
| Northrop Grumman Corp. <sup>(a)</sup> | 700 | 477568 |
|  |  | 1044894 |
| **Agriculture - 1.0%** | **Agriculture - 1.0%** |  |
| Archer-Daniels-Midland Co. | 4100 | 298029 |
| **Auto Manufacturers - 0.5%** | **Auto Manufacturers - 0.5%** |  |
| Tesla, Inc. <sup>(b)</sup> | 434 | 161339 |
| **Beverages - 2.0%** | **Beverages - 2.0%** |  |
| Fomento Economico Mexicano SAB de CV - ADR | 2711 | 301083 |
| PepsiCo, Inc. | 1961 | 304524 |
|  |  | 605607 |
| **Biotechnology - 1.5%** | **Biotechnology - 1.5%** |  |
| Corteva, Inc. <sup>(a)</sup> | 5638 | 471957 |
| **Building Materials - 1.6%** | **Building Materials - 1.6%** |  |
| Martin Marietta Materials, Inc. | 411 | 241947 |
| Vulcan Materials Co. | 859 | 233906 |
|  |  | 475853 |
| **Chemicals - 0.9%** | **Chemicals - 0.9%** |  |
| Nutrien Ltd. | 3708 | 279806 |
| **Commercial Services - 0.4%** | **Commercial Services - 0.4%** |  |
| United Rentals, Inc. | 154 | 112198 |
| **Computers - 1.3%** | **Computers - 1.3%** |  |
| Apple, Inc. | 1365 | 346424 |
| Fortinet, Inc. <sup>(b)</sup> | 553 | 45191 |
|  |  | 391615 |
| **Electric - 2.1%** | **Electric - 2.1%** |  |
| NextEra Energy, Inc. | 3676 | 341427 |
| Sempra | 2974 | 288983 |
|  |  | 630410 |
| **Healthcare - Products - 1.0%** | **Healthcare - Products - 1.0%** |  |
| Edwards Lifesciences Corp. <sup>(b)</sup> | 3852 | 308468 |
| **Home Builders - 0.1%** | **Home Builders - 0.1%** |  |
| D.R. Horton, Inc. | 254 | 34854 |
| **Insurance - 0.7%** | **Insurance - 0.7%** |  |
| Arch Capital Group Ltd. <sup>(b)</sup> | 2198 | 210986 |
| **Iron & Steel - 2.1%** | **Iron & Steel - 2.1%** |  |
| Nucor Corp. | 1568 | 265149 |
| Vale SA - ADR | 24200 | 385022 |
|  |  | 650171 |
| **Machinery - Diversified - 1.5%** | **Machinery - Diversified - 1.5%** |  |
| Deere & Co. | 797 | 448950 |
| **Metal Fabricate & Hardware - 1.0%** | **Metal Fabricate & Hardware - 1.0%** |  |
| Tenaris SA - ADR | 5206 | 302885 |
| **Mining - 4.1%** | **Mining - 4.1%** |  |
| BHP Group Ltd. - ADR | 4779 | 347624 |
| Newmont Corp. | 4062 | 439712 |
| Rio Tinto PLC - ADR | 4890 | 456188 |
|  |  | 1243524 |
| **Oil & Gas - 3.9%** | **Oil & Gas - 3.9%** |  |
| Chevron Corp. | 1680 | 347592 |
| Equinor ASA - ADR | 9108 | 384358 |
| Suncor Energy, Inc. | 7002 | 462902 |
|  |  | 1194852 |
| **Pharmaceuticals - 1.7%** | **Pharmaceuticals - 1.7%** |  |
| Eli Lilly & Co. | 225 | 206948 |
| Merck & Co., Inc. | 2514 | 302409 |
|  |  | 509357 |
| **Pipelines - 0.8%** | **Pipelines - 0.8%** |  |
| Cheniere Energy, Inc. | 856 | 242899 |
| **Retail - 0.9%** | **Retail - 0.9%** |  |
| Yum! Brands, Inc. | 1873 | 291214 |
| **Semiconductors - 5.4%** | **Semiconductors - 5.4%** |  |
| Advanced Micro Devices, Inc. <sup>(b)</sup> | 943 | 191834 |
| ASML Holding NV | 202 | 266808 |
| Microchip Technology, Inc. | 2343 | 151381 |
| Micron Technology, Inc. | 1419 | 479395 |
| NVIDIA Corp. <sup>(a)</sup> | 3175 | 553720 |
|  |  | 1643138 |
| **Software - 0.1%** | **Software - 0.1%** |  |
| Snowflake, Inc. - Class A <sup>(b)</sup> | 268 | 40420 |
| **Telecommunications - 2.0%** | **Telecommunications - 2.0%** |  |
| Cisco Systems, Inc. | 7784 | 603961 |
| **Transportation - 1.3%** | **Transportation - 1.3%** |  |
| Canadian Pacific Kansas City Ltd. | 2470 | 194290 |
| Old Dominion Freight Line, Inc. | 1124 | 219630 |
|  |  | 413920 |
| **TOTAL COMMON STOCKS** (Cost $10,764,934) | **TOTAL COMMON STOCKS** (Cost $10,764,934) | 12611307 |
| **REAL ESTATE INVESTMENT TRUSTS - 0.8%** |  |  |
| Public Storage, Inc. | 881 | 238645 |
| **TOTAL REAL ESTATE INVESTMENT TRUSTS** (Cost $265,454) | **TOTAL REAL ESTATE INVESTMENT TRUSTS** (Cost $265,454) | 238645 |
| **EXCHANGE TRADED FUNDS - 0.2%** |  |  |
| iShares Ethereum Trust ETF <sup>(b)</sup> | 3359 | 53173 |
| **TOTAL EXCHANGE TRADED FUNDS** (Cost $58,904) | **TOTAL EXCHANGE TRADED FUNDS** (Cost $58,904) | 53173 |
| **SHORT-TERM INVESTMENTS** | **SHORT-TERM INVESTMENTS** | **SHORT-TERM INVESTMENTS** |
| **MONEY MARKET FUNDS - 36.1%** |  |  |
| First American Government Obligations Fund - Class X, 3.58% <sup>(c)(d)</sup> | 11015575 | 11015575 |
| **TOTAL MONEY MARKET FUNDS** (Cost $11,015,575) | **TOTAL MONEY MARKET FUNDS** (Cost $11,015,575) | 11015575 |
| **TOTAL INVESTMENTS - 78.4% (**Cost $22,104,867**)** | **TOTAL INVESTMENTS - 78.4% (**Cost $22,104,867**)** | 23918700 |
| Other Assets in Excess of Liabilities - 21.6% | Other Assets in Excess of Liabilities - 21.6% | 6573410 |
| **TOTAL NET ASSETS - 100.0%** |  | $30492110 |
| Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. |  |

---

ADR - American Depositary Receipt <br> PLC - Public Limited Company

(a) All or a portion of the security has been pledged as collateral for securities sold short. The fair value of securities committed as collateral as of March 31, 2026 was $981,509.

(b) Non-income producing security.

(c) The rate shown represents the 7-day annualized yield as of March 31, 2026.

(d) Fair value of this security exceeds 25% of the Fund's net assets. Additional information for this security, including the financial statements, is available from the SEC's EDGAR database at www.sec.gov.

------

---

| | | |
|:---|:---|:---|
| **Cambria Chesapeake Pure Trend ETF** | **Cambria Chesapeake Pure Trend ETF** | **Cambria Chesapeake Pure Trend ETF** |
| **Consolidated Schedule of Securities Sold Short** | **Consolidated Schedule of Securities Sold Short** | **Consolidated Schedule of Securities Sold Short** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **COMMON STOCKS** - **(9.3)%** | **Shares** | **Value** |
| **Beverages - (0.7)%** | **Beverages - (0.7)%** | |
| Constellation Brands, Inc. - Class A | (1460) | $(219000) |
| **Commercial Services - (0.8)%** | **Commercial Services - (0.8)%** |  |
| Automatic Data Processing, Inc. | (1239) | (251740) |
| **Food - (1.8)%** | **Food - (1.8)%** |  |
| Conagra Brands, Inc. | (11304) | (177699) |
| General Mills, Inc. | (4844) | (180294) |
| Kraft Heinz Co. | (8794) | (197777) |
|  |  | (555770) |
| **Healthcare - Products - (1.6)%** | **Healthcare - Products - (1.6)%** |  |
| Abbott Laboratories | (2371) | (243431) |
| Agilent Technologies, Inc. | (1124) | (128113) |
| Zimmer Biomet Holdings, Inc. | (1221) | (110403) |
|  |  | (481947) |
| **Healthcare - Services - (0.1)%** | **Healthcare - Services - (0.1)%** |  |
| Elevance Health, Inc. | (127) | (37179) |
| **Home Furnishings - (0.9)%** | **Home Furnishings - (0.9)%** |  |
| Sony Group Corp. - ADR | (12814) | (265250) |
| **Media - (0.4)%** | **Media - (0.4)%** |  |
| Comcast Corp. - Class A | (3636) | (104389) |
| Versant Media Group, Inc. | (1) | (30) |
|  |  | (104419) |
| **Pharmaceuticals - (1.4)%** | **Pharmaceuticals - (1.4)%** |  |
| Sanofi SA - ADR | (2867) | (138132) |
| Zoetis, Inc. | (2534) | (299544) |
|  |  | (437676) |
| **Software - (1.5)%** | **Software - (1.5)%** |  |
| Paychex, Inc. | (2590) | (238591) |
| Roper Technologies, Inc. | (648) | (229301) |
|  |  | (467892) |
| **Water - (0.1)%** | **Water - (0.1)%** |  |
| American Water Works Co., Inc. | (104) | (14153) |
| **TOTAL COMMON STOCKS** (Proceeds $3,499,293) | **TOTAL COMMON STOCKS** (Proceeds $3,499,293) | (2835026) |
| **REAL ESTATE INVESTMENT TRUSTS** - **(0.5)%** |  |  |
| Crown Castle, Inc. | (1742) | (141642) |
| **TOTAL REAL ESTATE INVESTMENT TRUSTS** (Proceeds $155,029) | **TOTAL REAL ESTATE INVESTMENT TRUSTS** (Proceeds $155,029) | (141642) |
| **TOTAL SECURITIES SOLD SHORT** (Proceeds $3,654,322) |  | $(2976668) |
| Percentages are stated as a percent of net assets. |  |  |
| ADR - American Depositary Receipt | ADR - American Depositary Receipt | ADR - American Depositary Receipt |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Cambria Chesapeake Pure Trend ETF** | **Cambria Chesapeake Pure Trend ETF** | **Cambria Chesapeake Pure Trend ETF** | **Cambria Chesapeake Pure Trend ETF** | **Cambria Chesapeake Pure Trend ETF** |
| **Consolidated Schedule of Futures Contracts** | **Consolidated Schedule of Futures Contracts** | **Consolidated Schedule of Futures Contracts** | **Consolidated Schedule of Futures Contracts** | **Consolidated Schedule of Futures Contracts** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| The Cambria Chesapeake Pure Trend ETF & Cambria Chesapeake Cayman Subsidiary had the following futures contracts outstanding with StoneX Financial, Inc.: | The Cambria Chesapeake Pure Trend ETF & Cambria Chesapeake Cayman Subsidiary had the following futures contracts outstanding with StoneX Financial, Inc.: | The Cambria Chesapeake Pure Trend ETF & Cambria Chesapeake Cayman Subsidiary had the following futures contracts outstanding with StoneX Financial, Inc.: | The Cambria Chesapeake Pure Trend ETF & Cambria Chesapeake Cayman Subsidiary had the following futures contracts outstanding with StoneX Financial, Inc.: | The Cambria Chesapeake Pure Trend ETF & Cambria Chesapeake Cayman Subsidiary had the following futures contracts outstanding with StoneX Financial, Inc.: |
| **Description** | **Contracts Purchased** | **Expiration Date** | **Notional Value** | **Value / Unrealized** <br> **Appreciation** <br> (Depreciation) |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Secured Overnight Financing Rate | 50 | 12/19/2028 | $12066250 | $(19401) |
| &nbsp;&nbsp;&nbsp;&nbsp;Arabica Coffee <sup>(a)</sup> | 5 | 05/18/2026 | 559406 | 724 |
| &nbsp;&nbsp;&nbsp;&nbsp;Australian Dollar/U.S. Dollar Cross Currency Rate | 29 | 06/15/2026 | 1995925 | (33879) |
| &nbsp;&nbsp;&nbsp;&nbsp;British Pound/U.S. Dollar Cross Currency Rate | 19 | 06/15/2026 | 1570588 | (3069) |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian 10 Year Government Bonds | 11 | 06/19/2026 | 945942 | (16127) |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper <sup>(a)</sup> | 5 | 05/27/2026 | 701750 | (53586) |
| &nbsp;&nbsp;&nbsp;&nbsp;WTI Crude Oil <sup>(a)</sup> | 5 | 04/21/2026 | 506900 | 29928 |
| &nbsp;&nbsp;&nbsp;&nbsp;Crude Palm Oil <sup>(a)</sup> | 31 | 06/15/2026 | 924105 | 56219 |
| &nbsp;&nbsp;&nbsp;&nbsp;Crude Soybean Oil <sup>(a)</sup> | 12 | 05/14/2026 | 495936 | 61174 |
| &nbsp;&nbsp;&nbsp;&nbsp;Feeder Cattle <sup>(a)</sup> | 8 | 05/21/2026 | 1465900 | 65659 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gold <sup>(a)</sup> | 5 | 06/26/2026 | 2339300 | 75577 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lean Hogs <sup>(a)</sup> | 21 | 06/12/2026 | 882420 | (18587) |
| &nbsp;&nbsp;&nbsp;&nbsp;Live Cattle <sup>(a)</sup> | 21 | 06/30/2026 | 2043510 | 95722 |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metal Exchange - Aluminum <sup>(a)</sup> | 17 | 06/17/2026 | 1479910 | 151396 |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metal Exchange - Lead <sup>(a)</sup> | 1 | 06/17/2026 | 47422 | (312) |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metal Exchange - Nickel <sup>(a)</sup> | 5 | 06/17/2026 | 512580 | (9033) |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metal Exchange - Tin <sup>(a)</sup> | 3 | 06/17/2026 | 701505 | (46752) |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metal Exchange - Zinc <sup>(a)</sup> | 5 | 06/17/2026 | 405375 | (9357) |
| &nbsp;&nbsp;&nbsp;&nbsp;Low Sulphur Gas Oil <sup>(a)</sup> | 6 | 05/12/2026 | 743550 | 29377 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dutch Title Transfer Facility Natural Gas <sup>(a)</sup> | 5 | 04/29/2026 | 217555 | (7331) |
| &nbsp;&nbsp;&nbsp;&nbsp;NY Harbor Ultra-Low Sulfur Diesel <sup>(a)</sup> | 4 | 04/30/2026 | 691118 | 75989 |
| &nbsp;&nbsp;&nbsp;&nbsp;Palladium <sup>(a)</sup> | 2 | 06/26/2026 | 297500 | (76909) |
| &nbsp;&nbsp;&nbsp;&nbsp;Platinum <sup>(a)</sup> | 8 | 07/29/2026 | 788080 | 33523 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reformulated Blendstock Gasoline <sup>(a)</sup> | 6 | 04/30/2026 | 807383 | 99147 |
| &nbsp;&nbsp;&nbsp;&nbsp;Singapore Exchange Technically Specified Rubber 20 <sup>(a)</sup> | 63 | 05/29/2026 | 617400 | 23656 |
| &nbsp;&nbsp;&nbsp;&nbsp;Singapore Exchange TSI Iron Ore <sup>(a)</sup> | 64 | 05/29/2026 | 675072 | 512 |
| &nbsp;&nbsp;&nbsp;&nbsp;Silver <sup>(a)</sup> | 4 | 05/27/2026 | 1498380 | (333538) |
| &nbsp;&nbsp;&nbsp;&nbsp;Soybeans <sup>(a)</sup> | 18 | 05/14/2026 | 1053900 | 17332 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 10 Year Notes | 5 | 06/18/2026 | 555234 | (8379) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.K. Natural Gas <sup>(a)</sup> | 5 | 04/29/2026 | 261835 | (10098) |
|  |  |  |  | $169577 |
|  |  |  |  | – |
| **Description** | **Contracts Sold** | **Expiration Date** | **Notional Value** | **Value / Unrealized**<br> **Appreciation<br> (Depreciation)** |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Canadian Overnight Repo Rate Average | (54) | 12/14/2027 | $9392103 | $(24416) |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Euribor | (44) | 09/18/2028 | 12328264 | 7779 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Swiss Average Overnight Rate | (51) | 12/14/2027 | 15827422 | (9343) |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Day Federal Funds Rate | (49) | 11/30/2026 | 19681199 | 60004 |
| &nbsp;&nbsp;&nbsp;&nbsp;Australian Government 3 Year Bonds | (85) | 06/15/2026 | 6034414 | 13046 |
| &nbsp;&nbsp;&nbsp;&nbsp;Australian Government 10 Year Bonds | (30) | 06/15/2026 | 2214013 | 2829 |
| &nbsp;&nbsp;&nbsp;&nbsp;Australian 90 Day Bank Bills | (105) | 09/09/2027 | 71088757 | 82140 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian Dollar/U.S. Dollar Cross Currency Rate | (31) | 06/16/2026 | 2232000 | 37432 |
| &nbsp;&nbsp;&nbsp;&nbsp;Corn No. 2 Yellow <sup>(a)</sup> | (21) | 05/14/2026 | 480638 | (17008) |
| &nbsp;&nbsp;&nbsp;&nbsp;Cotton No.2 <sup>(a)</sup> | (18) | 05/06/2026 | 630000 | (49597) |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro/U.S. Dollar Cross Currency Rate | (2) | 06/15/2026 | 289638 | (447) |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-Schatz | (38) | 06/08/2026 | 4630142 | 38900 |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-Bobl | (22) | 06/08/2026 | 2925982 | 46569 |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-Bund | (16) | 06/08/2026 | 2311603 | 49688 |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-Buxl | (6) | 06/08/2026 | 762254 | 10350 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hard Red Winter Wheat <sup>(a)</sup> | (9) | 05/14/2026 | 285975 | (36946) |
| &nbsp;&nbsp;&nbsp;&nbsp;ICE 3 Month Sterling Overnight Index Average Rate | (11) | 12/19/2028 | 3478660 | 453 |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-BTP Italian Government Bonds | (8) | 06/08/2026 | 1071829 | (2562) |
| &nbsp;&nbsp;&nbsp;&nbsp;Japanese 10 Year Government Bonds | (5) | 06/15/2026 | 4095481 | 51836 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japanese Yen/U.S. Dollar Cross Currency Rate | (17) | 06/15/2026 | 1345975 | (3610) |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metal Exchange - Lead <sup>(a)</sup> | (13) | 06/17/2026 | 616486 | 23940 |
| &nbsp;&nbsp;&nbsp;&nbsp;Long Gilt | (6) | 06/26/2026 | 694614 | (1208) |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-BTP Italian Government Short Bonds | (76) | 06/08/2026 | 9269040 | 52519 |
| &nbsp;&nbsp;&nbsp;&nbsp;Soybean Meal <sup>(a)</sup> | (14) | 05/14/2026 | 442960 | (8852) |
| &nbsp;&nbsp;&nbsp;&nbsp;Sugar No. 11 <sup>(a)</sup> | (37) | 04/30/2026 | 643149 | (80492) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 2 Year Notes | (39) | 06/30/2026 | 8090367 | 51091 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 3 Year Notes | (18) | 06/30/2026 | 3805031 | (3645) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 5 Year Notes | (25) | 06/30/2026 | 2704492 | (4584) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Long Bonds | (10) | 06/18/2026 | 1138750 | 30180 |
| &nbsp;&nbsp;&nbsp;&nbsp;Wheat <sup>(a)</sup> | (11) | 05/14/2026 | 338938 | (32469) |
| &nbsp;&nbsp;&nbsp;&nbsp;White Sugar <sup>(a)</sup> | (16) | 07/16/2026 | 361600 | 1063 |
|  |  |  |  | $284640 |
| **Net Unrealized Appreciation (Depreciation)** |  | $– | $– | $454217 |
| (a) | All or a portion of the investment is a holding of the Cambria Chesapeake Cayman Subsidiary. | All or a portion of the investment is a holding of the Cambria Chesapeake Cayman Subsidiary. | All or a portion of the investment is a holding of the Cambria Chesapeake Cayman Subsidiary. | All or a portion of the investment is a holding of the Cambria Chesapeake Cayman Subsidiary. |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Cambria Chesapeake Pure Trend ETF** | **Cambria Chesapeake Pure Trend ETF** | **Cambria Chesapeake Pure Trend ETF** | **Cambria Chesapeake Pure Trend ETF** | **Cambria Chesapeake Pure Trend ETF** | **Cambria Chesapeake Pure Trend ETF** | **Cambria Chesapeake Pure Trend ETF** |
| **Consolidated Schedule of Forward Currency Contracts** | **Consolidated Schedule of Forward Currency Contracts** | **Consolidated Schedule of Forward Currency Contracts** | **Consolidated Schedule of Forward Currency Contracts** | **Consolidated Schedule of Forward Currency Contracts** | **Consolidated Schedule of Forward Currency Contracts** | **Consolidated Schedule of Forward Currency Contracts** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **Counterparty** | **Settlement Date** | **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| StoneX Financial, Inc. | 04/15/2026 | COP | 5723947000 | USD | 1548246 | $10259 |
| StoneX Financial, Inc. | 06/17/2026 | HUF | 410220000 | USD | 1217396 | 178 |
| StoneX Financial, Inc. | 04/15/2026 | TWD | 25000000 | USD | 781689 | 1186 |
| StoneX Financial, Inc. | 06/17/2026 | USD | 226185 | CZK | 4813000 | 256 |
| StoneX Financial, Inc. | 04/15/2026 | USD | 3366304 | IDR | 57105000000 | 7116 |
| StoneX Financial, Inc. | 06/17/2026 | USD | 2588563 | INR | 242000000 | 57547 |
| StoneX Financial, Inc. | 06/17/2026 | USD | 1388294 | KRW | 2050660000 | 46230 |
| StoneX Financial, Inc. | 06/17/2026 | USD | 1036994 | NZD | 1753000 | 34256 |
| StoneX Financial, Inc. | 04/15/2026 | USD | 2100849 | PHP | 125078000 | 43469 |
| StoneX Financial, Inc. | 06/17/2026 | BRL | 6626000 | USD | 1258980 | (12088) |
| StoneX Financial, Inc. | 06/17/2026 | CLP | 1682892000 | USD | 1877923 | (74064) |
| StoneX Financial, Inc. | 06/17/2026 | CNH | 43744000 | USD | 6405008 | (36802) |
| StoneX Financial, Inc. | 06/17/2026 | CZK | 22663000 | USD | 1076349 | (12517) |
| StoneX Financial, Inc. | 06/17/2026 | ILS | 5153000 | USD | 1658730 | (22875) |
| StoneX Financial, Inc. | 06/17/2026 | KRW | 2993000 | USD | 2015 | (56) |
| StoneX Financial, Inc. | 06/17/2026 | MXN | 33127000 | USD | 1860685 | (37121) |
| StoneX Financial, Inc. | 06/17/2026 | NOK | 15716000 | USD | 1631058 | (18748) |
| StoneX Financial, Inc. | 04/15/2026 | PHP | 4550000 | USD | 76105 | (1263) |
| StoneX Financial, Inc. | 06/17/2026 | PLN | 5754000 | USD | 1565393 | (22412) |
| StoneX Financial, Inc. | 06/17/2026 | SEK | 8896000 | USD | 969419 | (31866) |
| StoneX Financial, Inc. | 06/17/2026 | THB | 41156000 | USD | 1300180 | (44217) |
| StoneX Financial, Inc. | 06/17/2026 | USD | 1610668 | THB | 52924000 | (4420) |
| StoneX Financial, Inc. | 04/15/2026 | USD | 1096151 | TWD | 35086000 | (2566) |
| StoneX Financial, Inc. | 06/17/2026 | ZAR | 23587000 | USD | 1421785 | (52051) |
| **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | $(172569) |
| BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real |
| CLP - Chilean Peso | CLP - Chilean Peso | CLP - Chilean Peso | CLP - Chilean Peso | CLP - Chilean Peso | CLP - Chilean Peso | CLP - Chilean Peso |
| CNH - Chinese Offshore Yuan | CNH - Chinese Offshore Yuan | CNH - Chinese Offshore Yuan | CNH - Chinese Offshore Yuan | CNH - Chinese Offshore Yuan | CNH - Chinese Offshore Yuan | CNH - Chinese Offshore Yuan |
| COP - Colombian Peso | COP - Colombian Peso | COP - Colombian Peso | COP - Colombian Peso | COP - Colombian Peso | COP - Colombian Peso | COP - Colombian Peso |
| CZK - Czech Republic Koruna | CZK - Czech Republic Koruna | CZK - Czech Republic Koruna | CZK - Czech Republic Koruna | CZK - Czech Republic Koruna | CZK - Czech Republic Koruna | CZK - Czech Republic Koruna |
| HUF - Hungarian Forint | HUF - Hungarian Forint | HUF - Hungarian Forint | HUF - Hungarian Forint | HUF - Hungarian Forint | HUF - Hungarian Forint | HUF - Hungarian Forint |
| IDR - Indonesian Rupiah | IDR - Indonesian Rupiah | IDR - Indonesian Rupiah | IDR - Indonesian Rupiah | IDR - Indonesian Rupiah | IDR - Indonesian Rupiah | IDR - Indonesian Rupiah |
| ILS - Israeli New Shekel | ILS - Israeli New Shekel | ILS - Israeli New Shekel | ILS - Israeli New Shekel | ILS - Israeli New Shekel | ILS - Israeli New Shekel | ILS - Israeli New Shekel |
| INR - Indian Rupee | INR - Indian Rupee | INR - Indian Rupee | INR - Indian Rupee | INR - Indian Rupee | INR - Indian Rupee | INR - Indian Rupee |
| KRW - South Korean Won | KRW - South Korean Won | KRW - South Korean Won | KRW - South Korean Won | KRW - South Korean Won | KRW - South Korean Won | KRW - South Korean Won |
| MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso |
| NOK - Norwegian Krone | NOK - Norwegian Krone | NOK - Norwegian Krone | NOK - Norwegian Krone | NOK - Norwegian Krone | NOK - Norwegian Krone | NOK - Norwegian Krone |
| NZD - New Zealand Dollar | NZD - New Zealand Dollar | NZD - New Zealand Dollar | NZD - New Zealand Dollar | NZD - New Zealand Dollar | NZD - New Zealand Dollar | NZD - New Zealand Dollar |
| PHP - Philippine Peso | PHP - Philippine Peso | PHP - Philippine Peso | PHP - Philippine Peso | PHP - Philippine Peso | PHP - Philippine Peso | PHP - Philippine Peso |
| PLN - Polish Zloty | PLN - Polish Zloty | PLN - Polish Zloty | PLN - Polish Zloty | PLN - Polish Zloty | PLN - Polish Zloty | PLN - Polish Zloty |
| SEK - Swedish Krona | SEK - Swedish Krona | SEK - Swedish Krona | SEK - Swedish Krona | SEK - Swedish Krona | SEK - Swedish Krona | SEK - Swedish Krona |
| THB - Thai Baht | THB - Thai Baht | THB - Thai Baht | THB - Thai Baht | THB - Thai Baht | THB - Thai Baht | THB - Thai Baht |
| TWD - New Taiwan Dollar | TWD - New Taiwan Dollar | TWD - New Taiwan Dollar | TWD - New Taiwan Dollar | TWD - New Taiwan Dollar | TWD - New Taiwan Dollar | TWD - New Taiwan Dollar |
| USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar |
| ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand |

---

------

#### Summary of Fair Value Disclosure as of March 31, 2026 (Unaudited)
Cambria Chesapeake Pure Trend ETF (the "Fund") has adopted fair value accounting standards which establish a definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value, a discussion of changes in valuation techniques and related inputs during the period, and expanded disclosure of valuation levels for major security types. These inputs are summarized in the three broad levels listed below. The inputs or valuation methodology used for valuing securities are not an indication of the risk associated with investing in those securities.

Level 1 - Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access.

Level 2 - Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.

Level 3 - Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund's own assumptions about the assumptions a market participant would use in valuing the asset or liability, and based on the best information available.

The following is a summary of the fair valuation hierarchy of the Fund's securities as of March 31, 2026:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **<u>Level 1</u>** | **<u>Level 2</u>** | **<u>Level 3</u>** | **<u>Total</u>** |
| **Assets:** | | | | |
| <u>Investments:</u> |  |  |  |  |
|  &nbsp;&nbsp;&nbsp;&nbsp;Common Stocks | $12611307 | $– | $– | $12611307 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Real Estate Investment Trusts | 238645 | – | – | 238645 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Exchange Traded Funds | 53173 | – | – | 53173 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 11015575 | – | – | 11015575 |
| Total Investments | $23918700 | $– | $– | $23918700 |
| <u>Other Financial Instruments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts \* | $1375754 | $– | $– | $1375754 |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts \* | – | 200497 | – | 200497 |
| Total Other Financial Instruments | $1375754 | $200497 | $– | $1576251 |
| **Liabilities:** |  |  |  |  |
| <u>Investments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Common Stocks | $(2835026) | $– | $– | $(2835026) |
| &nbsp;&nbsp;&nbsp;&nbsp;Real Estate Investment Trusts | (141642) | – | – | (141642) |
| Total Investments | $(2976668) | $– | $– | $(2976668) |
| <u>Other Financial Instruments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts \* | $(921537) | $– | $– | $(921537) |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts \* | – | (373066) | – | (373066) |
| Total Other Financial Instruments | $(921537) | $(373066) | $– | $(1294603) |
| \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. |
| Refer to the Consolidated Schedule of Investments and the Consolidated Schedule of Securities Sold Short for further disaggregation of investment categories. | Refer to the Consolidated Schedule of Investments and the Consolidated Schedule of Securities Sold Short for further disaggregation of investment categories. | Refer to the Consolidated Schedule of Investments and the Consolidated Schedule of Securities Sold Short for further disaggregation of investment categories. | Refer to the Consolidated Schedule of Investments and the Consolidated Schedule of Securities Sold Short for further disaggregation of investment categories. | Refer to the Consolidated Schedule of Investments and the Consolidated Schedule of Securities Sold Short for further disaggregation of investment categories. |

---

## 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:** 2026-03-31

**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:** $33938507.88

**Total Liabilities:** $3463795.25

**Net Assets:** $30474712.63

**Amount of Assets Invested in Other Investment Companies:** $2651006.14

**Cash Not Reported:** $9760036.92

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -19544.297765000000 | **1-Year:** -2206.544067000000 | **5-Year:** -321.741671000000 | **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 | 8.08%                | 2.83%                | -2.63%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-13255.41               | $666004.63                                 |
| Month 2  | $-235053.43              | $565591.44                                 |
| Month 3  | $-123834.43              | $-242622.49                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Elevance Health Inc            | Elevance Health Inc                        | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Short            | EC               | CORP              | US        |      -127 | NS      | $-37179.25    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                      | Apple Inc                                  | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      1365 | NS      | $346423.35    | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co      | Archer-Daniels-Midland Co                  | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      4100 | NS      | $298029.00    | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc  | Automatic Data Processing Inc              | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Short            | EC               | CORP              | US        |     -1239 | NS      | $-251740.02   | -0.83%            |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                  | BHP Group Ltd                              | CUSIP: 088606108<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      4779 | NS      | $347624.46    | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Kansas City L | Canadian Pacific Kansas City Ltd           | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2470 | NS      | $194290.20    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc            | Cheniere Energy Inc                        | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       856 | NS      | $242898.56    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                   | Chevron Corp                               | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1680 | NS      | $347592.00    | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc              | Cisco Systems Inc                          | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      7784 | NS      | $603960.56    | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                   | Comcast Corp                               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Short            | EC               | CORP              | US        |     -3636 | NS      | $-104389.56   | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc             | Conagra Brands Inc                         | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Short            | EC               | CORP              | US        |    -11304 | NS      | $-177698.88   | -0.58%            |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc       | Constellation Brands Inc                   | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Short            | EC               | CORP              | US        |     -1460 | NS      | $-219000.00   | -0.72%            |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                    | Corteva Inc                                | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      5638 | NS      | $471956.98    | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc               | Crown Castle Inc                           | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Short            | EC               | CORP              | US        |     -1742 | NS      | $-141642.02   | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                  | DR Horton Inc                              | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       254 | NS      | $34853.88     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                     | Deere & Co                                 | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       797 | NS      | $448950.10    | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp      | Edwards Lifesciences Corp                  | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      3852 | NS      | $308468.16    | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                 | Eli Lilly & Co                             | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       225 | NS      | $206948.25    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CNH/USD FWD 20260617                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-36801.92    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EURO-SCHATZ FUT   Jun26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -38 | NC      | $38899.62     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | FED FUND 30DAY    Nov26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -49 | NC      | $60003.54     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd         | Arch Capital Group Ltd                     | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |      2198 | NS      | $210986.02    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | GOLD 100 OZ FUTR  Jun26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         5 | NC      | $75576.90     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | HUF/USD FWD 20260617                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $178.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IDR/USD FWD 20260415                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $121.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IDR/USD FWD 20260617                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $9416.03      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ILS/USD FWD 20260617                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-22875.48    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20260617                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $57546.71     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JPN 10Y BOND(OSE) Jun26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |        -5 | NC      | $51836.26     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | JPN YEN CURR FUT  Jun26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -17 | NC      | $-3609.79     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | KRW/USD FWD 20260617                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-56.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KRW/USD FWD 20260617                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $46230.51     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KC HRW WHEAT FUT  May26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -9 | NC      | $-36946.35    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LIVE CATTLE FUTR  Jun26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        21 | NC      | $95722.48     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LEAN HOGS FUTURE  Jun26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        21 | NC      | $-18587.52    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                | ASML Holding NV                            | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       202 | NS      | $266807.66    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | IODEX IO FUT      Apr26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | SG        |        64 | NC      | $50056.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ICE 3MTH SONIA FU Sep28                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -11 | NC      | $453.33       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | GASOLINE RBOB FUT May26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         6 | NC      | $99147.48     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc     | Advanced Micro Devices Inc                 | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       943 | NS      | $191834.49    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc       | Agilent Technologies Inc                   | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Short            | EC               | CORP              | US        |     -1124 | NS      | $-128113.52   | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc    | American Water Works Co Inc                | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Short            | EC               | CORP              | US        |      -104 | NS      | $-14153.36    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Fomento Economico Mexicano SAB | Fomento Economico Mexicano SAB de CV       | CUSIP: 344419106<br>LEI: 549300A8MDWDJNMLV153 | Long             | EC               | CORP              | MX        |      2711 | NS      | $301083.66    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                   | Fortinet Inc                               | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       553 | NS      | $45191.16     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc              | General Mills Inc                          | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Short            | EC               | CORP              | US        |     -4844 | NS      | $-180293.68   | -0.59%            |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                      | Airbus SE                                  | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | FR        |      1059 | NS      | $196230.42    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Ethereum Trust ETF     | iShares Ethereum Trust ETF                 | CUSIP: 46438R105<br>LEI: 529900M7AJ6IYSU9SP67 | Long             | EC               | RF                | US        |      3359 | NS      | $53172.97     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The             | Kraft Heinz Co/The                         | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Short            | EC               | CORP              | US        |     -8794 | NS      | $-197777.06   | -0.65%            |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp           | Lockheed Martin Corp                       | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       614 | NS      | $371095.46    | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc  | Martin Marietta Materials Inc              | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       411 | NS      | $241947.48    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                 | Merck & Co Inc                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      2514 | NS      | $302409.06    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc       | Microchip Technology Inc                   | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      2343 | NS      | $151381.23    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc          | Micron Technology Inc                      | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      1419 | NS      | $479394.96    | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUDUSD Crncy Fut  Jun26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        29 | NC      | $-33878.98    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | BP CURRENCY FUT   Jun26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        19 | NC      | $-3069.03     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | BRL/USD FWD 20260617                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-12087.66    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | C$ CURRENCY FUT   Jun26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       -31 | NC      | $37431.78     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CLP/USD FWD 20260617                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-74064.34    | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAN 10YR BOND FUT Jun26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        11 | NC      | $-16126.80    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3M CORRA Futures  Sep27                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |       -54 | NC      | $-24415.69    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Sep28                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -44 | NC      | $7778.72      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CATTLE FEEDER FUT May26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         8 | NC      | $65659.04     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NY Harb ULSD Fut  May26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         4 | NC      | $75989.32     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 90-DAY BANK BILL  Sep27                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |      -105 | NC      | $82139.57     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME TIN FUTURE    Jun26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         3 | NC      | $-46751.73    | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC FUTURE   Jun26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $-9357.05     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NZD/USD FWD 20260617                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $34256.51     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PALLADIUM FUTURE  Jun26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         2 | NC      | $-76909.24    | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | PHP/USD FWD 20260415                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1263.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PHP/USD FWD 20260415                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $43469.08     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Sep28                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        50 | NC      | $-19401.00    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUST 10Y BOND FUT Jun26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |       -30 | NC      | $2829.17      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUST 3YR BOND FUT Jun26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |       -85 | NC      | $13045.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories            | Abbott Laboratories                        | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Short            | EC               | CORP              | US        |     -2371 | NS      | $-243430.57   | -0.80%            |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                     | Nucor Corp                                 | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      1568 | NS      | $265148.80    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                    | NVIDIA Corp                                | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      3512 | NS      | $612492.80    | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                    | Nutrien Ltd                                | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      3708 | NS      | $279805.68    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc  | Old Dominion Freight Line Inc              | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      1124 | NS      | $219629.60    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                    | Paychex Inc                                | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Short            | EC               | CORP              | US        |     -2590 | NS      | $-238590.80   | -0.78%            |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                    | PepsiCo Inc                                | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      1961 | NS      | $304523.69    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                 | Public Storage                             | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |       881 | NS      | $238645.28    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                  | Rio Tinto PLC                              | CUSIP: 767204100<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      4890 | NS      | $456188.10    | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc         | Roper Technologies Inc                     | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Short            | EC               | CORP              | US        |      -648 | NS      | $-229301.28   | -0.75%            |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                      | Sanofi SA                                  | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Short            | EC               | CORP              | FR        |     -2867 | NS      | $-138132.06   | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                         | Sempra                                     | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      2974 | NS      | $288983.58    | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                  | Snowflake Inc                              | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       268 | NS      | $40419.76     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                | Sony Group Corp                            | CUSIP: 835699307<br>LEI: 529900R5WX9N2OI2N910 | Short            | EC               | CORP              | JP        |    -12814 | NS      | $-265249.80   | -0.87%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Short Euro-BTP Fu Jun26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -76 | NC      | $52518.65     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CORN FUTURE       May26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -21 | NC      | $-17008.15    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COP/USD FWD 20260617                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-11967.62    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | COTTON NO.2 FUTR  May26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -18 | NC      | $-49597.16    | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CZK/USD FWD 20260617                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-12516.84    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CZK/USD FWD 20260617                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $256.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EURO FX CURR FUT  Jun26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -2 | NC      | $-446.74      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COPPER FUTURE     May26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         5 | NC      | $-53585.60    | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Euro-BTP Future   Jun26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -8 | NC      | $-2561.50     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COFFEE 'C' FUTURE May26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         5 | NC      | $724.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CRUDE PALM OIL FU Jun26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | MY        |        31 | NC      | $56219.41     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME PRI ALUM FUTR Jun26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        17 | NC      | $151395.53    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD FUTURE   Jun26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         1 | NC      | $-311.91      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD FUTURE   Jun26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -13 | NC      | $23940.17     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL FUTURE Jun26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $-9032.61     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-BOBL FUTURE  Jun26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -22 | NC      | $46568.63     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | PLATINUM FUTURE   Jul26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         8 | NC      | $33523.04     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | PLN/USD FWD 20260617                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-22411.95    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EURO-BUND FUTURE  Jun26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -16 | NC      | $49687.92     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN FUTURE    May26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        18 | NC      | $17332.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SEK/USD FWD 20260617                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-31865.69    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SILVER FUTURE     May26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         4 | NC      | $-333538.48   | -1.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-BUXL 30Y BND Jun26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -6 | NC      | $10350.11     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                    | Equinor ASA                                | CUSIP: 29446M102<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      9108 | NS      | $384357.60    | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund | CUSIP: 31846V336<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |  10615575 | NS      | $10615574.98  | 34.83%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN OIL FUTR  May26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        12 | NC      | $61174.20     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SUGAR #11 (WORLD) May26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -37 | NC      | $-80491.69    | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN MEAL FUTR May26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -14 | NC      | $-8852.10     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | THB/USD FWD 20260617                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-44217.42    | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | THB/USD FWD 20260617                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4419.51     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Vale SA                        | Vale SA                                    | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |     24200 | NS      | $385022.00    | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Versant Media Group Inc        | Versant Media Group Inc                    | CUSIP: 925283103<br>LEI: 254900D2Q5F5F229PU30 | Short            | EC               | CORP              | US        |        -1 | NS      | $-29.62       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co            | Vulcan Materials Co                        | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       859 | NS      | $233905.70    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                | Yum! Brands Inc                            | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      1873 | NS      | $291214.04    | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc     | Zimmer Biomet Holdings Inc                 | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Short            | EC               | CORP              | US        |     -1221 | NS      | $-110402.82   | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                     | Zoetis Inc                                 | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Short            | EC               | CORP              | US        |     -2534 | NS      | $-299544.14   | -0.98%            |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc              | Suncor Energy Inc                          | CUSIP: 867224107<br>LEI: 894500XO86FKXQGPYV71 | Long             | EC               | CORP              | CA        |      7002 | NS      | $462902.22    | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                     | Tenaris SA                                 | CUSIP: 88031M109<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |      5206 | NS      | $302885.08    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                      | Tesla Inc                                  | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       434 | NS      | $161339.50    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 3YR NOTE (CBT) Jun26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -18 | NC      | $-3644.83     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                   | Newmont Corp                               | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      4062 | NS      | $439711.50    | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc             | United Rentals Inc                         | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       154 | NS      | $112198.24    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LONG GILT FUTURE  Jun26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -6 | NC      | $-1207.82     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc             | NextEra Energy Inc                         | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      3676 | NS      | $341426.88    | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp          | Northrop Grumman Corp                      | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       700 | NS      | $477568.00    | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WTI CRUDE FUTURE  May26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         5 | NC      | $29927.50     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | UK Natural Gas FutMay26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $-10098.27    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MXN/USD FWD 20260617                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-37121.28    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NOK/USD FWD 20260617                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-18747.55    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | US 5YR NOTE (CBT) Jun26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -25 | NC      | $-4583.95     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | TSR20 FOB FUT SCE Jun26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | SG        |        63 | NC      | $23655.56     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WHITE SUGAR (ICE) Aug26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -16 | NC      | $1062.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Three-Month SARON Sep27                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -51 | NC      | $-9342.62     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Low Su Gasoil G   May26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         6 | NC      | $29376.72     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | TWD/USD FWD 20260415                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1185.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | US 2YR NOTE (CBT) Jun26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -39 | NC      | $51091.30     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | TWD/USD FWD 20260415                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2565.99     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TTF NAT GAS F     May26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | NL        |         5 | NC      | $-7331.49     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 10YR NOTE (CBT)Jun26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         5 | NC      | $-8378.73     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | USD/ZAR FWD 20260617                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-52051.34    | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | US LONG BOND(CBT) Jun26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -10 | NC      | $30179.90     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WHEAT FUTURE(CBT) May26                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -11 | NC      | $-32469.15    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-28

**Name of Applicant:** Tidal Trust II

**Signature:** /s/ Peter Chappy

**Name of Signer:** Peter Chappy

**Title:** Assistant Treasurer