# EDGAR Filing Document

**Accession Number:** 0001924868
**File Stem:** 0000894189-26-004471
**Filing Date:** 2026-2
**Character Count:** 138362
**Document Hash:** 57e9e0f3ce1c0804fb0be76f35e813cf
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-26-004471.hdr.sgml**: 20260224

**ACCESSION NUMBER**: 0000894189-26-004471

**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:** 26670916

**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

### Blueprint Chesapeake Multi-Asset Trend ETF (Series ID: S000080730)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000243260 | Blueprint Chesapeake Multi-Asset Trend ETF | TFPN            |

## 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:** Blueprint Chesapeake Multi-Asset Trend ETF

- **b. EDGAR series identifier (if any):** S000080730

- **c. LEI of Series:** 5493000KQEA1PCWUAK20

**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:** $175591536.49

**Total Liabilities:** $47861660.43

**Net Assets:** $127729876.06

**Amount of Assets Invested in Other Investment Companies:** $3362849.90

**Cash Not Reported:** $53615769.58

**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 C000243260 | 2.64%                | -0.24%               | 1.08%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-645453.00              | $4304296.41                                |
| Month 2  | $302942.68               | $-1699466.61                               |
| Month 3  | $-100156.44              | $-335517.47                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| RWE AG                         | RWE AG                                                 | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |     22359 | NS      | $1188509.55   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                      | Sanofi SA                                              | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Short            | EC               | CORP              | FR        |     -6516 | NS      | $-633034.46   | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| SLB Ltd                        | SLB Ltd                                                | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Short            | EC               | CORP              | US        |     -1202 | NS      | $-46132.76    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The        | Sherwin-Williams Co/The                                | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Short            | EC               | CORP              | US        |      -502 | NS      | $-162663.06   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc            | Silgan Holdings Inc                                    | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Short            | EC               | CORP              | US        |    -15446 | NS      | $-623555.02   | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc             | Steel Dynamics Inc                                     | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      3654 | NS      | $619170.30    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                   | Stryker Corp                                           | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Short            | EC               | CORP              | US        |      -454 | NS      | $-159567.38   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc              | Suncor Energy Inc                                      | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |     16860 | NS      | $747909.60    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                     | Sysco Corp                                             | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     10717 | NS      | $789735.73    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO Group Holdings Inc         | TKO Group Holdings Inc                                 | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7171 | NS      | $1498739.00   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                | T-Mobile US Inc                                        | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Short            | EC               | CORP              | US        |     -3095 | NS      | $-628408.80   | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Ltd             | Teck Resources Ltd                                     | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |      8080 | NS      | $386951.20    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                     | Tenaris SA                                             | CUSIP: 88031M109<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |     12075 | NS      | $464283.75    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc   | Thermo Fisher Scientific Inc                           | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       779 | NS      | $451391.55    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Thomson Reuters Corp           | Thomson Reuters Corp                                   | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Short            | EC               | CORP              | CA        |     -4534 | NS      | $-597989.26   | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The      | Toronto-Dominion Bank/The                              | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |     10055 | NS      | $947181.00    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                | Tyson Foods Inc                                        | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      2179 | NS      | $127732.98    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UL Solutions Inc               | UL Solutions Inc                                       | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |      6264 | NS      | $493979.04    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc      | United Parcel Service Inc                              | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Short            | EC               | CORP              | US        |     -2913 | NS      | $-288940.47   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE               | TotalEnergies SE                                       | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |     12025 | NS      | $786675.50    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC            | TE Connectivity PLC                                    | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |      3388 | NS      | $770803.88    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                        | GSK PLC                                                | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     12902 | NS      | $632714.08    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc       | Granite Construction Inc                               | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |      5235 | NS      | $603857.25    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co   | Graphic Packaging Holding Co                           | CUSIP: 388689101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -27820 | NS      | $-418969.20   | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                   | Griffon Corp                                           | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      5771 | NS      | $425034.15    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                       | KLA Corp                                               | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       517 | NS      | $628196.36    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Gas Services Inc        | Kodiak Gas Services Inc                                | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18188 | NS      | $680231.20    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The             | Kraft Heinz Co/The                                     | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Short            | EC               | CORP              | US        |    -20495 | NS      | $-497003.75   | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solu | Kratos Defense & Security Solutions Inc                | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |     18165 | NS      | $1378905.15   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextpower Inc                  | Nextpower Inc                                          | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5756 | NS      | $501405.16    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc             | NextEra Energy Inc                                     | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      8968 | NS      | $719951.04    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp          | Norfolk Southern Corp                                  | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      2950 | NS      | $851724.00    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp          | Northrop Grumman Corp                                  | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      1608 | NS      | $916897.68    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                        | ATI Inc                                                | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      3794 | NS      | $435399.44    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                     | Diageo PLC                                             | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Short            | EC               | CORP              | GB        |    -11552 | NS      | $-249151.04   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc    | American Water Works Co Inc                            | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      1850 | NS      | $241425.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmus Filtration Technologies  | Atmus Filtration Technologies Inc                      | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12726 | NS      | $660606.66    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc  | Automatic Data Processing Inc                          | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Short            | EC               | CORP              | US        |     -2980 | NS      | $-766545.40   | -0.60%            |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc      | CH Robinson Worldwide Inc                              | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      4522 | NS      | $726956.72    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                   | Centene Corp                                           | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Short            | EC               | CORP              | US        |    -11878 | NS      | $-488779.70   | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp            | Centrus Energy Corp                                    | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |      4746 | NS      | $1152138.96   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc            | Cheniere Energy Inc                                    | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Short            | EC               | CORP              | US        |     -3833 | NS      | $-745096.87   | -0.58%            |  |  |  | No            |                  1 | On Loan: No      |
| Coupang Inc                    | Coupang Inc                                            | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |     12112 | NS      | $285722.08    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co                       | Crane Co                                               | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |      3438 | NS      | $634070.34    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc               | Crown Castle Inc                                       | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Short            | EC               | CORP              | US        |     -3695 | NS      | $-328374.65   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc             | Crown Holdings Inc                                     | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      4492 | NS      | $462541.24    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp              | Devon Energy Corp                                      | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     14865 | NS      | $544504.95    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc       | Digital Realty Trust Inc                               | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Short            | EC               | CORP              | US        |      -983 | NS      | $-152079.93   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co        | Arthur J Gallagher & Co                                | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Short            | EC               | CORP              | US        |     -2395 | NS      | $-619802.05   | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc      | L3Harris Technologies Inc                              | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      3107 | NS      | $912121.99    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp              | Lam Research Corp                                      | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      5257 | NS      | $899893.26    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo DRS Inc               | Leonardo DRS Inc                                       | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Short            | EC               | CORP              | US        |     -2923 | NS      | $-99645.07    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG         | Mercedes-Benz Group AG                                 | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |      9387 | NS      | $662247.30    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD          | McCormick & Co Inc/MD                                  | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Short            | EC               | CORP              | US        |    -11124 | NS      | $-757655.64   | -0.59%            |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                 | Merck & Co Inc                                         | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      6458 | NS      | $679769.08    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc          | Micron Technology Inc                                  | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      3684 | NS      | $1051450.44   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc       | Prudential Financial Inc                               | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Short            | EC               | CORP              | US        |     -2134 | NS      | $-240885.92   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                 | Public Storage                                         | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Short            | EC               | CORP              | US        |      -673 | NS      | $-174643.50   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| PureCycle Technologies Inc     | PureCycle Technologies Inc                             | CUSIP: 74623V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18496 | NS      | $158880.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc            | Quanta Services Inc                                    | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      1769 | NS      | $746624.14    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co            | Vulcan Materials Co                                    | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      2752 | NS      | $784925.44    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc                    | Zscaler Inc                                            | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |       901 | NS      | $202652.92    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUD/EUR FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $5632.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/GBP FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3586.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/JPY FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $18139.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/NZD FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $47209.29     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/SEK FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2026.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/USD FWD 20260318                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $13957.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CLP/USD FWD 20260318                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $40226.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CNH/EUR FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-13088.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GOLD 100 OZ FUTR  Feb26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         5 | NC      | $82526.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Lumber Future     Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -36 | NC      | $-3096.98     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MIAX Red Wheat FutMar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -13 | NC      | $5624.84      | 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      | $7164.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | OAT FUTURE        Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -54 | NC      | $14134.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | PALLADIUM FUTURE  Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         3 | NC      | $65316.15     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | PHP/USD FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-23956.50    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | Low Su Gasoil G   Feb26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         7 | NC      | $3472.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street SPDR Bloomberg Co | State Street SPDR Bloomberg Convertible Securities ETF | CUSIP: 78464A359<br>LEI: 549300IXKU3G7R6DMX93 | Long             | EC               | RF                | US        |     18371 | NS      | $1638693.20   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                  | Snowflake Inc                                          | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      2363 | NS      | $518347.68    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp           | Southern Copper Corp                                   | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      5134 | NS      | $736614.22    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprott Physical Uranium Trust  | Sprott Physical Uranium Trust                          | CUSIP: 85210A104<br>LEI: N/A                  | Long             | EC               | RF                | CA        |     27295 | NS      | $534251.21    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | GBP/SEK FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1935.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GBP/USD FWD 20260318                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $11831.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AZZ Inc                        | AZZ Inc                                                | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     16194 | NS      | $1735672.92   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev SA/NV     | Anheuser-Busch InBev SA/NV                             | CUSIP: 03524A108<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |      4417 | NS      | $282864.68    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc            | Elevance Health Inc                                    | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Short            | EC               | CORP              | US        |      -323 | NS      | $-113227.65   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Applied Digital Corp           | Applied Digital Corp                                   | CUSIP: 038169207<br>LEI: 2549004NE2B6RYXINZ02 | Long             | EC               | CORP              | US        |     13165 | NS      | $322805.80    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                 | AptarGroup Inc                                         | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Short            | EC               | CORP              | US        |     -7662 | NS      | $-934457.52   | -0.73%            |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co      | Archer-Daniels-Midland Co                              | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      9750 | NS      | $560527.50    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries Inc | Armstrong World Industries Inc                         | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      3736 | NS      | $713949.60    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc            | Axon Enterprise Inc                                    | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |      1100 | NS      | $624723.00    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                   | Balchem Corp                                           | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Short            | EC               | CORP              | US        |     -5268 | NS      | $-807900.48   | -0.63%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia/The        | Bank of Nova Scotia/The                                | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |     18768 | NS      | $1383013.92   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co          | Becton Dickinson & Co                                  | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Short            | EC               | CORP              | US        |     -2412 | NS      | $-468096.84   | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                  | BHP Group Ltd                                          | CUSIP: 088606108<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     10854 | NS      | $655255.98    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                     | Biogen Inc                                             | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      3544 | NS      | $623708.56    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp              | Bloom Energy Corp                                      | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |      8776 | NS      | $762546.64    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                  | Boeing Co/The                                          | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      2249 | NS      | $488302.88    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                  | DR Horton Inc                                          | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      1193 | NS      | $171827.79    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                        | Dow Inc                                                | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Short            | EC               | CORP              | US        |    -14892 | NS      | $-348174.96   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                       | EQT Corp                                               | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      8770 | NS      | $470072.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                     | Ecolab Inc                                             | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      3706 | NS      | $972899.12    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp      | Edwards Lifesciences Corp                              | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      9616 | NS      | $819764.00    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Lundin Mining Corp             | Lundin Mining Corp                                     | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Long             | EC               | CORP              | CA        |     42145 | NS      | $907005.29    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Embraer SA                     | Embraer SA                                             | CUSIP: 29082A107<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |     18919 | NS      | $1217816.03   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                    | Equinix Inc                                            | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Short            | EC               | CORP              | US        |      -233 | NS      | $-178515.28   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc        | Essential Utilities Inc                                | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     15204 | NS      | $583225.44    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc       | Ferguson Enterprises Inc                               | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |      2187 | NS      | $486891.81    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information  | Fidelity National Information Services Inc             | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Short            | EC               | CORP              | US        |    -10430 | NS      | $-693177.80   | -0.54%            |  |  |  | No            |                  1 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund             | CUSIP: 31846V336<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |    515990 | NS      | $515989.96    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                     | Fiserv Inc                                             | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Short            | EC               | CORP              | US        |     -7009 | NS      | $-470794.53   | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Fomento Economico Mexicano SAB | Fomento Economico Mexicano SAB de CV                   | CUSIP: 344419106<br>LEI: 549300A8MDWDJNMLV153 | Short            | EC               | CORP              | MX        |     -2051 | NS      | $-207294.57   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                | WW Grainger Inc                                        | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       499 | NS      | $503515.95    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Veolia Environnement SA        | Veolia Environnement SA                                | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |     21406 | NS      | $747171.12    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal SA                     | L'Oreal SA                                             | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |      1338 | NS      | $576082.02    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitt | LVMH Moet Hennessy Louis Vuitton SE                    | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |       370 | NS      | $280283.28    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                       | LKQ Corp                                               | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Short            | EC               | CORP              | US        |    -13447 | NS      | $-406099.40   | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty For | Liberty Media Corp-Liberty Formula One                 | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3150 | NS      | $310306.50    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc          | Lumentum Holdings Inc                                  | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      4582 | NS      | $1688879.38   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp              | MP Materials Corp                                      | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |     15317 | NS      | $773814.84    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc       | Marsh & McLennan Cos Inc                               | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Short            | EC               | CORP              | US        |     -4078 | NS      | $-756550.56   | -0.59%            |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc  | Martin Marietta Materials Inc                          | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      1103 | NS      | $686793.98    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG    | Bayerische Motoren Werke AG                            | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               | CORP              | DE        |      4934 | NS      | $539723.25    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                     | MasTec Inc                                             | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      3405 | NS      | $740144.85    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                 | Microsoft Corp                                         | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      1536 | NS      | $742840.32    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc     | Mondelez International Inc                             | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Short            | EC               | CORP              | US        |    -11798 | NS      | $-635086.34   | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp          | Monster Beverage Corp                                  | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     10239 | NS      | $785024.13    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                  | Mosaic Co/The                                          | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      8209 | NS      | $197754.81    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc         | Motorola Solutions Inc                                 | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Short            | EC               | CORP              | US        |     -4050 | NS      | $-1552446.00  | -1.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc         | Motorola Solutions Inc                                 | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       945 | NS      | $362237.40    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc       | Prudential Financial Inc                               | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      9606 | NS      | $1084325.28   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Inc               | RBC Bearings Inc                                       | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1695 | NS      | $760088.85    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp             | Realty Income Corp                                     | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     18442 | NS      | $1039575.54   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc  | Regeneron Pharmaceuticals Inc                          | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       596 | NS      | $460034.52    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc          | Republic Services Inc                                  | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Short            | EC               | CORP              | US        |     -2725 | NS      | $-577509.25   | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands Internationa | Restaurant Brands International Inc                    | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | US        |      8101 | NS      | $552731.23    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                  | Rio Tinto PLC                                          | CUSIP: 767204100<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     10937 | NS      | $875288.11    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc        | Rockwell Automation Inc                                | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      1426 | NS      | $554813.82    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc         | Roper Technologies Inc                                 | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Short            | EC               | CORP              | US        |     -1491 | NS      | $-663688.83   | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                | Ross Stores Inc                                        | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      5776 | NS      | $1040488.64   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Rubrik Inc                     | Rubrik Inc                                             | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Long             | EC               | CORP              | US        |      4470 | NS      | $341865.60    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc             | United Rentals Inc                                     | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       525 | NS      | $424893.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Vale SA                        | Vale SA                                                | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |     53646 | NS      | $699007.38    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc         | Valmont Industries Inc                                 | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      2535 | NS      | $1019881.20   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Short-Term Corporate  | Vanguard Short-Term Corporate Bond ETF                 | CUSIP: 92206C409<br>LEI: N/A                  | Long             | EC               | RF                | US        |     25526 | NS      | $2035187.98   | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Intermediate-Term Cor | Vanguard Intermediate-Term Corporate Bond ETF          | CUSIP: 92206C870<br>LEI: N/A                  | Long             | EC               | RF                | US        |     13653 | NS      | $1143438.75   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc     | Verizon Communications Inc                             | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Short            | EC               | CORP              | US        |     -8772 | NS      | $-357283.56   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc           | Verisk Analytics Inc                                   | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Short            | EC               | CORP              | US        |     -2291 | NS      | $-512473.79   | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc                | Vital Farms Inc                                        | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |     14550 | NS      | $464727.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc           | Warrior Met Coal Inc                                   | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      5744 | NS      | $506448.48    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections Inc          | Waste Connections Inc                                  | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Short            | EC               | CORP              | CA        |     -5055 | NS      | $-886444.80   | -0.69%            |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc           | Waste Management Inc                                   | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Short            | EC               | CORP              | US        |     -3637 | NS      | $-799085.27   | -0.63%            |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp           | Western Digital Corp                                   | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      9418 | NS      | $1622438.86   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                   | Xylem Inc/NY                                           | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      6399 | NS      | $871415.82    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc     | Zimmer Biomet Holdings Inc                             | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Short            | EC               | CORP              | US        |     -6392 | NS      | $-574768.64   | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                     | Zoetis Inc                                             | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Short            | EC               | CORP              | US        |     -5731 | NS      | $-721074.42   | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | S&P 500 Annl Div  Dec26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       356 | NC      | $96116.08     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | S&P 500 Annl Div  Dec27                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       293 | NC      | $71599.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUD/CAD FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-12237.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/CHF FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $7946.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/CNH FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3859.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/USD FWD 20260318                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-7772.13     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INT'L ARABICA COF Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | BR        |        13 | NC      | $-40094.99    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                       | Vinci SA                                               | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |      6767 | NS      | $954100.43    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Bombardier Inc                 | Bombardier Inc                                         | CUSIP: 097751861<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | EC               | CORP              | CA        |      6105 | NS      | $1039954.40   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN OIL FUTR  Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        14 | NC      | $-28380.10    | -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      | $-2593.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | Short Euro-BTP Fu Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        13 | NC      | $-1188.71     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CORN FUTURE       Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -28 | NC      | $-3644.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CAD/CHF FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2283.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/CNH FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $7236.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/EUR FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4549.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/GBP FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-40.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/JPY FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $20708.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/NZD FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $30405.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/USD FWD 20260318                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-30440.15    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/USD FWD 20260318                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2704.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MILL WHEAT EURO   Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | FR        |       -62 | NC      | $12469.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CHF/CNH FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2928.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/EUR FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $5181.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/GBP FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1748.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/JPY FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $35123.16     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/NOK FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $5362.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CNH/GBP FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2027.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CNH/JPY FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $29687.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CNH/SGD FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-8940.36     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CNH/USD FWD 20260318                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $81183.82     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BRENT CRUDE FUTR  Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         6 | NC      | $-4583.28     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COP/USD FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $17830.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | 3M CORRA Futures  Mar27                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        93 | NC      | $8260.05      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3M CORRA Futures  Sep27                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |       102 | NC      | $8854.78      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Corn Future (BMF) Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | BR        |       156 | NC      | $-314.86      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COTTON NO.2 FUTR  Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -20 | NC      | $5097.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CAN 2YR BOND FUT  Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |       147 | NC      | $1501.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CZK/EUR FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $18003.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CZK/USD FWD 20260318                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $14948.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MILK FUTURE       Jan26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -18 | NC      | $-2730.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SX5E Dividend Fut Dec26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        98 | NC      | $52492.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | DKK/USD FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $8436.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EURO-SCHATZ FUT   Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -82 | NC      | $9355.37      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Sep27                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -62 | NC      | $-7313.01     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Sep28                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -25 | NC      | $-2653.05     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EUR/GBP FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-5137.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/HUF FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $966.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/JPY FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $27220.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/NOK FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1361.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/PLN FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $4823.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/SEK FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2682.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20260318                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $11279.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/ZAR FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-745.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/ZAR FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $11126.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CATTLE FEEDER FUT Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        10 | NC      | $29848.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | FED FUND 30DAY    May26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -33 | NC      | $2825.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LONG GILT FUTURE  Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        11 | NC      | $2475.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglogold Ashanti Plc          | Anglogold Ashanti Plc                                  | CUSIP: N/A<br>LEI: 2138005YDSA7A82RNU96       | Long             | EC               | CORP              | GB        |     14472 | NS      | $1234172.16   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                        | Aon PLC                                                | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Short            | EC               | CORP              | GB        |     -2122 | NS      | $-748811.36   | -0.59%            |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd         | Arch Capital Group Ltd                                 | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |     10528 | NS      | $1009845.76   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Bitdeer Technologies Group     | Bitdeer Technologies Group                             | CUSIP: N/A<br>LEI: 2549007M2KGWVJ9XFP20       | Long             | EC               | CORP              | SG        |      7954 | NS      | $89164.34     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                      | Linde PLC                                              | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Short            | EC               | CORP              | US        |     -1776 | NS      | $-757268.64   | -0.59%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | GBP/JPY FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $15349.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GBP/NOK FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-8271.68     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | COPPER FUTURE     Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         2 | NC      | $29465.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NY Harb ULSD Fut  Feb26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         5 | NC      | $334.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | HUF/USD FWD 20260318                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $8786.89      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | iBoxx iSh $HY Fut Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        27 | NC      | $6774.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | IDR/USD FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-14280.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | iBoxx iSh $IG Fut Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        12 | NC      | $-10548.96    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | RAPESEED  EURO    Feb26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | FR        |       -21 | NC      | $2698.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Euro-BTP Future   Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        14 | NC      | $-3499.87     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ILS/USD FWD 20260318                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $27920.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20260318                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-16527.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | 90-DAY BANK BILL  Mar27                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |      -141 | NC      | $-2794.12     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 90-DAY BANK BILL  Sep27                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |      -126 | NC      | $-6555.19     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | JPN 10Y BOND(OSE) Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |        -7 | NC      | $52220.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO TONA OSE      Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |       177 | NC      | $-17129.22    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | JPY/NOK FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $16084.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JPY/NZD FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3965.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JPY/SEK FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $20581.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JPY/USD FWD 20260318                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3587.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | COFFEE 'C' FUTURE Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         3 | NC      | $-50752.86    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CRUDE PALM OIL FU Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | MY        |         9 | NC      | $2451.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | KRW/USD FWD 20260318                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-32272.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KC HRW WHEAT FUT  Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -14 | NC      | $19527.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME PRI ALUM FUTR Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        20 | NC      | $48899.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LIVE CATTLE FUTR  Feb26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        19 | NC      | $74762.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LEAN HOGS FUTURE  Feb26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -5 | NC      | $-12225.60    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD FUTURE   Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -15 | NC      | $10090.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL FUTURE Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -6 | NC      | $-61078.79    | -0.05%            |  |  |  | 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 COPPER FUTURE Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         6 | NC      | $178603.26    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | INT'L LIVE CATTLE Jan26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | BR        |       -67 | NC      | $15098.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME TIN FUTURE    Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $56757.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC FUTURE   Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        11 | NC      | $29884.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIM Integrated Shipping Servic | ZIM Integrated Shipping Services Ltd                   | CUSIP: N/A<br>LEI: 21380089EIJRELKAIL21       | Long             | EC               | CORP              | IL        |     14506 | NS      | $307962.38    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ECX EMISSION      Dec26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | NL        |         8 | NC      | $7889.73      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MXN/USD FWD 20260318                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $27684.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV   | LyondellBasell Industries NV                           | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Short            | EC               | CORP              | US        |     -9712 | NS      | $-420529.60   | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NOK/SEK FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3547.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NOK/USD FWD 20260318                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $6447.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | Euro-OAT Future   Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -22 | NC      | $6385.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-BOBL FUTURE  Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -39 | NC      | $960.17       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | PLATINUM FUTURE   Apr26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        10 | NC      | $-45246.20    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | PLN/USD FWD 20260318                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $9339.83      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ROUGH RICE (CBOT) Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -40 | NC      | $16178.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CANOLA FUTR (WCE) Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | CA        |       -52 | NC      | $12836.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-BUND FUTURE  Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -20 | NC      | $19428.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN FUTURE    Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        21 | NC      | $-18745.65    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SUGAR #11 (WORLD) Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -44 | NC      | $53982.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | IODEX IO FUT      Feb26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | SG        |        79 | NC      | $-3081.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ESTX SelDiv30 F   Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        99 | NC      | $29071.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SEK/USD FWD 20260318                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $10414.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ICE 3MTH SONIA FU Sep27                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -21 | NC      | $-4316.54     | -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        |        62 | NC      | $11231.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Sep28                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        81 | NC      | $-5408.37     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Sep27                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -31 | NC      | $1030.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SGD/USD FWD 20260318                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-9010.87     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SILVER FUTURE     Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         4 | NC      | $379441.52    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN MEAL FUTR Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -3 | NC      | $7994.55      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-BUXL 30Y BND Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -8 | NC      | $13878.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUST 10Y BOND FUT Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |       -37 | NC      | $3355.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUST 3YR BOND FUT Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |      -101 | NC      | $1564.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN FUTURE    Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | ZA        |       -21 | NC      | $81329.86     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NEW ZEAL 3MO BILL Sep26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | NZ        |       122 | NC      | $13168.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                      | AGCO Corp                                              | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      3619 | NS      | $377534.08    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                      | Adobe Inc                                              | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Short            | EC               | CORP              | US        |     -1775 | NS      | $-621232.25   | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc     | Advanced Micro Devices Inc                             | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      2325 | NS      | $497922.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc  | Advanced Drainage Systems Inc                          | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |      3060 | NS      | $443179.80    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd         | Agnico Eagle Mines Ltd                                 | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      8180 | NS      | $1386755.40   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc | Air Products and Chemicals Inc                         | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Short            | EC               | CORP              | US        |     -3174 | NS      | $-784041.48   | -0.61%            |  |  |  | No            |                  1 | On Loan: No      |
| Alamos Gold Inc                | Alamos Gold Inc                                        | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |     17560 | NS      | $677464.80    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                 | Albemarle Corp                                         | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      2764 | NS      | $390940.16    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equitie | Alexandria Real Estate Equities Inc                    | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Short            | EC               | CORP              | US        |     -6992 | NS      | $-342188.48   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources  | Alpha Metallurgical Resources Inc                      | CUSIP: 020764106<br>LEI: 254900VEBGZO2PY8R678 | Long             | EC               | CORP              | US        |      1494 | NS      | $298620.72    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| America Movil SAB de CV        | America Movil SAB de CV                                | CUSIP: 02390A101<br>LEI: 5493000FNR3UCEAONM59 | Long             | EC               | CORP              | MX        |     37043 | NS      | $765678.81    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp            | American Tower Corp                                    | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Short            | EC               | CORP              | US        |     -4271 | NS      | $-749859.47   | -0.59%            |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                         | BP PLC                                                 | CUSIP: 055622104<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     21366 | NS      | $742041.18    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc           | BWX Technologies Inc                                   | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      4216 | NS      | $728693.44    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp              | Brown-Forman Corp                                      | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Short            | EC               | CORP              | US        |    -14363 | NS      | $-374299.78   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                | CVS Health Corp                                        | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      8683 | NS      | $689082.88    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc     | Cadence Design Systems Inc                             | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      2324 | NS      | $726435.92    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc            | Cal-Maine Foods Inc                                    | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Short            | EC               | CORP              | US        |      -240 | NS      | $-19096.80    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Cameco Corp                    | Cameco Corp                                            | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |      5715 | NS      | $522865.35    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co   | Canadian National Railway Co                           | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Short            | EC               | CORP              | CA        |    -10923 | NS      | $-1079738.55  | -0.85%            |  |  |  | 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        |     -7359 | NS      | $-541843.17   | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp      | Carpenter Technology Corp                              | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      5322 | NS      | $1675578.48   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc     | Chipotle Mexican Grill Inc                             | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Short            | EC               | CORP              | US        |    -16348 | NS      | $-604876.00   | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc         | Church & Dwight Co Inc                                 | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Short            | EC               | CORP              | US        |     -7925 | NS      | $-664511.25   | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                    | Cintas Corp                                            | CUSIP: 172908105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2998 | NS      | $-563833.86   | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Cleanspark Inc                 | Cleanspark Inc                                         | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |     14378 | NS      | $145505.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc               | Clear Secure Inc                                       | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11376 | NS      | $399070.08    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc           | Cleveland-Cliffs Inc                                   | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |     13937 | NS      | $185083.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                 | Cloudflare Inc                                         | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |      2587 | NS      | $510027.05    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions | Cognizant Technology Solutions Corp                    | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      6191 | NS      | $513853.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                  | Coherent Corp                                          | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      3393 | NS      | $626246.01    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc            | Coinbase Global Inc                                    | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |      1517 | NS      | $343054.38    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co           | Colgate-Palmolive Co                                   | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Short            | EC               | CORP              | US        |     -9566 | NS      | $-755905.32   | -0.59%            |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                   | Comcast Corp                                           | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Short            | EC               | CORP              | US        |    -37257 | NS      | $-1113611.73  | -0.87%            |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc             | Conagra Brands Inc                                     | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Short            | EC               | CORP              | US        |    -28617 | NS      | $-495360.27   | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                 | ConocoPhillips                                         | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Short            | EC               | CORP              | US        |     -5843 | NS      | $-546963.23   | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc       | Constellation Brands Inc                               | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Short            | EC               | CORP              | US        |     -3739 | NS      | $-515832.44   | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                     | Copart Inc                                             | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Short            | EC               | CORP              | US        |    -16441 | NS      | $-643665.15   | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                    | Corteva Inc                                            | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     13371 | NS      | $896258.13    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp          | Costco Wholesale Corp                                  | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Short            | EC               | CORP              | US        |      -940 | NS      | $-810599.60   | -0.63%            |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                   | Danaher Corp                                           | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      1314 | NS      | $300800.88    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                      | GATX Corp                                              | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      4789 | NS      | $812214.40    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy Digital Inc             | Galaxy Digital Inc                                     | CUSIP: 36317J209<br>LEI: 9845001C4070E5N07806 | Long             | EC               | CORP              | US        |      8318 | NS      | $185990.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                 | GE Vernova Inc                                         | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       839 | NS      | $548345.23    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp          | General Dynamics Corp                                  | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      2686 | NS      | $904268.76    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc              | General Mills Inc                                      | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Short            | EC               | CORP              | US        |    -12278 | NS      | $-570927.00   | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 3YR NOTE (CBT) Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        36 | NC      | $-23475.89    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Bank Ltd                  | HDFC Bank Ltd                                          | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |     19782 | NS      | $722834.28    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                 | Halliburton Co                                         | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     16181 | NS      | $457275.06    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                 | Hershey Co/The                                         | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       644 | NS      | $117195.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hive Digital Technologies Ltd  | Hive Digital Technologies Ltd                          | CUSIP: 433921103<br>LEI: 5493004QCZ1QBI9FS784 | Long             | EC               | CORP              | CA        |     39736 | NS      | $102518.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The             | Home Depot Inc/The                                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Short            | EC               | CORP              | US        |      -439 | NS      | $-151059.90   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp              | Hormel Foods Corp                                      | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Short            | EC               | CORP              | US        |    -15360 | NS      | $-364032.00   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries  | Huntington Ingalls Industries Inc                      | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      2317 | NS      | $787942.19    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                        | ITT Inc                                                | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      6296 | NS      | $1092418.96   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| ICICI Bank Ltd                 | ICICI Bank Ltd                                         | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Short            | EC               | CORP              | IN        |    -10730 | NS      | $-319754.00   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc         | IDEXX Laboratories Inc                                 | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       989 | NS      | $669088.17    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                   | Illumina Inc                                           | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      3166 | NS      | $415252.56    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                  | Ingredion Inc                                          | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Short            | EC               | CORP              | US        |     -8206 | NS      | $-904793.56   | -0.71%            |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                   | Insulet Corp                                           | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      1502 | NS      | $426928.48    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc  | Intercontinental Exchange Inc                          | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Short            | EC               | CORP              | US        |     -3034 | NS      | $-491386.64   | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                     | Intuit Inc                                             | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       859 | NS      | $569018.78    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc           | Invitation Homes Inc                                   | CUSIP: 46187W107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -20935 | NS      | $-581783.65   | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| IonQ Inc                       | IonQ Inc                                               | CUSIP: 46222L108<br>LEI: 529900RB2VEFGLQS7G28 | Long             | EC               | CORP              | US        |     13907 | NS      | $624007.09    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc             | IQVIA Holdings Inc                                     | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      1933 | NS      | $435717.53    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares TIPS Bond ETF          | iShares TIPS Bond ETF                                  | CUSIP: 464287176<br>LEI: 549300EHD1VQKMRQ0829 | Long             | EC               | RF                | US        |     19159 | NS      | $2105765.69   | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares J.P. Morgan USD Emergi | iShares J.P. Morgan USD Emerging Markets Bond ETF      | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Long             | EC               | RF                | US        |     13381 | NS      | $1288322.68   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares National Muni Bond ETF | iShares National Muni Bond ETF                         | CUSIP: 464288414<br>LEI: 549300H21FUYFQW9N157 | Long             | EC               | RF                | US        |     39960 | NS      | $4280115.60   | 3.35%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MBS ETF                | iShares MBS ETF                                        | CUSIP: 464288588<br>LEI: 549300M0TH0IE2E6RP07 | Long             | EC               | RF                | US        |     11439 | NS      | $1089221.58   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares 0-1 Year Treasury Bond | iShares 0-1 Year Treasury Bond ETF                     | CUSIP: 464288679<br>LEI: 549300F8ZJ4IZLOOBP30 | Long             | EC               | RF                | US        |     32300 | NS      | $3557845.00   | 2.79%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Preferred and Income S | iShares Preferred and Income Securities ETF            | CUSIP: 464288687<br>LEI: 549300YX74JNY54XCY80 | Long             | EC               | RF                | US        |     40663 | NS      | $1258926.48   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Bitcoin Trust ETF      | iShares Bitcoin Trust ETF                              | CUSIP: 46438F101<br>LEI: 529900HVFN08L8P4H851 | Long             | EC               | RF                | US        |     10962 | NS      | $544263.30    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Ethereum Trust ETF     | iShares Ethereum Trust ETF                             | CUSIP: 46438R105<br>LEI: 529900M7AJ6IYSU9SP67 | Long             | EC               | RF                | US        |      2107 | NS      | $47260.01     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc      | Keysight Technologies Inc                              | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      2548 | NS      | $517728.12    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp            | Kimberly-Clark Corp                                    | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Short            | EC               | CORP              | US        |     -6914 | NS      | $-697553.46   | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                  | Kroger Co/The                                          | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Short            | EC               | CORP              | US        |     -2500 | NS      | $-156200.00   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA       | Hermes International SCA                               | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Short            | EC               | CORP              | FR        |      -142 | NS      | $-353890.96   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Kering SA                      | Kering SA                                              | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | EC               | CORP              | FR        |      1502 | NS      | $530972.68    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NetEase Inc                    | NetEase Inc                                            | CUSIP: 64110W102<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | CN        |      4296 | NS      | $591215.52    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| NexGen Energy Ltd              | NexGen Energy Ltd                                      | CUSIP: 65340P106<br>LEI: 529900N0IXNXB3IP7F06 | Long             | EC               | CORP              | CA        |     37542 | NS      | $345386.40    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S               | Novo Nordisk A/S                                       | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Short            | EC               | CORP              | DK        |     -1662 | NS      | $-84562.56    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                     | Nucor Corp                                             | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      3262 | NS      | $532064.82    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                    | NVIDIA Corp                                            | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      4362 | NS      | $813513.00    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                    | Nutrien Ltd                                            | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      8983 | NS      | $554430.76    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp      | Occidental Petroleum Corp                              | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Short            | EC               | CORP              | US        |    -11725 | NS      | $-482132.00   | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                      | ONEOK Inc                                              | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Short            | EC               | CORP              | US        |     -9864 | NS      | $-725004.00   | -0.57%            |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc         | Ormat Technologies Inc                                 | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      6334 | NS      | $699716.98    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc             | PPG Industries Inc                                     | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Short            | EC               | CORP              | US        |     -5295 | NS      | $-542525.70   | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                    | Paychex Inc                                            | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Short            | EC               | CORP              | US        |     -5727 | NS      | $-642454.86   | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc            | Paycom Software Inc                                    | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Short            | EC               | CORP              | US        |     -3169 | NS      | $-505011.84   | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                      | Nestle SA                                              | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Short            | EC               | CORP              | CH        |     -1402 | NS      | $-139341.72   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                    | PepsiCo Inc                                            | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       797 | NS      | $114385.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                     | Pfizer Inc                                             | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     19986 | NS      | $497651.40    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp           | Pilgrim's Pride Corp                                   | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Short            | EC               | CORP              | US        |    -12073 | NS      | $-470726.27   | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The        | Procter & Gamble Co/The                                | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Short            | EC               | CORP              | US        |     -5857 | NS      | $-839366.67   | -0.66%            |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The           | Progressive Corp/The                                   | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Short            | EC               | CORP              | US        |     -3316 | NS      | $-755119.52   | -0.59%            |  |  |  | No            |                  1 | On Loan: No      |
| Air Liquide SA                 | Air Liquide SA                                         | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |       794 | NS      | $149445.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alimentation Couche-Tard Inc   | Alimentation Couche-Tard Inc                           | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Short            | EC               | CORP              | CA        |    -16185 | NS      | $-885083.06   | -0.69%            |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Systemes SE           | Dassault Systemes SE                                   | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Short            | EC               | CORP              | FR        |    -19775 | NS      | $-553679.56   | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SX5E Dividend Fut Dec27                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        85 | NC      | $121340.09    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WHEAT FUTURE-SAF  Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | ZA        |      -238 | NC      | $-51262.99    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 5YR NOTE (CBT) Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        50 | NC      | $-31434.10    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Amer Sports Inc                | Amer Sports Inc                                        | CUSIP: N/A<br>LEI: 391200YCSWTRD1J21867       | Long             | EC               | CORP              | FI        |      8479 | NS      | $316690.65    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                  | Accenture PLC                                          | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Short            | EC               | CORP              | IE        |     -2185 | NS      | $-586235.50   | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| NU Holdings Ltd/Cayman Islands | NU Holdings Ltd/Cayman Islands                         | CUSIP: N/A<br>LEI: 5493002DG1RHWK9W2X27       | Long             | EC               | CORP              | BR        |     31511 | NS      | $527494.14    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC             | nVent Electric PLC                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      9126 | NS      | $930578.22    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Ltd                  | Golar LNG Ltd                                          | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | EC               | CORP              | BM        |     15977 | NS      | $594504.17    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                | Bunge Global SA                                        | CUSIP: N/A<br>LEI: 254900IVXSV9K0B7PO26       | Long             | EC               | CORP              | US        |      5220 | NS      | $464997.60    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontline PLC                  | Frontline PLC                                          | CUSIP: N/A<br>LEI: 5493004BCIKYU1YL3H63       | Long             | EC               | CORP              | NO        |     18109 | NS      | $395138.38    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV              | CNH Industrial NV                                      | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Short            | EC               | CORP              | GB        |    -58200 | NS      | $-536604.00   | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| IREN Ltd                       | IREN Ltd                                               | CUSIP: N/A<br>LEI: 254900FZF02RB3NNGB71       | Long             | EC               | CORP              | AU        |     15434 | NS      | $582942.18    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WHITE SUGAR (ICE) Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -29 | NC      | $-31050.56    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Three-Month SARON Mar27                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -1 | NC      | $-66.90       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Three-Month SARON Sep27                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         5 | NC      | $138.82       | 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      | $20304.59     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | US 2YR NOTE (CBT) Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -17 | NC      | $3921.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | TWD/USD FWD 20260121                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-9209.14     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | US 10YR NOTE (CBT)Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        29 | NC      | $-33188.18    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | UK Emiss Allow Fu Dec26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |         6 | NC      | $68793.09     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | USD/ZAR FWD 20260318                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $42658.08     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | US LONG BOND(CBT) Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -11 | NC      | $23418.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 10yr Ultra Fut Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        27 | NC      | $-36174.47    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WHEAT FUTURE(CBT) Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -24 | NC      | $54476.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US ULTRA BOND CBT Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -5 | NC      | $16230.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WHITE MAIZE-SAF   Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | ZA        |       -33 | NC      | $45658.87     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | YELLOW MAIZE-SAF  Mar26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | ZA        |       -32 | NC      | $38349.45     | 0.03%             |  |  |  | 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