# EDGAR Filing Document

**Accession Number:** 0001924868
**File Stem:** 0000894189-25-015487
**Filing Date:** 2025-11
**Character Count:** 179164
**Document Hash:** f34dc35fffee92b9698b87919b12db01
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-25-015487.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0000894189-25-015487

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**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:** 251525647

**BUSINESS ADDRESS:**
- **STREET 1:** 234 WEST FLORIDA STREET, SUITE 203
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53204
- **BUSINESS PHONE:** (844) 986-7676

**MAIL ADDRESS:**
- **STREET 1:** 234 WEST FLORIDA STREET, SUITE 203
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53204

**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            |

## Nport-Ex

---

| | | | |
|:---|:---|:---|:---|
| **Blueprint Chesapeake Multi Asset Trend ETF** | **Blueprint Chesapeake Multi Asset Trend ETF** | **Blueprint Chesapeake Multi Asset Trend ETF** | **Blueprint Chesapeake Multi Asset Trend ETF** |
| **Consolidated Schedule of Investments** | **Consolidated Schedule of Investments** | **Consolidated Schedule of Investments** | **Consolidated Schedule of Investments** |
| **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** |
| **COMMON STOCKS - 73.3%** | **COMMON STOCKS - 73.3%** | **Shares** | **Value**  |
| **Aerospace & Defense - 6.0%** | **Aerospace & Defense - 6.0%** | **Aerospace & Defense - 6.0%** | |
| Boeing Co. <sup>(a)</sup> | Boeing Co. <sup>(a)</sup> | 2249 | $485402 |
| Bombardier, Inc. - Class B <sup>(a)</sup> | Bombardier, Inc. - Class B <sup>(a)</sup> | 6105 | 855727 |
| Embraer SA - ADR | Embraer SA - ADR | 18919 | 1143653 |
| General Dynamics Corp. <sup>(b)</sup> | General Dynamics Corp. <sup>(b)</sup> | 2686 | 915926 |
| Kratos Defense & Security Solutions, Inc. <sup>(a)(b)</sup> | Kratos Defense & Security Solutions, Inc. <sup>(a)(b)</sup> | 18165 | 1659736 |
| L3Harris Technologies, Inc. <sup>(b)</sup> | L3Harris Technologies, Inc. <sup>(b)</sup> | 3107 | 948909 |
| Leonardo DRS, Inc. | Leonardo DRS, Inc. | 10988 | 498855 |
| Northrop Grumman Corp. <sup>(b)</sup> | Northrop Grumman Corp. <sup>(b)</sup> | 1608 | 979787 |
|  |  |  | 7487995 |
| **Agriculture - 1.1%** | **Agriculture - 1.1%** | **Agriculture - 1.1%** |  |
| Archer-Daniels-Midland Co. | Archer-Daniels-Midland Co. | 9750 | 582465 |
| Vital Farms, Inc. <sup>(a)</sup> | Vital Farms, Inc. <sup>(a)</sup> | 19008 | 782179 |
|  |  |  | 1364644 |
| **Apparel - 0.4%** | **Apparel - 0.4%** | **Apparel - 0.4%** |  |
| Kering SA | Kering SA | 1502 | 498661 |
| **Auto Manufacturers - 0.5%** | **Auto Manufacturers - 0.5%** | **Auto Manufacturers - 0.5%** |  |
| Bayerische Motoren Werke AG | Bayerische Motoren Werke AG | 4934 | 495336 |
| Li Auto, Inc. - ADR <sup>(a)</sup> | Li Auto, Inc. - ADR <sup>(a)</sup> | 6691 | 169550 |
|  |  |  | 664886 |
| **Banks - 2.2%** | **Banks - 2.2%** | **Banks - 2.2%** |  |
| Bank of Nova Scotia <sup>(b)</sup> | Bank of Nova Scotia <sup>(b)</sup> | 18768 | 1213351 |
| HDFC Bank Ltd. - ADR | HDFC Bank Ltd. - ADR | 19782 | 675753 |
| Toronto-Dominion Bank | Toronto-Dominion Bank | 10055 | 803898 |
|  |  |  | 2693002 |
| **Beverages - 0.8%** | **Beverages - 0.8%** | **Beverages - 0.8%** |  |
| Anheuser-Busch InBev SA - ADR | Anheuser-Busch InBev SA - ADR | 4417 | 263297 |
| Monster Beverage Corp. <sup>(a)</sup> | Monster Beverage Corp. <sup>(a)</sup> | 10239 | 689187 |
|  |  |  | 952484 |
| **Biotechnology - 0.7%** | **Biotechnology - 0.7%** | **Biotechnology - 0.7%** |  |
| Corteva, Inc. <sup>(b)</sup> | Corteva, Inc. <sup>(b)</sup> | 13371 | 904281 |
| **Building Materials - 2.8%** | **Building Materials - 2.8%** | **Building Materials - 2.8%** |  |
| Armstrong World Industries, Inc. | Armstrong World Industries, Inc. | 3736 | 732293 |
| Griffon Corp. | Griffon Corp. | 5771 | 439462 |
| Louisiana-Pacific Corp. | Louisiana-Pacific Corp. | 4004 | 355715 |
| Martin Marietta Materials, Inc. | Martin Marietta Materials, Inc. | 1103 | 695199 |
| Tecnoglass, Inc. | Tecnoglass, Inc. | 5947 | 397914 |
| Vulcan Materials Co. | Vulcan Materials Co. | 2752 | 846570 |
|  |  |  | 3467153 |
| **Chemicals - 2.8%** | **Chemicals - 2.8%** | **Chemicals - 2.8%** |  |
| Air Liquide SA | Air Liquide SA | 2608 | 541972 |
| Albemarle Corp. | Albemarle Corp. | 908 | 73621 |
| Ecolab, Inc. | Ecolab, Inc. | 3706 | 1014925 |
| Linde PLC | Linde PLC | 1941 | 921975 |
| Mosaic Co. | Mosaic Co. | 11014 | 381966 |
| Nutrien Ltd. | Nutrien Ltd. | 8983 | 527392 |
|  |  |  | 3461851 |
| **Commercial Services - 1.4%** | **Commercial Services - 1.4%** | **Commercial Services - 1.4%** |  |
| Quanta Services, Inc. | Quanta Services, Inc. | 1769 | 733109 |
| UL Solutions, Inc. | UL Solutions, Inc. | 6264 | 443867 |
| United Rentals, Inc. | United Rentals, Inc. | 525 | 501197 |
|  |  |  | 1678173 |
| **Computers - 2.5%** | **Computers - 2.5%** | **Computers - 2.5%** |  |
| Cognizant Technology Solutions Corp. - Class A | Cognizant Technology Solutions Corp. - Class A | 2947 | 197655 |
| Lumentum Holdings, Inc. <sup>(a)</sup> | Lumentum Holdings, Inc. <sup>(a)</sup> | 4582 | 745537 |
| Okta, Inc. <sup>(a)</sup> | Okta, Inc. <sup>(a)</sup> | 2605 | 238878 |
| Rubrik, Inc. - Class A <sup>(a)</sup> | Rubrik, Inc. - Class A <sup>(a)</sup> | 4470 | 367658 |
| Western Digital Corp. <sup>(b)</sup> | Western Digital Corp. <sup>(b)</sup> | 9418 | 1130725 |
| Zscaler, Inc. <sup>(a)</sup> | Zscaler, Inc. <sup>(a)</sup> | 1463 | 438403 |
|  |  |  | 3118856 |
| **Cosmetics & Personal Care - 0.5%** | **Cosmetics & Personal Care - 0.5%** | **Cosmetics & Personal Care - 0.5%** |  |
| L'Oreal SA | L'Oreal SA | 1338 | 579340 |
| **Distribution & Wholesale - 0.8%** | **Distribution & Wholesale - 0.8%** | **Distribution & Wholesale - 0.8%** |  |
| Core & Main, Inc. - Class A <sup>(a)</sup> | Core & Main, Inc. - Class A <sup>(a)</sup> | 8825 | 475050 |
| W.W. Grainger, Inc. | W.W. Grainger, Inc. | 499 | 475527 |
|  |  |  | 950577 |
| **Diversified Financial Services - 0.8%** | **Diversified Financial Services - 0.8%** | **Diversified Financial Services - 0.8%** |  |
| Coinbase Global, Inc. - Class A <sup>(a)</sup> | Coinbase Global, Inc. - Class A <sup>(a)</sup> | 2023 | 682742 |
| Galaxy Digital, Inc. - Class A <sup>(a)</sup> | Galaxy Digital, Inc. - Class A <sup>(a)</sup> | 8318 | 281232 |
|  |  |  | 963974 |
| **Electric - 1.4%** | **Electric - 1.4%** | **Electric - 1.4%** |  |
| NextEra Energy, Inc. | NextEra Energy, Inc. | 2122 | 160190 |
| Ormat Technologies, Inc. | Ormat Technologies, Inc. | 6334 | 609647 |
| RWE AG | RWE AG | 22359 | 993605 |
|  |  |  | 1763442 |
| **Electronics - 1.8%** | **Electronics - 1.8%** | **Electronics - 1.8%** |  |
| Atmus Filtration Technologies, Inc. | Atmus Filtration Technologies, Inc. | 12726 | 573815 |
| nVent Electric PLC | nVent Electric PLC | 9126 | 900189 |
| TE Connectivity PLC | TE Connectivity PLC | 3388 | 743768 |
|  |  |  | 2217772 |
| **Energy - Alternate Sources - 0.3%** | **Energy - Alternate Sources - 0.3%** | **Energy - Alternate Sources - 0.3%** |  |
| NEXTracker, Inc. - Class A <sup>(a)</sup> | NEXTracker, Inc. - Class A <sup>(a)</sup> | 5756 | 425886 |
| **Engineering & Construction - 1.8%** | **Engineering & Construction - 1.8%** | **Engineering & Construction - 1.8%** |  |
| Granite Construction, Inc. | Granite Construction, Inc. | 5235 | 574018 |
| MasTec, Inc. <sup>(a)</sup> | MasTec, Inc. <sup>(a)</sup> | 3405 | 724618 |
| Vinci SA | Vinci SA | 6767 | 937851 |
|  |  |  | 2236487 |
| **Entertainment - 1.2%** | **Entertainment - 1.2%** | **Entertainment - 1.2%** |  |
| TKO Group Holdings, Inc. - Class A <sup>(b)</sup> | TKO Group Holdings, Inc. - Class A <sup>(b)</sup> | 7171 | 1448255 |
| **Environmental Control - 0.3%** | **Environmental Control - 0.3%** | **Environmental Control - 0.3%** |  |
| Clean Harbors, Inc. <sup>(a)</sup> | Clean Harbors, Inc. <sup>(a)</sup> | 616 | 143048 |
| PureCycle Technologies, Inc. <sup>(a)</sup> | PureCycle Technologies, Inc. <sup>(a)</sup> | 22254 | 292640 |
|  |  |  | 435688 |
| **Food - 2.2%** | **Food - 2.2%** | **Food - 2.2%** |  |
| Cal-Maine Foods, Inc. | Cal-Maine Foods, Inc. | 6921 | 651266 |
| Hershey Co. | Hershey Co. | 3729 | 697509 |
| Pilgrim's Pride Corp. | Pilgrim's Pride Corp. | 10896 | 443685 |
| Sysco Corp. | Sysco Corp. | 10717 | 882438 |
|  |  |  | 2674898 |
| **Healthcare - Products - 1.5%** | **Healthcare - Products - 1.5%** | **Healthcare - Products - 1.5%** |  |
| Edwards Lifesciences Corp. <sup>(a)</sup> | Edwards Lifesciences Corp. <sup>(a)</sup> | 9616 | 747836 |
| IDEXX Laboratories, Inc. <sup>(a)</sup> | IDEXX Laboratories, Inc. <sup>(a)</sup> | 989 | 631862 |
| Insulet Corp. <sup>(a)</sup> | Insulet Corp. <sup>(a)</sup> | 1502 | 463713 |
|  |  |  | 1843411 |
| **Home Builders - 0.3%** | **Home Builders - 0.3%** | **Home Builders - 0.3%** |  |
| D.R. Horton, Inc. | D.R. Horton, Inc. | 1866 | 316231 |
| **Insurance - 0.2%** | **Insurance - 0.2%** | **Insurance - 0.2%** |  |
| Prudential Financial, Inc. | Prudential Financial, Inc. | 2134 | 221381 |
| **Internet - 0.4%** | **Internet - 0.4%** | **Internet - 0.4%** |  |
| Coupang, Inc. <sup>(a)</sup> | Coupang, Inc. <sup>(a)</sup> | 16149 | 519998 |
| **Investment Companies - 1.3%** | **Investment Companies - 1.3%** | **Investment Companies - 1.3%** |  |
| Cleanspark, Inc. <sup>(a)</sup> | Cleanspark, Inc. <sup>(a)</sup> | 14378 | 208481 |
| Hive Digital Technologies Ltd. <sup>(a)</sup> | Hive Digital Technologies Ltd. <sup>(a)</sup> | 29100 | 117273 |
| IREN Ltd. <sup>(a)</sup> | IREN Ltd. <sup>(a)</sup> | 15434 | 724318 |
| Sprott Physical Uranium Trust <sup>(a)</sup> | Sprott Physical Uranium Trust <sup>(a)</sup> | 27295 | 545939 |
|  |  |  | 1596011 |
| **Iron & Steel - 2.4%** | **Iron & Steel - 2.4%** | **Iron & Steel - 2.4%** |  |
| ATI, Inc. <sup>(a)</sup> | ATI, Inc. <sup>(a)</sup> | 3794 | 308604 |
| Carpenter Technology Corp. | Carpenter Technology Corp. | 5322 | 1306764 |
| Cleveland-Cliffs, Inc. <sup>(a)</sup> | Cleveland-Cliffs, Inc. <sup>(a)</sup> | 13937 | 170031 |
| Nucor Corp. | Nucor Corp. | 1908 | 258400 |
| Steel Dynamics, Inc. | Steel Dynamics, Inc. | 2786 | 388452 |
| Vale SA - ADR | Vale SA - ADR | 53646 | 582596 |
|  |  |  | 3014847 |
| **Leisure Time - 0.2%** | **Leisure Time - 0.2%** | **Leisure Time - 0.2%** |  |
| Amer Sports, Inc. <sup>(a)</sup> | Amer Sports, Inc. <sup>(a)</sup> | 8479 | 294645 |
| **Machinery - Construction & Mining - 1.6%** | **Machinery - Construction & Mining - 1.6%** | **Machinery - Construction & Mining - 1.6%** |  |
| Bloom Energy Corp. - Class A <sup>(a)</sup> | Bloom Energy Corp. - Class A <sup>(a)</sup> | 8776 | 742186 |
| BWX Technologies, Inc. | BWX Technologies, Inc. | 4216 | 777304 |
| GE Vernova, Inc. <sup>(b)</sup> | GE Vernova, Inc. <sup>(b)</sup> | 839 | 515901 |
|  |  |  | 2035391 |
| **Machinery - Diversified - 2.3%** | **Machinery - Diversified - 2.3%** | **Machinery - Diversified - 2.3%** |  |
| AGCO Corp. | AGCO Corp. | 3619 | 387486 |
| CNH Industrial NV | CNH Industrial NV | 34087 | 369844 |
| Crane Co. | Crane Co. | 3438 | 633073 |
| Rockwell Automation, Inc. | Rockwell Automation, Inc. | 1426 | 498430 |
| Xylem, Inc. | Xylem, Inc. | 6399 | 943853 |
|  |  |  | 2832686 |
| **Media - 0.6%** | **Media - 0.6%** | **Media - 0.6%** |  |
| Liberty Media Corp.-Liberty Formula One - Class C <sup>(a)</sup> | Liberty Media Corp.-Liberty Formula One - Class C <sup>(a)</sup> | 7641 | 798102 |
| **Metal Fabricate & Hardware - 2.9%** | **Metal Fabricate & Hardware - 2.9%** | **Metal Fabricate & Hardware - 2.9%** |  |
| Advanced Drainage Systems, Inc. | Advanced Drainage Systems, Inc. | 1270 | 176149 |
| AZZ, Inc. <sup>(b)</sup> | AZZ, Inc. <sup>(b)</sup> | 16194 | 1767251 |
| RBC Bearings, Inc. <sup>(a)</sup> | RBC Bearings, Inc. <sup>(a)</sup> | 1695 | 661541 |
| Valmont Industries, Inc. | Valmont Industries, Inc. | 2535 | 982896 |
|  |  |  | 3587837 |
| **Mining - 7.1%** | **Mining - 7.1%** | **Mining - 7.1%** |  |
| Agnico Eagle Mines Ltd. <sup>(b)</sup> | Agnico Eagle Mines Ltd. <sup>(b)</sup> | 8180 | 1378821 |
| Alamos Gold, Inc. - Class A | Alamos Gold, Inc. - Class A | 17560 | 612142 |
| Anglogold Ashanti PLC | Anglogold Ashanti PLC | 14472 | 1017816 |
| BHP Group Ltd. - ADR | BHP Group Ltd. - ADR | 8591 | 478948 |
| Cameco Corp. | Cameco Corp. | 5715 | 479260 |
| Centrus Energy Corp. - Class A <sup>(a)</sup> | Centrus Energy Corp. - Class A <sup>(a)</sup> | 4746 | 1471592 |
| Lundin Mining Corp. | Lundin Mining Corp. | 42145 | 628813 |
| MP Materials Corp. <sup>(a)(b)</sup> | MP Materials Corp. <sup>(a)(b)</sup> | 15317 | 1027311 |
| NexGen Energy Ltd. <sup>(a)</sup> | NexGen Energy Ltd. <sup>(a)</sup> | 37542 | 336001 |
| Rio Tinto PLC - ADR | Rio Tinto PLC - ADR | 10937 | 721951 |
| Southern Copper Corp. | Southern Copper Corp. | 5092 | 617956 |
|  |  |  | 8770611 |
| **Miscellaneous Manufacturing - 1.8%** | **Miscellaneous Manufacturing - 1.8%** | **Miscellaneous Manufacturing - 1.8%** |  |
| Axon Enterprise, Inc. <sup>(a)(b)</sup> | Axon Enterprise, Inc. <sup>(a)(b)</sup> | 1499 | 1075742 |
| ITT, Inc. | ITT, Inc. | 6296 | 1125473 |
|  |  |  | 2201215 |
| **Oil & Gas - 1.9%** | **Oil & Gas - 1.9%** | **Oil & Gas - 1.9%** |  |
| BP PLC - ADR | BP PLC - ADR | 21366 | 736272 |
| EQT Corp. | EQT Corp. | 8770 | 477351 |
| Equinor ASA - ADR | Equinor ASA - ADR | 18030 | 439572 |
| Suncor Energy, Inc. | Suncor Energy, Inc. | 16860 | 704917 |
|  |  |  | 2358112 |
| **Oil & Gas Services - 0.5%** | **Oil & Gas Services - 0.5%** | **Oil & Gas Services - 0.5%** |  |
| Kodiak Gas Services, Inc. | Kodiak Gas Services, Inc. | 18188 | 672410 |
| **Packaging & Containers - 0.3%** | **Packaging & Containers - 0.3%** | **Packaging & Containers - 0.3%** |  |
| Crown Holdings, Inc. | Crown Holdings, Inc. | 4492 | 433882 |
| **Pharmaceuticals - 0.8%** | **Pharmaceuticals - 0.8%** | **Pharmaceuticals - 0.8%** |  |
| CVS Health Corp. | CVS Health Corp. | 8683 | 654611 |
| GSK PLC - ADR | GSK PLC - ADR | 6531 | 281878 |
|  |  |  | 936489 |
| **Pipelines - 0.7%** | **Pipelines - 0.7%** | **Pipelines - 0.7%** |  |
| Golar LNG Ltd. | Golar LNG Ltd. | 21303 | 860854 |
| **Real Estate - 0.4%** | **Real Estate - 0.4%** | **Real Estate - 0.4%** |  |
| CoStar Group, Inc. <sup>(a)</sup> | CoStar Group, Inc. <sup>(a)</sup> | 6194 | 522588 |
| **Retail - 0.4%** | **Retail - 0.4%** | **Retail - 0.4%** |  |
| Ferguson Enterprises, Inc. | Ferguson Enterprises, Inc. | 2187 | 491157 |
| **Semiconductors - 2.5%** | **Semiconductors - 2.5%** | **Semiconductors - 2.5%** |  |
| Advanced Micro Devices, Inc. <sup>(a)</sup> | Advanced Micro Devices, Inc. <sup>(a)</sup> | 2325 | 376162 |
| KLA Corp. | KLA Corp. | 517 | 557636 |
| Lam Research Corp. | Lam Research Corp. | 5257 | 703912 |
| Micron Technology, Inc. | Micron Technology, Inc. | 3684 | 616407 |
| NVIDIA Corp. <sup>(b)</sup> | NVIDIA Corp. <sup>(b)</sup> | 4362 | 813862 |
|  |  |  | 3067979 |
| **Shipbuilding - 0.5%** | **Shipbuilding - 0.5%** | **Shipbuilding - 0.5%** |  |
| Huntington Ingalls Industries, Inc. | Huntington Ingalls Industries, Inc. | 2317 | 667088 |
| **Software - 5.3%** | **Software - 5.3%** | **Software - 5.3%** |  |
| Cadence Design Systems, Inc. <sup>(a)</sup> | Cadence Design Systems, Inc. <sup>(a)</sup> | 2324 | 816328 |
| Clear Secure, Inc. - Class A | Clear Secure, Inc. - Class A | 11376 | 379731 |
| Cloudflare, Inc. - Class A <sup>(a)</sup> | Cloudflare, Inc. - Class A <sup>(a)</sup> | 2587 | 555144 |
| Intuit, Inc. | Intuit, Inc. | 859 | 586620 |
| IonQ, Inc. <sup>(a)</sup> | IonQ, Inc. <sup>(a)</sup> | 13907 | 855281 |
| Microsoft Corp. <sup>(b)</sup> | Microsoft Corp. <sup>(b)</sup> | 1536 | 795571 |
| MicroStrategy, Inc. - Class A <sup>(a)</sup> | MicroStrategy, Inc. - Class A <sup>(a)</sup> | 4307 | 1387758 |
| NetEase, Inc. - ADR | NetEase, Inc. - ADR | 4296 | 652949 |
| Snowflake, Inc. <sup>(a)</sup> | Snowflake, Inc. <sup>(a)</sup> | 2363 | 532975 |
|  |  |  | 6562357 |
| **Telecommunications - 1.2%** | **Telecommunications - 1.2%** | **Telecommunications - 1.2%** |  |
| America Movil SAB de CV - ADR | America Movil SAB de CV - ADR | 37043 | 777903 |
| Applied Digital Corp. <sup>(a)</sup> | Applied Digital Corp. <sup>(a)</sup> | 13165 | 302005 |
| Motorola Solutions, Inc. | Motorola Solutions, Inc. | 945 | 432139 |
|  |  |  | 1512047 |
| **Transportation - 1.7%** | **Transportation - 1.7%** | **Transportation - 1.7%** |  |
| CH Robinson Worldwide, Inc. | CH Robinson Worldwide, Inc. | 4522 | 598713 |
| Frontline PLC | Frontline PLC | 18109 | 412704 |
| Norfolk Southern Corp. <sup>(b)</sup> | Norfolk Southern Corp. <sup>(b)</sup> | 2950 | 886210 |
| ZIM Integrated Shipping Services Ltd. | ZIM Integrated Shipping Services Ltd. | 14506 | 196556 |
|  |  |  | 2094183 |
| **Trucking & Leasing - 0.7%** | **Trucking & Leasing - 0.7%** | **Trucking & Leasing - 0.7%** |  |
| GATX Corp. | GATX Corp. | 4789 | 837117 |
| **Water - 1.5%** | **Water - 1.5%** | **Water - 1.5%** |  |
| American Water Works Co., Inc. | American Water Works Co., Inc. | 3700 | 515003 |
| Essential Utilities, Inc. | Essential Utilities, Inc. | 15204 | 606639 |
| Veolia Environnement SA | Veolia Environnement SA | 21406 | 728910 |
|  |  |  | 1850552 |
| **TOTAL COMMON STOCKS** (Cost $69,125,237) | **TOTAL COMMON STOCKS** (Cost $69,125,237) | **TOTAL COMMON STOCKS** (Cost $69,125,237) | 90887486 |
| **EXCHANGE TRADED FUNDS - 15.4%** | **EXCHANGE TRADED FUNDS - 15.4%** |  |  |
| iShares Bitcoin Trust ETF<sup>(a)</sup> | iShares Bitcoin Trust ETF<sup>(a)</sup> | 14459 | 939835 |
| iShares Ethereum Trust ETF<sup>(a)</sup> | iShares Ethereum Trust ETF<sup>(a)</sup> | 8167 | 257342 |
| iShares J.P. Morgan USD Emerging Markets Bond ETF | iShares J.P. Morgan USD Emerging Markets Bond ETF | 13381 | 1273737 |
| iShares MBS ETF | iShares MBS ETF | 11439 | 1088421 |
| iShares National Muni Bond ETF | iShares National Muni Bond ETF | 39960 | 4255341 |
| iShares Preferred and Income Securities ETF | iShares Preferred and Income Securities ETF | 83457 | 2638910 |
| iShares TIPS Bond ETF<sup>(b)</sup> | iShares TIPS Bond ETF<sup>(b)</sup> | 19159 | 2130864 |
| SPDR Bloomberg Convertible Securities ETF<sup>(b)</sup> | SPDR Bloomberg Convertible Securities ETF<sup>(b)</sup> | 18371 | 1662576 |
| SPDR Bloomberg High Yield Bond ETF | SPDR Bloomberg High Yield Bond ETF | 17389 | 1703948 |
| Vanguard Intermediate-Term Corporate Bond ETF | Vanguard Intermediate-Term Corporate Bond ETF | 13653 | 1148354 |
| Vanguard Short-Term Corporate Bond ETF<sup>(b)</sup> | Vanguard Short-Term Corporate Bond ETF<sup>(b)</sup> | 25526 | 2040293 |
| **TOTAL EXCHANGE TRADED FUNDS** (Cost $18,090,026) | **TOTAL EXCHANGE TRADED FUNDS** (Cost $18,090,026) | **TOTAL EXCHANGE TRADED FUNDS** (Cost $18,090,026) | 19139621 |
| **REAL ESTATE INVESTMENT TRUSTS - COMMON - 1.4%** | **REAL ESTATE INVESTMENT TRUSTS - COMMON - 1.4%** |  |  |
| CoreCivic, Inc. <sup>(a)</sup> | CoreCivic, Inc. <sup>(a)</sup> | 18741 | 381380 |
| GEO Group, Inc. <sup>(a)</sup> | GEO Group, Inc. <sup>(a)</sup> | 9700 | 198753 |
| Public Storage | Public Storage | 140 | 40439 |
| Realty Income Corp. | Realty Income Corp. | 18442 | 1121089 |
| **TOTAL REAL ESTATE INVESTMENT TRUSTS - COMMON** (Cost $1,520,764) | **TOTAL REAL ESTATE INVESTMENT TRUSTS - COMMON** (Cost $1,520,764) | **TOTAL REAL ESTATE INVESTMENT TRUSTS - COMMON** (Cost $1,520,764) | 1741661 |
| **SHORT-TERM INVESTMENTS** | **SHORT-TERM INVESTMENTS** | **SHORT-TERM INVESTMENTS** | **SHORT-TERM INVESTMENTS** |
| **MONEY MARKET FUNDS - 5.1%** | **MONEY MARKET FUNDS - 5.1%** |  |  |
| First American Government Obligations Fund - Class X, 4.05%<sup>(c)</sup> | First American Government Obligations Fund - Class X, 4.05%<sup>(c)</sup> | 6281435 | 6281435 |
| **TOTAL MONEY MARKET FUNDS** (Cost $6,281,435) | **TOTAL MONEY MARKET FUNDS** (Cost $6,281,435) | **TOTAL MONEY MARKET FUNDS** (Cost $6,281,435) | 6281435 |
| **TOTAL INVESTMENTS - 95.2% (**Cost $95,017,462**)** | **TOTAL INVESTMENTS - 95.2% (**Cost $95,017,462**)** | **TOTAL INVESTMENTS - 95.2% (**Cost $95,017,462**)** | 118050203 |
| Other Assets in Excess of Liabilities - 4.8% | Other Assets in Excess of Liabilities - 4.8% | Other Assets in Excess of Liabilities - 4.8% | 5988592 |
| **TOTAL NET ASSETS - 100.0%** | 0.0% | 0.0% | $124038795 |
| two | two | two | –% |
| Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. | –% |

---

---

| |
|:---|
| ADR - American Depositary Receipt |
| ASA – Advanced Subscription Agreement |
| PLC - Public Limited Company |
| TIPS - Treasury Inflation-Protected Securities |

---

(a) Non-income producing security.

(b) All or a portion of security has been pledged as collateral for securities sold short. The fair value of assets committed as collateral as of September 30, 2025 is $17,543,316.

(c) The rate shown represents the 7-day annualized yield as of September 30, 2025.

------

---

| | | |
|:---|:---|:---|
| **Blueprint Chesapeake Multi Asset Trend ETF** | **Blueprint Chesapeake Multi Asset Trend ETF** | **Blueprint Chesapeake Multi Asset Trend ETF** |
| **Consolidated Schedule of Securities Sold Short** | **Consolidated Schedule of Securities Sold Short** | **Consolidated Schedule of Securities Sold Short** |
| **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** |
| **COMMON STOCKS** - **(31.7)%** | **Shares** | **Value** |
| **Apparel - (0.8)%** | **Apparel - (0.8)%** | |
| Hermes International SCA | (142) | $(347550) |
| LVMH Moet Hennessy Louis Vuitton SE | (1019) | (623211) |
|  |  | (970761) |
| **Auto Manufacturers - (0.1)%** | **Auto Manufacturers - (0.1)%** |  |
| Mercedes-Benz Group AG | (2643) | (166053) |
| **Beverages - (1.8)%** | **Beverages - (1.8)%** |  |
| Brown-Forman Corp. - Class B | (14363) | (388950) |
| Constellation Brands, Inc. - Class A | (3739) | (503531) |
| Diageo PLC | (11552) | (276125) |
| Fomento Economico Mexicano SAB de CV - ADR | (2051) | (202290) |
| PepsiCo, Inc. | (5829) | (818625) |
|  |  | (2189521) |
| **Biotechnology - (0.7)%** | **Biotechnology - (0.7)%** |  |
| Biogen, Inc. | (2638) | (369531) |
| Regeneron Pharmaceuticals, Inc. | (794) | (446442) |
|  |  | (815973) |
| **Chemicals - (1.7)%** | **Chemicals - (1.7)%** |  |
| Balchem Corp. | (5268) | (790516) |
| Dow, Inc. | (14892) | (341474) |
| LyondellBasell Industries NV - Class A | (9712) | (476277) |
| PPG Industries, Inc. | (5295) | (556557) |
|  |  | (2164824) |
| **Commercial Services - (0.5)%** | **Commercial Services - (0.5)%** |  |
| Verisk Analytics, Inc. | (2291) | (576209) |
| **Computers - (0.4)%** | **Computers - (0.4)%** |  |
| Accenture PLC - Class A | (2185) | (538821) |
| **Cosmetics & Personal Care - (1.3)%** | **Cosmetics & Personal Care - (1.3)%** |  |
| Colgate-Palmolive Co. | (9566) | (764706) |
| Procter & Gamble Co. | (5857) | (899928) |
|  |  | (1664634) |
| **Distribution & Wholesale - (0.8)%** | **Distribution & Wholesale - (0.8)%** |  |
| Copart, Inc. | (16441) | (739352) |
| LKQ Corp. | (7902) | (241327) |
|  |  | (980679) |
| **Environmental Control - (0.6)%** | **Environmental Control - (0.6)%** |  |
| Waste Connections, Inc. | (2930) | (515094) |
| Waste Management, Inc. | (1031) | (227676) |
|  |  | (742770) |
| **Food - (4.3)%** | **Food - (4.3)%** |  |
| Conagra Brands, Inc. | (28617) | (523977) |
| General Mills, Inc. | (12278) | (619057) |
| Hormel Foods Corp. | (15360) | (380006) |
| Ingredion, Inc. | (8206) | (1002035) |
| Kraft Heinz Co. | (20495) | (533690) |
| McCormick & Co., Inc. | (11124) | (744307) |
| Nestle SA | (8092) | (743144) |
| Tyson Foods, Inc. - Class A | (13964) | (758245) |
|  |  | (5304461) |
| **Healthcare - Products - (2.1)%** | **Healthcare - Products - (2.1)%** |  |
| Danaher Corp. | (3074) | (609451) |
| Intuitive Surgical, Inc. | (1435) | (641775) |
| Thermo Fisher Scientific, Inc. | (1540) | (746931) |
| Zimmer Biomet Holdings, Inc. | (6392) | (629612) |
|  |  | (2627769) |
| **Healthcare - Services - (0.9)%** | **Healthcare - Services - (0.9)%** |  |
| Centene Corp. | (11878) | (423807) |
| Elevance Health, Inc. | (323) | (104368) |
| IQVIA Holdings, Inc. | (3147) | (597741) |
|  |  | (1125916) |
| **Household Products & Wares - (0.9)%** | **Household Products & Wares - (0.9)%** |  |
| Church & Dwight Co., Inc. | (7925) | (694468) |
| Kimberly-Clark Corp. | (3466) | (430962) |
|  |  | (1125430) |
| **Insurance - (1.2)%** | **Insurance - (1.2)%** |  |
| Arch Capital Group Ltd. | (1675) | (151973) |
| Marsh & McLennan Cos., Inc. | (4078) | (821839) |
| Progressive Corp. | (1002) | (247444) |
| Prudential Financial, Inc. | (2134) | (221381) |
|  |  | (1442637) |
| **Oil & Gas - (1.6)%** | **Oil & Gas - (1.6)%** |  |
| ConocoPhillips | (5843) | (552689) |
| Devon Energy Corp. | (14862) | (521062) |
| Occidental Petroleum Corp. | (11725) | (554006) |
| TotalEnergies SE - ADR | (5884) | (351216) |
|  |  | (1978973) |
| **Oil & Gas Services - (0.8)%** | **Oil & Gas Services - (0.8)%** |  |
| Halliburton Co. | (18488) | (454805) |
| Schlumberger NV | (17161) | (589823) |
|  |  | (1044628) |
| **Packaging & Containers - (1.8)%** | **Packaging & Containers - (1.8)%** |  |
| AptarGroup, Inc. | (7662) | (1024103) |
| Graphic Packaging Holding Co. | (27820) | (544437) |
| Silgan Holdings, Inc. | (15446) | (664333) |
|  |  | (2232873) |
| **Pharmaceuticals - (2.7)%** | **Pharmaceuticals - (2.7)%** |  |
| Becton Dickinson & Co. | (3216) | (601939) |
| Merck & Co., Inc. | (7475) | (627377) |
| Novo Nordisk AS - ADR | (3268) | (181341) |
| Pfizer, Inc. | (19610) | (499663) |
| Sanofi SA | (6516) | (601405) |
| Zoetis, Inc. | (5731) | (838560) |
|  |  | (3350285) |
| **Pipelines - (0.6)%** | **Pipelines - (0.6)%** |  |
| ONEOK, Inc. | (9864) | (719776) |
| **Retail - (1.2)%** | **Retail - (1.2)%** |  |
| Alimentation Couche-Tard, Inc. | (16185) | (863689) |
| Chipotle Mexican Grill, Inc. | (16348) | (640678) |
|  |  | (1504367) |
| **Software - (3.5)%** | **Software - (3.5)%** |  |
| Adobe, Inc. | (1775) | (626131) |
| Dassault Systemes SE | (19775) | (662451) |
| Fidelity National Information Services, Inc. | (10430) | (687754) |
| Fiserv, Inc. | (7009) | (903670) |
| Paychex, Inc. | (5727) | (725955) |
| Roper Technologies, Inc. | (1491) | (743547) |
|  |  | (4349508) |
| **Telecommunications - (0.4)%** | **Telecommunications - (0.4)%** |  |
| Motorola Solutions, Inc. | (945) | (432139) |
| **Transportation - (1.0)%** | **Transportation - (1.0)%** |  |
| Canadian National Railway Co. | (10923) | (1030039) |
| Canadian Pacific Kansas City Ltd. | (245) | (18250) |
| United Parcel Service, Inc. - Class B | (2913) | (243323) |
|  |  | (1291612) |
| **TOTAL COMMON STOCKS** (Proceeds $43,937,363) | **TOTAL COMMON STOCKS** (Proceeds $43,937,363) | (39340619) |
| **REAL ESTATE INVESTMENT TRUSTS - COMMON** - **(1.0)%** |  |  |
| Alexandria Real Estate Equities, Inc. | (6992) | (582713) |
| Invitation Homes, Inc. | (20935) | (614024) |
| **TOTAL REAL ESTATE INVESTMENT TRUSTS - COMMON** (Proceeds $1,300,955) | **TOTAL REAL ESTATE INVESTMENT TRUSTS - COMMON** (Proceeds $1,300,955) | (1196737) |
| **TOTAL SECURITIES SOLD SHORT - (32.7)%** (Proceeds $45,238,318) |  | $(40537356) |
| Percentages are stated as a percent of net assets. |  |  |
| ADR - American Depositary Receipt | ADR - American Depositary Receipt | ADR - American Depositary Receipt |
| PLC - Public Limited Company | PLC - Public Limited Company | PLC - Public Limited Company |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Blueprint Chesapeake Multi Asset Trend ETF** | **Blueprint Chesapeake Multi Asset Trend ETF** | **Blueprint Chesapeake Multi Asset Trend ETF** | **Blueprint Chesapeake Multi Asset Trend ETF** | **Blueprint Chesapeake Multi Asset Trend ETF** |
| **Consolidated Schedule of Futures Contracts** | **Consolidated Schedule of Futures Contracts** | **Consolidated Schedule of Futures Contracts** | **Consolidated Schedule of Futures Contracts** | **Consolidated Schedule of Futures Contracts** |
| **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** |
| The Blueprint Chesapeake Multi-Asset Trend ETF & Blueprint-Chesapeake Cayman Subsidiary had the following futures contracts outstanding with StoneX Financial, Inc.: | The Blueprint Chesapeake Multi-Asset Trend ETF & Blueprint-Chesapeake Cayman Subsidiary had the following futures contracts outstanding with StoneX Financial, Inc.: | The Blueprint Chesapeake Multi-Asset Trend ETF & Blueprint-Chesapeake Cayman Subsidiary had the following futures contracts outstanding with StoneX Financial, Inc.: | The Blueprint Chesapeake Multi-Asset Trend ETF & Blueprint-Chesapeake Cayman Subsidiary had the following futures contracts outstanding with StoneX Financial, Inc.: | The Blueprint Chesapeake Multi-Asset Trend ETF & Blueprint-Chesapeake Cayman Subsidiary had the following futures contracts outstanding with StoneX Financial, Inc.: |
| **Description** | **Contracts**<br> **Purchased** | **Expiration Date** | **Notional Value** | **Value / Unrealized** <br> **Appreciation**<br> (Depreciation) |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Canadian Overnight Repo Rate Average | 93 | 09/15/2026 | $16337160 | $38893 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Canadian Overnight Repo Rate Average | 102 | 03/16/2027 | 17901682 | 5971 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Euribor | 64 | 12/14/2026 | 18419383 | 1665 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Euribor | 50 | 12/13/2027 | 14354893 | 2314 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month New Zealand Treasury Bill | 122 | 06/10/2026 | 70416796 | 4686 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Swiss Average Overnight Rate | 54 | 09/15/2026 | 16984227 | (9553) |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Swiss Average Overnight Rate | 64 | 03/16/2027 | 20124427 | (3308) |
| &nbsp;&nbsp;&nbsp;&nbsp;3MO TONA OSE Sep 25 | 86 | 12/16/2025 | 14473939 | (8986) |
| &nbsp;&nbsp;&nbsp;&nbsp;3-Month Secured Overnight Financing Rate | 81 | 03/14/2028 | 19606050 | 8767 |
| &nbsp;&nbsp;&nbsp;&nbsp;Arabica Coffee <sup>(a)</sup> | 3 | 12/18/2025 | 421706 | 81603 |
| &nbsp;&nbsp;&nbsp;&nbsp;Australian 90 Day Bank Bills | 65 | 12/11/2025 | 42709021 | (24247) |
| &nbsp;&nbsp;&nbsp;&nbsp;Australian 90 Day Bank Bills | 46 | 06/11/2026 | 30235194 | (14950) |
| &nbsp;&nbsp;&nbsp;&nbsp;Australian 90 Day Bank Bills | 111 | 12/10/2026 | 72951667 | 9561 |
| &nbsp;&nbsp;&nbsp;&nbsp;Brent Crude Oil <sup>(a)</sup> | 6 | 10/31/2025 | 396180 | 337 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian Canola Oil <sup>(a)</sup> | 31 | 11/14/2025 | 269674 | (39812) |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper <sup>(a)</sup> | 2 | 12/29/2025 | 242825 | 16091 |
| &nbsp;&nbsp;&nbsp;&nbsp;Corn <sup>(a)</sup> | 156 | 11/17/2025 | 860504 | (42214) |
| &nbsp;&nbsp;&nbsp;&nbsp;Crude Palm Oil <sup>(a)</sup> | 20 | 12/15/2025 | 517049 | (9124) |
| &nbsp;&nbsp;&nbsp;&nbsp;Crude Soybean Oil <sup>(a)</sup> | 14 | 12/12/2025 | 415716 | (36024) |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro STOXX 50 Dividend Index | 98 | 12/18/2026 | 1837802 | (2756) |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro STOXX 50 Dividend Index | 85 | 12/17/2027 | 1585023 | 21522 |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro STOXX Select Dividend 30 Index | 99 | 12/19/2025 | 2414336 | 36649 |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-BTP Italian Government Bonds | 7 | 12/08/2025 | 985688 | 3924 |
| &nbsp;&nbsp;&nbsp;&nbsp;Eurpoean Rapeseed <sup>(a)</sup> | 14 | 10/31/2025 | 383287 | (13018) |
| &nbsp;&nbsp;&nbsp;&nbsp;Feeder Cattle <sup>(a)</sup> | 10 | 11/20/2025 | 1796750 | 7449 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gold <sup>(a)</sup> | 5 | 12/29/2025 | 1936600 | 246027 |
| &nbsp;&nbsp;&nbsp;&nbsp;IBIG iBoxx iShr Dec 25 | 12 | 12/01/2025 | 1756080 | (139) |
| &nbsp;&nbsp;&nbsp;&nbsp;iBoxx iShr Bnd Id Dec 25 | 27 | 12/01/2025 | 4805190 | (1590) |
| &nbsp;&nbsp;&nbsp;&nbsp;ICE 3 Month SONIA Rate | 9 | 03/14/2028 | 2916549 | 714 |
| &nbsp;&nbsp;&nbsp;&nbsp;ICE European Climate Exchange Emissions <sup>(a)</sup> | 2 | 12/15/2025 | 177943 | (2976) |
| &nbsp;&nbsp;&nbsp;&nbsp;International Arabica Coffee <sup>(a)</sup> | 13 | 12/18/2025 | 585910 | 113285 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lean Hogs <sup>(a)</sup> | 23 | 12/12/2025 | 816270 | (5178) |
| &nbsp;&nbsp;&nbsp;&nbsp;Live Cattle <sup>(a)</sup> | 19 | 12/31/2025 | 1784290 | 15863 |
| &nbsp;&nbsp;&nbsp;&nbsp;London Cocoa <sup>(a)</sup> | 13 | 03/16/2026 | 830614 | (25268) |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Copper <sup>(a)</sup> | 6 | 12/15/2025 | 1540714 | 22213 |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Tin <sup>(a)</sup> | 2 | 12/15/2025 | 355000 | 7683 |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Zinc <sup>(a)</sup> | 7 | 12/15/2025 | 519599 | (1873) |
| &nbsp;&nbsp;&nbsp;&nbsp;Low Sulphur Gas Oil <sup>(a)</sup> | 7 | 11/12/2025 | 480900 | (9127) |
| &nbsp;&nbsp;&nbsp;&nbsp;NY Harbor ULSD <sup>(a)</sup> | 5 | 10/31/2025 | 488061 | (5210) |
| &nbsp;&nbsp;&nbsp;&nbsp;Palladium <sup>(a)</sup> | 3 | 12/29/2025 | 386220 | 54736 |
| &nbsp;&nbsp;&nbsp;&nbsp;Platinum <sup>(a)</sup> | 10 | 01/28/2026 | 802850 | 1304 |
| &nbsp;&nbsp;&nbsp;&nbsp;S&P 500 Annual Dividend Index | 194 | 12/18/2026 | 3875150 | 26923 |
| &nbsp;&nbsp;&nbsp;&nbsp;SGX TSI Iron Ore <sup>(a)</sup> | 79 | 10/31/2025 | 819230 | 15405 |
| &nbsp;&nbsp;&nbsp;&nbsp;Short-term Euro-BTP | 93 | 12/08/2025 | 11794650 | (4684) |
| &nbsp;&nbsp;&nbsp;&nbsp;Silver <sup>(a)</sup> | 4 | 12/29/2025 | 932800 | 148481 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sunflower Seeds <sup>(a)</sup> | 23 | 12/22/2025 | 686234 | (21787) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 10 Year Notes | 29 | 12/19/2025 | 3262500 | (27424) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 5 Year Note | 50 | 12/31/2025 | 5459766 | (34558) |
| &nbsp;&nbsp;&nbsp;&nbsp;UK Emissions Trading Registry Allowance <sup>(a)</sup> | 6 | 12/15/2025 | 436672 | 44593 |
| &nbsp;&nbsp;&nbsp;&nbsp;US 3 Year Notes | 36 | 12/31/2025 | 7659000 | (35297) |
| &nbsp;&nbsp;&nbsp;&nbsp;US Cocoa <sup>(a)</sup> | 25 | 12/15/2025 | 1687250 | (181328) |
|  |  |  |  | $376228 |
|  |  |  |  | – |
| **Description** | **Contracts Sold** | **Expiration Date** | **Notional Value** | **Value / Unrealized** <br> **Appreciation** <br> (Depreciation) |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Day Federal Funds Rate | (33) | 01/30/2026 | $13249872 | $(5632) |
| &nbsp;&nbsp;&nbsp;&nbsp;3-Month Secured Overnight Financing Rate | (31) | 03/16/2027 | 7510138 | (2845) |
| &nbsp;&nbsp;&nbsp;&nbsp;Austrailian Government 10 Year Bonds | (26) | 12/15/2025 | 1953364 | 10438 |
| &nbsp;&nbsp;&nbsp;&nbsp;Class III Milk <sup>(a)</sup> | (18) | 12/02/2025 | 608760 | (10071) |
| &nbsp;&nbsp;&nbsp;&nbsp;Corn No. 2 Yellow <sup>(a)</sup> | (28) | 12/12/2025 | 581700 | 18158 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cotton No.2 <sup>(a)</sup> | (20) | 12/08/2025 | 657700 | 16798 |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro BUXL 30 Year Bonds | (8) | 12/08/2025 | 1076117 | (13563) |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-BOBL | (18) | 12/08/2025 | 2491693 | 3535 |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-Bund | (20) | 12/08/2025 | 3021409 | (3122) |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-Schatz | (19) | 12/08/2025 | 2388339 | 2503 |
| &nbsp;&nbsp;&nbsp;&nbsp;French Government Bonds | (22) | 12/08/2025 | 3136912 | (10414) |
| &nbsp;&nbsp;&nbsp;&nbsp;Hard Red Winter Wheat <sup>(a)</sup> | (14) | 12/12/2025 | 348425 | 19353 |
| &nbsp;&nbsp;&nbsp;&nbsp;ICE 3 Month SONIA Rate | (21) | 03/16/2027 | 6813055 | (1847) |
| &nbsp;&nbsp;&nbsp;&nbsp;International Live Cattle <sup>(a)</sup> | (67) | 10/31/2025 | 1268755 | 8043 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japanese 10 Year Government Bonds | (7) | 12/15/2025 | 6436199 | 56848 |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Lead <sup>(a)</sup> | (15) | 12/15/2025 | 743239 | 4113 |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Nickel <sup>(a)</sup> | (6) | 12/15/2025 | 547575 | (381) |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metals - Zinc <sup>(a)</sup> | (10) | 12/15/2025 | 742285 | (51683) |
| &nbsp;&nbsp;&nbsp;&nbsp;Long Gilt | (11) | 12/29/2025 | 1345234 | (6555) |
| &nbsp;&nbsp;&nbsp;&nbsp;Lumber <sup>(a)</sup> | (36) | 11/14/2025 | 606870 | (5231) |
| &nbsp;&nbsp;&nbsp;&nbsp;Milling Wheat No. 2 <sup>(a)</sup> | (62) | 12/10/2025 | 678419 | 41940 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oats <sup>(a)</sup> | (54) | 12/12/2025 | 830250 | 21484 |
| &nbsp;&nbsp;&nbsp;&nbsp;Red Spring Wheat <sup>(a)</sup> | (13) | 12/12/2025 | 365787 | 21712 |
| &nbsp;&nbsp;&nbsp;&nbsp;Rough Rice <sup>(a)</sup> | (40) | 11/14/2025 | 893200 | 65394 |
| &nbsp;&nbsp;&nbsp;&nbsp;Soybean Meal <sup>(a)</sup> | (27) | 12/12/2025 | 737910 | 63311 |
| &nbsp;&nbsp;&nbsp;&nbsp;Soybeans <sup>(a)</sup> | (9) | 11/14/2025 | 450787 | 26616 |
| &nbsp;&nbsp;&nbsp;&nbsp;Soybeans <sup>(a)</sup> | (21) | 12/22/2025 | 843652 | 69976 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sugar #11 <sup>(a)</sup> | (44) | 02/27/2026 | 818048 | (24372) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 2 Year Notes | (17) | 12/31/2025 | 3542773 | 2727 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Long Bonds | (11) | 12/19/2025 | 1282531 | (25824) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Ultra Bonds | (5) | 12/19/2025 | 600312 | (17051) |
| &nbsp;&nbsp;&nbsp;&nbsp;Wheat <sup>(a)</sup> | (24) | 12/12/2025 | 609600 | 22076 |
| &nbsp;&nbsp;&nbsp;&nbsp;Wheat <sup>(a)</sup> | (17) | 12/22/2025 | 295462 | (455) |
| &nbsp;&nbsp;&nbsp;&nbsp;Yellow Maize <sup>(a)</sup> | (32) | 12/22/2025 | 647697 | 69928 |
|  |  |  |  | $365907 |
| **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | $742135 |

---

(a) All or a portion of the investment is a holding of the Blueprint-Chesapeake Cayman Subsidiary.

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Blueprint Chesapeake Multi Asset Trend ETF** | **Blueprint Chesapeake Multi Asset Trend ETF** | **Blueprint Chesapeake Multi Asset Trend ETF** | **Blueprint Chesapeake Multi Asset Trend ETF** | **Blueprint Chesapeake Multi Asset Trend ETF** | **Blueprint Chesapeake Multi Asset Trend ETF** |
| **Consolidated Schedule of Forward Currency Contracts** | **Consolidated Schedule of Forward Currency Contracts** | **Consolidated Schedule of Forward Currency Contracts** | **Consolidated Schedule of Forward Currency Contracts** | **Consolidated Schedule of Forward Currency Contracts** | **Consolidated Schedule of Forward Currency Contracts** |
| **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** |
| **Counterparty** | **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Unrealized**<br> **Appreciation**<br> (Depreciation) |
| StoneX Financial, Inc. | AUD | 5048000 | CAD | 4642576 | $7135 |
| StoneX Financial, Inc. | AUD | 2096000 | CNH | 9902552 | (1493) |
| StoneX Financial, Inc. | AUD | 941000 | JPY | 91902727 | 449 |
| StoneX Financial, Inc. | AUD | 6912000 | NZD | 7679884 | 119975 |
| StoneX Financial, Inc. | AUD | 1196000 | USD | 796294 | (2904) |
| StoneX Financial, Inc. | BRL | 6660000 | USD | 1207153 | 20277 |
| StoneX Financial, Inc. | CAD | 1665075 | AUD | 1829000 | (14835) |
| StoneX Financial, Inc. | CAD | 3039156 | NZD | 3709000 | 31003 |
| StoneX Financial, Inc. | CHF | 1050795 | AUD | 2012000 | (10579) |
| StoneX Financial, Inc. | CHF | 1001757 | CAD | 1747000 | 4893 |
| StoneX Financial, Inc. | CHF | 1784000 | CNH | 15925768 | 9474 |
| StoneX Financial, Inc. | CHF | 1403044 | EUR | 1508000 | (6859) |
| StoneX Financial, Inc. | CHF | 1063173 | GBP | 992000 | 3162 |
| StoneX Financial, Inc. | CHF | 1884000 | JPY | 348645956 | 7631 |
| StoneX Financial, Inc. | CHF | 892000 | NOK | 11229122 | (2314) |
| StoneX Financial, Inc. | CHF | 1056000 | USD | 1342451 | (2598) |
| StoneX Financial, Inc. | CLP | 326838000 | USD | 340379 | (496) |
| StoneX Financial, Inc. | CNH | 6210625 | AUD | 1327000 | (7312) |
| StoneX Financial, Inc. | CNH | 2086000 | CAD | 405639 | 1247 |
| StoneX Financial, Inc. | CNH | 7097000 | JPY | 148548726 | (10689) |
| StoneX Financial, Inc. | CNH | 13851000 | USD | 1965657 | (11489) |
| StoneX Financial, Inc. | COP | 6133001000 | USD | 1560698 | 2218 |
| StoneX Financial, Inc. | CZK | 104552105 | EUR | 4294000 | 1140 |
| StoneX Financial, Inc. | CZK | 30644000 | USD | 1475145 | 7754 |
| StoneX Financial, Inc. | DKK | 8932000 | USD | 1406811 | 742 |
| StoneX Financial, Inc. | EUR | 2252000 | AUD | 4013085 | (11648) |
| StoneX Financial, Inc. | EUR | 2233000 | CAD | 3623912 | 19772 |
| StoneX Financial, Inc. | EUR | 2101257 | CNH | 17556000 | 5384 |
| StoneX Financial, Inc. | EUR | 1986000 | GBP | 1725071 | 13192 |
| StoneX Financial, Inc. | EUR | 2082000 | JPY | 358918416 | 14283 |
| StoneX Financial, Inc. | EUR | 972000 | NOK | 11396849 | 845 |
| StoneX Financial, Inc. | EUR | 1388000 | USD | 1635427 | 2939 |
| StoneX Financial, Inc. | EUR | 1199000 | ZAR | 24754322 | (23110) |
| StoneX Financial, Inc. | GBP | 1052000 | AUD | 2159797 | (15347) |
| StoneX Financial, Inc. | GBP | 813000 | CAD | 1520739 | 804 |
| StoneX Financial, Inc. | GBP | 2828000 | CNH | 27198290 | (12787) |
| StoneX Financial, Inc. | GBP | 921000 | JPY | 182954826 | (903) |
| StoneX Financial, Inc. | GBP | 1055000 | USD | 1429463 | (9054) |
| StoneX Financial, Inc. | HUF | 1403781005 | EUR | 3558000 | 45600 |
| StoneX Financial, Inc. | HUF | 436676000 | USD | 1294436 | 16308 |
| StoneX Financial, Inc. | ILS | 6272000 | USD | 1889157 | 9884 |
| StoneX Financial, Inc. | JPY | 135743297 | AUD | 1404000 | (10018) |
| StoneX Financial, Inc. | JPY | 146897843 | CAD | 1384000 | 905 |
| StoneX Financial, Inc. | JPY | 185016960 | CNH | 8964000 | (4204) |
| StoneX Financial, Inc. | JPY | 148755906 | NZD | 1709000 | 16029 |
| StoneX Financial, Inc. | MXN | 38393000 | USD | 2047069 | 29392 |
| StoneX Financial, Inc. | NOK | 21306139 | GBP | 1579000 | 9667 |
| StoneX Financial, Inc. | NOK | 18047000 | JPY | 269276892 | (17487) |
| StoneX Financial, Inc. | NOK | 11952000 | USD | 1205748 | (7645) |
| StoneX Financial, Inc. | PLN | 10953000 | EUR | 2570694 | (4986) |
| StoneX Financial, Inc. | PLN | 3812000 | USD | 1046395 | 2940 |
| StoneX Financial, Inc. | SEK | 6158406 | CHF | 522000 | (1838) |
| StoneX Financial, Inc. | SEK | 35218291 | EUR | 3204000 | (19825) |
| StoneX Financial, Inc. | SEK | 17514666 | GBP | 1384000 | 801 |
| StoneX Financial, Inc. | SEK | 15367000 | JPY | 240967914 | 1200 |
| StoneX Financial, Inc. | SEK | 13339657 | NOK | 14225000 | (6010) |
| StoneX Financial, Inc. | SEK | 10700000 | USD | 1152406 | (9055) |
| StoneX Financial, Inc. | SGD | 4549005 | CNH | 25272000 | (16744) |
| StoneX Financial, Inc. | SGD | 1790000 | USD | 1407885 | (11189) |
| StoneX Financial, Inc. | THB | 55280000 | USD | 1751035 | (33876) |
| StoneX Financial, Inc. | TWD | 33952000 | USD | 1127920 | (12552) |
| StoneX Financial, Inc. | USD | 233962 | AUD | 353000 | (208) |
| StoneX Financial, Inc. | USD | 1374646 | CAD | 1897000 | 6182 |
| StoneX Financial, Inc. | USD | 2609949 | CNH | 18468000 | 4392 |
| StoneX Financial, Inc. | USD | 1602702 | IDR | 26445000000 | 16039 |
| StoneX Financial, Inc. | USD | 813167 | INR | 72750000 | (2404) |
| StoneX Financial, Inc. | USD | 1108093 | JPY | 162991000 | (4631) |
| StoneX Financial, Inc. | USD | 767273 | KRW | 1059964000 | 8774 |
| StoneX Financial, Inc. | USD | 547020 | NZD | 917000 | 12890 |
| StoneX Financial, Inc. | USD | 484183 | PHP | 28219000 | (443) |
| StoneX Financial, Inc. | ZAR | 28370000 | USD | 1614470 | 20581 |
| **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | $168371 |
| AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars | AUD - Australian Dollars |
| BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real | BRL - Brazilian Real |
| CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar | CAD - Canadian Dollar |
| CHF - Swiss Franc | CHF - Swiss Franc | CHF - Swiss Franc | CHF - Swiss Franc | CHF - Swiss Franc | CHF - Swiss Franc |
| CLP - Chilean Peso | CLP - Chilean Peso | CLP - Chilean Peso | CLP - Chilean Peso | CLP - Chilean Peso | CLP - Chilean Peso |
| CNH - Chinese Offshore Renminbi | CNH - Chinese Offshore Renminbi | CNH - Chinese Offshore Renminbi | CNH - Chinese Offshore Renminbi | CNH - Chinese Offshore Renminbi | CNH - Chinese Offshore Renminbi |
| COP - Colombian Peso | COP - Colombian Peso | COP - Colombian Peso | COP - Colombian Peso | COP - Colombian Peso | COP - Colombian Peso |
| CZK - Czech Republic Koruna | CZK - Czech Republic Koruna | CZK - Czech Republic Koruna | CZK - Czech Republic Koruna | CZK - Czech Republic Koruna | CZK - Czech Republic Koruna |
| DKK - Danish Krone | DKK - Danish Krone | DKK - Danish Krone | DKK - Danish Krone | DKK - Danish Krone | DKK - Danish Krone |
| EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro | EUR - Euro |
| GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound | GBP - British Pound |
| HUF - Hungarian Forint | HUF - Hungarian Forint | HUF - Hungarian Forint | HUF - Hungarian Forint | HUF - Hungarian Forint | HUF - Hungarian Forint |
| IDR - Indonesian Rupiah | IDR - Indonesian Rupiah | IDR - Indonesian Rupiah | IDR - Indonesian Rupiah | IDR - Indonesian Rupiah | IDR - Indonesian Rupiah |
| ILS - Israeli New Shekel | ILS - Israeli New Shekel | ILS - Israeli New Shekel | ILS - Israeli New Shekel | ILS - Israeli New Shekel | ILS - Israeli New Shekel |
| INR - Indian Rupee | INR - Indian Rupee | INR - Indian Rupee | INR - Indian Rupee | INR - Indian Rupee | INR - Indian Rupee |
| JPY - Japanese Yen | JPY - Japanese Yen | JPY - Japanese Yen | JPY - Japanese Yen | JPY - Japanese Yen | JPY - Japanese Yen |
| KRW - South Korean Won | KRW - South Korean Won | KRW - South Korean Won | KRW - South Korean Won | KRW - South Korean Won | KRW - South Korean Won |
| MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso | MXN - Mexican Peso |
| NOK - Norwegian Krone | NOK - Norwegian Krone | NOK - Norwegian Krone | NOK - Norwegian Krone | NOK - Norwegian Krone | NOK - Norwegian Krone |
| NZD - New Zealand Dollar | NZD - New Zealand Dollar | NZD - New Zealand Dollar | NZD - New Zealand Dollar | NZD - New Zealand Dollar | NZD - New Zealand Dollar |
| PHP - Philippine Peso | PHP - Philippine Peso | PHP - Philippine Peso | PHP - Philippine Peso | PHP - Philippine Peso | PHP - Philippine Peso |
| PLN - Polish Zloty | PLN - Polish Zloty | PLN - Polish Zloty | PLN - Polish Zloty | PLN - Polish Zloty | PLN - Polish Zloty |
| SEK - Swedish Krona | SEK - Swedish Krona | SEK - Swedish Krona | SEK - Swedish Krona | SEK - Swedish Krona | SEK - Swedish Krona |
| SGD - Singapore Dollar | SGD - Singapore Dollar | SGD - Singapore Dollar | SGD - Singapore Dollar | SGD - Singapore Dollar | SGD - Singapore Dollar |
| THB - Thai Baht | THB - Thai Baht | THB - Thai Baht | THB - Thai Baht | THB - Thai Baht | THB - Thai Baht |
| TWD - New Taiwan Dollar | TWD - New Taiwan Dollar | TWD - New Taiwan Dollar | TWD - New Taiwan Dollar | TWD - New Taiwan Dollar | TWD - New Taiwan Dollar |
| USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar | USD - United States Dollar |
| ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand | ZAR - South African Rand |

---

------

#### Summary of Fair Value Disclosure as of September 30, 2025 (Unaudited)
Blueprint Chesapeake Multi Asset Trend ETF (the "Fund") has adopted fair value accounting standards which establish a definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value, a discussion of changes in valuation techniques and related inputs during the period, and expanded disclosure of valuation levels for major security types. These inputs are summarized in the three broad levels listed below. The inputs or valuation methodology used for valuing securities are not an indication of the risk associated with investing in those securities.

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

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

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

The following is a summary of the fair valuation hierarchy of the Fund's securities as of September 30, 2025:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **<u>Level 1</u>** | **<u>Level 2</u>** | **<u>Level 3</u>** | **<u>Total</u>** |
| **Assets:** | | | | |
| <u>Investments:</u> |  |  |  |  |
|  &nbsp;&nbsp;&nbsp;&nbsp;Common Stocks | $90887486 | $– | $– | $90887486 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Exchange Traded Funds | 19139621 | – | – | 19139621 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Real Estate Investment Trusts - Common | 1741661 | – | – | 1741661 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 6281435 | – | – | 6281435 |
| Total Investments | $118050203 | $– | $– | $118050203 |
| <u>Other Financial Instruments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\* | $1481612 | $– | $– | $1481612 |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\* | – | 475903 | – | 475903 |
| Total Other Financial Instruments | $1481612 | $475903 | $– | $1957515 |
| **Liabilities:** |  |  |  |  |
| <u>Investments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Common Stocks | $(39340619) | $– | $– | $(39340619) |
| &nbsp;&nbsp;&nbsp;&nbsp;Real Estate Investment Trusts - Common | (1196737) | – | – | (1196737) |
| Total Investments | $(40537356) | $– | $– | $(40537356) |
| <u>Other Financial Instruments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\* | $(739477) | $– | $– | $(739477) |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\* | – | (307532) | – | (307532) |
| Total Other Financial Instruments | $(739477) | $(307532) | $– | $(1047009) |
| \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of September 30, 2025. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of September 30, 2025. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of September 30, 2025. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of September 30, 2025. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of September 30, 2025. |
| Refer to the Consolidated Schedule of Investments and Securities Sold Short for further disaggregation of investment categories. | Refer to the Consolidated Schedule of Investments and Securities Sold Short for further disaggregation of investment categories. | Refer to the Consolidated Schedule of Investments and Securities Sold Short for further disaggregation of investment categories. | Refer to the Consolidated Schedule of Investments and Securities Sold Short for further disaggregation of investment categories. | Refer to the Consolidated Schedule of Investments and Securities Sold Short for further disaggregation of investment categories. |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Milwaukee

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53204

  - **Telephone number:** 844-986-7700

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

- **a. Name of Series:** 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:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $166172218.69

**Total Liabilities:** $42133292.29

**Net Assets:** $124038926.40

**Amount of Assets Invested in Other Investment Companies:** $3348870.70

**Cash Not Reported:** $47187342.83

**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:** -6201.980000000000 | **1-Year:** 4417.670000000000 | **5-Year:** 403.510000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000243260 | 1.04%                | 1.74%                | 4.96%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-127075.43              | $1919886.26                                |
| Month 2  | $-913999.43              | $1493525.60                                |
| Month 3  | $84532.70                | $5208355.94                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BP PLC                         | BP PLC                                            | CUSIP: 055622104<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     21366 | NS      | $736272.36    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp              | Bloom Energy Corp                                 | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |      8776 | NS      | $742186.32    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                  | Boeing Co/The                                     | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      2249 | NS      | $485401.67    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                     | Nucor Corp                                        | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      1908 | NS      | $258400.44    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                    | NVIDIA Corp                                       | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      4362 | NS      | $813861.96    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                    | Nutrien Ltd                                       | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      8983 | NS      | $527391.93    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp      | Occidental Petroleum Corp                         | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Short            | EC               | CORP              | US        |    -11725 | NS      | $-554006.25   | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc                       | Okta Inc                                          | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |      2605 | NS      | $238878.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                      | ONEOK Inc                                         | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Short            | EC               | CORP              | US        |     -9864 | NS      | $-719776.08   | -0.58%            |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc         | Ormat Technologies Inc                            | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      6334 | NS      | $609647.50    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc             | PPG Industries Inc                                | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Short            | EC               | CORP              | US        |     -5295 | NS      | $-556557.45   | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                    | Paychex Inc                                       | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Short            | EC               | CORP              | US        |     -5727 | NS      | $-725954.52   | -0.59%            |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                    | PepsiCo Inc                                       | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Short            | EC               | CORP              | US        |     -5829 | NS      | $-818624.76   | -0.66%            |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                     | Pfizer Inc                                        | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Short            | EC               | CORP              | US        |    -19610 | NS      | $-499662.80   | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp           | Pilgrim's Pride Corp                              | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     10896 | NS      | $443685.12    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The        | Procter & Gamble Co/The                           | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Short            | EC               | CORP              | US        |     -5857 | NS      | $-899928.05   | -0.73%            |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The           | Progressive Corp/The                              | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Short            | EC               | CORP              | US        |     -1002 | NS      | $-247443.90   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc       | Prudential Financial Inc                          | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Short            | EC               | CORP              | US        |     -2134 | NS      | $-221381.16   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc       | Prudential Financial Inc                          | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      2134 | NS      | $221381.16    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                 | Public Storage                                    | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |       140 | NS      | $40439.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PureCycle Technologies Inc     | PureCycle Technologies Inc                        | CUSIP: 74623V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22254 | NS      | $292640.10    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Bombardier Inc                 | Bombardier Inc                                    | CUSIP: 097751861<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | EC               | CORP              | CA        |      6105 | NS      | $855726.71    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC             | nVent Electric PLC                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      9126 | NS      | $900188.64    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc     | Chipotle Mexican Grill Inc                        | CUSIP: 169656105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -16348 | NS      | $-640678.12   | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc         | Church & Dwight Co Inc                            | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Short            | EC               | CORP              | US        |     -7925 | NS      | $-694467.75   | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc              | Clean Harbors Inc                                 | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |       616 | NS      | $143047.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc               | Clear Secure Inc                                  | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11376 | NS      | $379730.88    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                 | Cloudflare Inc                                    | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |      2587 | NS      | $555144.33    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions | Cognizant Technology Solutions Corp               | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      2947 | NS      | $197655.29    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc            | Coinbase Global Inc                               | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |      2023 | NS      | $682742.27    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CORN FUTURE       Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -28 | NC      | $18157.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COCOA FUTURE      Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        25 | NC      | $-181328.00   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CLP/USD FWD 20251217                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-496.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CNH/EUR FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $5383.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CNH/GBP FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-12787.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CNH/JPY FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-10689.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CNH/JPY FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4203.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CNH/SGD FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-16743.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CNH/USD FWD 20251217                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-11489.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CNH/USD FWD 20251217                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $4392.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | COP/USD FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2218.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | Corn Future (BMF) Nov25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | BR        |       156 | NC      | $-42214.39    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COTTON NO.2 FUTR  Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -20 | NC      | $16797.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CZK/EUR FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1140.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CZK/USD FWD 20251217                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $7754.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DKK/USD FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $741.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/GBP FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $13191.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | COPPER FUTURE     Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         2 | NC      | $16090.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COFFEE 'C' FUTURE Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         3 | NC      | $81603.39     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CRUDE PALM OIL FU Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | MY        |        20 | NC      | $-9123.92     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ECX EMISSION      Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | NL        |         2 | NC      | $-2976.36     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV              | CNH Industrial NV                                 | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | GB        |     34087 | NS      | $369843.95    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COCOA FUTURE - IC Mar26                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        13 | NC      | $-25268.27    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ESTX SelDiv30 F   Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        99 | NC      | $36648.53     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                | Tyson Foods Inc                                   | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Short            | EC               | CORP              | US        |    -13964 | NS      | $-758245.20   | -0.61%            |  |  |  | No            |                  1 | On Loan: No      |
| UL Solutions Inc               | UL Solutions Inc                                  | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |      6264 | NS      | $443867.04    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc      | United Parcel Service Inc                         | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Short            | EC               | CORP              | US        |     -2913 | NS      | $-243322.89   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc             | United Rentals Inc                                | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       525 | NS      | $501196.50    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Vale SA                        | Vale SA                                           | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |     53646 | NS      | $582595.56    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc         | Valmont Industries Inc                            | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      2535 | NS      | $982895.55    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Long-Term Corporate B | Vanguard Long-Term Corporate Bond ETF             | CUSIP: 92206C813<br>LEI: N/A                  | Long             | EC               | RF                | US        |      7950 | NS      | $617317.50    | 0.50%             |  |  |  | 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      | $1148353.83   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Three-Month SARON Jun26                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        54 | NC      | $-9553.27     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Three-Month SARON Dec26                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        64 | NC      | $-3307.58     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEXTracker Inc                 | NEXTracker Inc                                    | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5756 | NS      | $425886.44    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc             | NextEra Energy Inc                                | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      2122 | NS      | $160189.78    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp          | Norfolk Southern Corp                             | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      2950 | NS      | $886209.50    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp          | Northrop Grumman Corp                             | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      1608 | NS      | $979786.56    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S               | Novo Nordisk A/S                                  | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Short            | EC               | CORP              | DK        |     -3268 | NS      | $-181341.32   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc            | Quanta Services Inc                               | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      1769 | NS      | $733108.98    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Inc               | RBC Bearings Inc                                  | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1695 | NS      | $661541.55    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp             | Realty Income Corp                                | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     13390 | NS      | $813978.10    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc  | Regeneron Pharmaceuticals Inc                     | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Short            | EC               | CORP              | US        |      -794 | NS      | $-446442.38   | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                         | RWE AG                                            | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |     22359 | NS      | $993604.89    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                      | Sanofi SA                                         | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Short            | EC               | CORP              | FR        |     -6516 | NS      | $-601405.07   | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Strategy Inc                   | Strategy Inc                                      | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |      4307 | NS      | $1387758.47   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                  | Rio Tinto PLC                                     | CUSIP: 767204100<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     10937 | NS      | $721951.37    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc        | Rockwell Automation Inc                           | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      1426 | NS      | $498429.78    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc         | Roper Technologies Inc                            | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Short            | EC               | CORP              | US        |     -1491 | NS      | $-743546.79   | -0.60%            |  |  |  | No            |                  1 | On Loan: No      |
| Rubrik Inc                     | Rubrik Inc                                        | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Long             | EC               | CORP              | US        |      4470 | NS      | $367657.50    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR Bloomberg Convertible Sec | SPDR Bloomberg Convertible Securities ETF         | CUSIP: 78464A359<br>LEI: 549300IXKU3G7R6DMX93 | Long             | EC               | RF                | US        |     18371 | NS      | $1662575.50   | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR Bloomberg High Yield Bond | SPDR Bloomberg High Yield Bond ETF                | CUSIP: 78468R622<br>LEI: 549300NCLW2248PN7J24 | Long             | EC               | RF                | US        |     17389 | NS      | $1703948.11   | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger NV                | Schlumberger NV                                   | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Short            | EC               | CORP              | US        |    -17161 | NS      | $-589823.57   | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc            | Silgan Holdings Inc                               | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Short            | EC               | CORP              | US        |    -15446 | NS      | $-664332.46   | -0.54%            |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                  | Snowflake Inc                                     | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      2363 | NS      | $532974.65    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp           | Southern Copper Corp                              | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      5092 | NS      | $617956.38    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc             | Steel Dynamics Inc                                | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      2786 | NS      | $388451.98    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc              | Suncor Energy Inc                                 | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |     16860 | NS      | $704916.60    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                     | Sysco Corp                                        | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     10717 | NS      | $882437.78    | 0.71%             |  |  |  | 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      | $545939.23    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC            | TE Connectivity PLC                               | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |      3388 | NS      | $743767.64    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Tecnoglass Inc                 | Tecnoglass Inc                                    | CUSIP: N/A<br>LEI: 529900YRWTPOC2E6IO67       | Long             | EC               | CORP              | US        |      5947 | NS      | $397913.77    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 3YR NOTE (CBT) Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        36 | NC      | $-35296.92    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| NetEase Inc                    | NetEase Inc                                       | CUSIP: 64110W102<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | CN        |      4296 | NS      | $652949.04    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| NexGen Energy Ltd              | NexGen Energy Ltd                                 | CUSIP: 65340P106<br>LEI: 529900N0IXNXB3IP7F06 | Long             | EC               | CORP              | CA        |     37542 | NS      | $336000.90    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                      | Nestle SA                                         | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Short            | EC               | CORP              | CH        |     -8092 | NS      | $-743143.89   | -0.60%            |  |  |  | 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      | $1448255.16   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc   | Thermo Fisher Scientific Inc                      | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Short            | EC               | CORP              | US        |     -1540 | NS      | $-746930.80   | -0.60%            |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The      | Toronto-Dominion Bank/The                         | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |     10055 | NS      | $803897.25    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE               | TotalEnergies SE                                  | CUSIP: 89151E109<br>LEI: 529900S21EQ1BO4ESM68 | Short            | EC               | CORP              | FR        |     -5884 | NS      | $-351215.96   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WHEAT FUTURE-SAF  Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | ZA        |       -17 | NC      | $-455.08      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 5YR NOTE (CBT) Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        50 | NC      | $-34557.86    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | JPN 10Y BOND(OSE) Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |        -7 | NC      | $56847.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | JPY/NOK FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-17486.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JPY/NZD FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $16028.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JPY/SEK FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1200.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JPY/USD FWD 20251217                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4630.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KRW/USD FWD 20251217                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $8774.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KC HRW WHEAT FUT  Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -14 | NC      | $19352.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LEAN HOGS FUTURE  Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        23 | NC      | $-5177.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 2YR NOTE (CBT) Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -17 | NC      | $2726.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | TWD/USD FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-12551.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | US 10YR NOTE (CBT)Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        29 | NC      | $-27424.38    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | UK Emiss Allow Fu Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |         6 | NC      | $44593.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | USD/ZAR FWD 20251217                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $20580.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | US LONG BOND(CBT) Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -11 | NC      | $-25824.04    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WHEAT FUTURE(CBT) Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -24 | NC      | $22076.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US ULTRA BOND CBT Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -5 | NC      | $-17051.10    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | YELLOW MAIZE-SAF  Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | ZA        |       -32 | NC      | $69927.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd         | Agnico Eagle Mines Ltd                            | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      8180 | NS      | $1378820.80   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamos Gold Inc                | Alamos Gold Inc                                   | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |     17560 | NS      | $612141.60    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                 | Albemarle Corp                                    | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       908 | NS      | $73620.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lundin Mining Corp             | Lundin Mining Corp                                | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Long             | EC               | CORP              | CA        |     42145 | NS      | $628812.85    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitt | LVMH Moet Hennessy Louis Vuitton SE               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Short            | EC               | CORP              | FR        |     -1019 | NS      | $-623210.47   | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                        | ITT Inc                                           | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      6296 | NS      | $1125472.96   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares TIPS Bond ETF          | iShares TIPS Bond ETF                             | CUSIP: 464287176<br>LEI: 549300EHD1VQKMRQ0829 | Long             | EC               | RF                | US        |     19159 | NS      | $2130863.98   | 1.72%             |  |  |  | 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      | $1273737.39   | 1.03%             |  |  |  | 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      | $4255340.40   | 3.43%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MBS ETF                | iShares MBS ETF                                   | CUSIP: 464288588<br>LEI: 549300M0TH0IE2E6RP07 | Long             | EC               | RF                | US        |     11439 | NS      | $1088420.85   | 0.88%             |  |  |  | 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        |     83457 | NS      | $2638910.34   | 2.13%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Ethereum Trust ETF     | iShares Ethereum Trust ETF                        | CUSIP: 46438R105<br>LEI: 529900M7AJ6IYSU9SP67 | Long             | EC               | RF                | US        |      8167 | NS      | $257342.17    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                       | KLA Corp                                          | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       517 | NS      | $557636.20    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp            | Kimberly-Clark Corp                               | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Short            | EC               | CORP              | US        |     -3466 | NS      | $-430962.44   | -0.35%            |  |  |  | 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      | $672410.36    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The             | Kraft Heinz Co/The                                | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Short            | EC               | CORP              | US        |    -20495 | NS      | $-533689.80   | -0.43%            |  |  |  | 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      | $1659736.05   | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Li Auto Inc                    | Li Auto Inc                                       | CUSIP: 50202M102<br>LEI: 2549003R73Q70J5H4I65 | Long             | EC               | CORP              | CN        |      6691 | NS      | $169549.94    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc      | L3Harris Technologies Inc                         | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      3107 | NS      | $948908.87    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp              | Lam Research Corp                                 | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      5257 | NS      | $703912.30    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo DRS Inc               | Leonardo DRS Inc                                  | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |     10988 | NS      | $498855.20    | 0.40%             |  |  |  | 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        |      7641 | NS      | $798102.45    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Kering SA                      | Kering SA                                         | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | EC               | CORP              | FR        |      1502 | NS      | $498660.61    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG         | Mercedes-Benz Group AG                            | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Short            | EC               | CORP              | DE        |     -2643 | NS      | $-166053.17   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp              | MP Materials Corp                                 | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |     15317 | NS      | $1027311.19   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc       | Marsh & McLennan Cos Inc                          | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Short            | EC               | CORP              | US        |     -4078 | NS      | $-821839.34   | -0.66%            |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc  | Martin Marietta Materials Inc                     | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      1103 | NS      | $695198.84    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                     | MasTec Inc                                        | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      3405 | NS      | $724618.05    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD          | McCormick & Co Inc/MD                             | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Short            | EC               | CORP              | US        |    -11124 | NS      | $-744306.84   | -0.60%            |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                 | Merck & Co Inc                                    | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Short            | EC               | CORP              | US        |     -7475 | NS      | $-627376.75   | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                 | Microsoft Corp                                    | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      1536 | NS      | $795571.20    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc          | Micron Technology Inc                             | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      3684 | NS      | $616406.88    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp          | Monster Beverage Corp                             | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     10239 | NS      | $689187.09    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                  | Mosaic Co/The                                     | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     11014 | NS      | $381965.52    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc         | Motorola Solutions Inc                            | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Short            | EC               | CORP              | US        |      -945 | NS      | $-432139.05   | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc         | Motorola Solutions Inc                            | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       945 | NS      | $432139.05    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | S&P 500 Annl Div  Dec26                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       194 | NC      | $26923.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Liquide SA                 | Air Liquide SA                                    | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |      2608 | NS      | $541972.22    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MILL WHEAT EURO   Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | FR        |       -62 | NC      | $41939.67     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3M CORRA Futures  Jun26                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        93 | NC      | $38893.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3M CORRA Futures  Dec26                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |       102 | NC      | $5970.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MILK FUTURE       Nov25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -18 | NC      | $-10071.36    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Dec26                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        64 | NC      | $1664.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LONG GILT FUTURE  Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -11 | NC      | $-6554.70     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                      | Linde PLC                                         | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | US        |      1941 | NS      | $921975.00    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NY Harb ULSD Fut  Nov25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         5 | NC      | $-5209.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | RAPESEED  EURO    Nov25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | FR        |        14 | NC      | $-13018.11    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Lumber Future     Nov25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -36 | NC      | $-5230.98     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME TIN FUTURE    Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         2 | NC      | $7683.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC FUTURE   Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -10 | NC      | $-51682.90    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC FUTURE   Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         7 | NC      | $-1872.78     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | RED WHEAT FUT MGE Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -13 | NC      | $21712.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MXN/USD FWD 20251217                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $29392.47     | 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      | $-476276.48   | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NOK/SEK FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-6010.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NOK/USD FWD 20251217                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-7644.96     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NZD/USD FWD 20251217                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $12889.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | OAT FUTURE        Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -54 | NC      | $21484.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | PALLADIUM FUTURE  Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         3 | NC      | $54736.14     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | PHP/USD FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-443.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PLATINUM FUTURE   Jan26                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        10 | NC      | $1303.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | PLN/USD FWD 20251217                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2939.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | Low Su Gasoil G   Nov25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         7 | NC      | $-9127.16     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ROUGH RICE (CBOT) Nov25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -40 | NC      | $65394.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Dec26                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -31 | NC      | $-2844.87     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Dec27                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        81 | NC      | $8766.63      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NEW ZEAL 3MO BILL Jun26                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | NZ        |       122 | NC      | $4686.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                      | AGCO Corp                                         | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      3619 | NS      | $387486.33    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                      | Adobe Inc                                         | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Short            | EC               | CORP              | US        |     -1775 | NS      | $-626131.25   | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc     | Advanced Micro Devices Inc                        | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      2325 | NS      | $376161.75    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc  | Advanced Drainage Systems Inc                     | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |      1270 | NS      | $176149.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                     | Diageo PLC                                        | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Short            | EC               | CORP              | GB        |    -11552 | NS      | $-276125.15   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc            | Elevance Health Inc                               | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Short            | EC               | CORP              | US        |      -323 | NS      | $-104367.76   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                | CVS Health Corp                                   | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      8683 | NS      | $654611.37    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                 | ConocoPhillips                                    | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Short            | EC               | CORP              | US        |     -5843 | NS      | $-552689.37   | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc       | Constellation Brands Inc                          | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Short            | EC               | CORP              | US        |     -3739 | NS      | $-503531.13   | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                     | Copart Inc                                        | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Short            | EC               | CORP              | US        |    -16441 | NS      | $-739351.77   | -0.60%            |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                  | CoreCivic Inc                                     | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     18741 | NS      | $381379.35    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main Inc                | Core & Main Inc                                   | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8825 | NS      | $475049.75    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                    | Corteva Inc                                       | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     13371 | NS      | $904280.73    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc               | CoStar Group Inc                                  | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |      6194 | NS      | $522587.78    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupang Inc                    | Coupang Inc                                       | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |     16149 | NS      | $519997.80    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co                       | Crane Co                                          | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |      3438 | NS      | $633073.32    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc             | Crown Holdings Inc                                | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      4492 | NS      | $433882.28    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                  | DR Horton Inc                                     | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      1866 | NS      | $316231.02    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                   | Danaher Corp                                      | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Short            | EC               | CORP              | US        |     -3074 | NS      | $-609451.24   | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp              | Devon Energy Corp                                 | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Short            | EC               | CORP              | US        |    -14862 | NS      | $-521061.72   | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                        | Dow Inc                                           | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Short            | EC               | CORP              | US        |    -14892 | NS      | $-341473.56   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                       | EQT Corp                                          | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      8770 | NS      | $477351.10    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                     | Ecolab Inc                                        | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      3706 | NS      | $1014925.16   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp      | Edwards Lifesciences Corp                         | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      9616 | NS      | $747836.32    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Embraer SA                     | Embraer SA                                        | CUSIP: 29082A107<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |     18919 | NS      | $1143653.55   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                    | Equinor ASA                                       | CUSIP: 29446M102<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     18030 | NS      | $439571.40    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc        | Essential Utilities Inc                           | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     15204 | NS      | $606639.60    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc       | Ferguson Enterprises Inc                          | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |      2187 | NS      | $491156.46    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information  | Fidelity National Information Services Inc        | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Short            | EC               | CORP              | US        |    -10430 | NS      | $-687754.20   | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund        | CUSIP: 31846V336<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |   6281435 | NS      | $6281435.16   | 5.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                     | Fiserv Inc                                        | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Short            | EC               | CORP              | US        |     -7009 | NS      | $-903670.37   | -0.73%            |  |  |  | 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      | $-202290.13   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                      | GATX Corp                                         | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      4789 | NS      | $837117.20    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The              | GEO Group Inc/The                                 | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |      9700 | NS      | $198753.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy Digital Inc             | Galaxy Digital Inc                                | CUSIP: 36317J209<br>LEI: 9845001C4070E5N07806 | Long             | EC               | CORP              | US        |      8318 | NS      | $281231.58    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                 | GE Vernova Inc                                    | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       839 | NS      | $515901.10    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp          | General Dynamics Corp                             | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      2686 | NS      | $915926.00    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc              | General Mills Inc                                 | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Short            | EC               | CORP              | US        |    -12278 | NS      | $-619056.76   | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                        | GSK PLC                                           | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      6531 | NS      | $281877.96    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                | WW Grainger Inc                                   | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       499 | NS      | $475527.04    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc       | Granite Construction Inc                          | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |      5235 | NS      | $574017.75    | 0.46%             |  |  |  | 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      | $-544437.40   | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                   | Griffon Corp                                      | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      5771 | NS      | $439461.65    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Veolia Environnement SA        | Veolia Environnement SA                           | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |     21406 | NS      | $728909.69    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Bank Ltd                  | HDFC Bank Ltd                                     | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |     19782 | NS      | $675753.12    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal SA                     | L'Oreal SA                                        | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |      1338 | NS      | $579339.88    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                 | Halliburton Co                                    | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Short            | EC               | CORP              | US        |    -18488 | NS      | $-454804.80   | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                 | Hershey Co/The                                    | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      3729 | NS      | $697509.45    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp              | Hormel Foods Corp                                 | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Short            | EC               | CORP              | US        |    -15360 | NS      | $-380006.40   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries  | Huntington Ingalls Industries Inc                 | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      2317 | NS      | $667087.47    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc         | IDEXX Laboratories Inc                            | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       989 | NS      | $631862.21    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                  | Ingredion Inc                                     | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Short            | EC               | CORP              | US        |     -8206 | NS      | $-1002034.66  | -0.81%            |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                   | Insulet Corp                                      | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      1502 | NS      | $463712.46    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                     | Intuit Inc                                        | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       859 | NS      | $586619.69    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc         | Intuitive Surgical Inc                            | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Short            | EC               | CORP              | US        |     -1435 | NS      | $-641775.05   | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc           | Invitation Homes Inc                              | CUSIP: 46187W107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -20935 | NS      | $-614023.55   | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| IonQ Inc                       | IonQ Inc                                          | CUSIP: 46222L108<br>LEI: 529900RB2VEFGLQS7G28 | Long             | EC               | CORP              | US        |     13907 | NS      | $855280.50    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc             | IQVIA Holdings Inc                                | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Short            | EC               | CORP              | US        |     -3147 | NS      | $-597741.18   | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares Bitcoin Trust ETF      | iShares Bitcoin Trust ETF                         | CUSIP: 46438F101<br>LEI: 529900HVFN08L8P4H851 | Long             | EC               | RF                | US        |     14459 | NS      | $939835.00    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                       | LKQ Corp                                          | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Short            | EC               | CORP              | US        |     -7902 | NS      | $-241327.08   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA       | Hermes International SCA                          | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Short            | EC               | CORP              | FR        |      -142 | NS      | $-347550.11   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp         | Louisiana-Pacific Corp                            | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      4004 | NS      | $355715.36    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc          | Lumentum Holdings Inc                             | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      4582 | NS      | $745537.22    | 0.60%             |  |  |  | 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      | $2040293.18   | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc           | Verisk Analytics Inc                              | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Short            | EC               | CORP              | US        |     -2291 | NS      | $-576209.41   | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc                | Vital Farms Inc                                   | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |     19008 | NS      | $782179.20    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co            | Vulcan Materials Co                               | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      2752 | NS      | $846570.24    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections Inc          | Waste Connections Inc                             | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Short            | EC               | CORP              | CA        |     -2930 | NS      | $-515094.00   | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc           | Waste Management Inc                              | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Short            | EC               | CORP              | US        |     -1031 | NS      | $-227675.73   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp           | Western Digital Corp                              | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      9418 | NS      | $1130725.08   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                   | Xylem Inc/NY                                      | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      6399 | NS      | $943852.50    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc     | Zimmer Biomet Holdings Inc                        | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Short            | EC               | CORP              | US        |     -6392 | NS      | $-629612.00   | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                     | Zoetis Inc                                        | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Short            | EC               | CORP              | US        |     -5731 | NS      | $-838559.92   | -0.68%            |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc                    | Zscaler Inc                                       | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |      1463 | NS      | $438402.58    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUD/CAD FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-14834.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/CAD FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $7135.21      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/CHF FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-10579.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/CNH FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-7311.87     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/CNH FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1493.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/EUR FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-11648.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/GBP FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-15347.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/JPY FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-10018.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/JPY FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $448.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/NZD FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $119975.05    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/USD FWD 20251217                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2904.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/USD FWD 20251217                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-207.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INT'L ARABICA COF Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | BR        |        13 | NC      | $113285.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                       | Vinci SA                                          | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |      6767 | NS      | $937851.21    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Systemes SE           | Dassault Systemes SE                              | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Short            | EC               | CORP              | FR        |    -19775 | NS      | $-662450.65   | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN OIL FUTR  Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        14 | NC      | $-36024.10    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | BRL/USD FWD 20251217                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $20277.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | Short Euro-BTP Fu Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        93 | NC      | $-4684.16     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CAD/CHF FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $4892.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/CNH FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1246.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/EUR FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $19772.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/GBP FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $804.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/JPY FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $904.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/NZD FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $31002.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/USD FWD 20251217                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $6181.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/CNH FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $9473.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/EUR FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-6859.03     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/GBP FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3162.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/JPY FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $7631.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/NOK FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2314.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BRENT CRUDE FUTR  Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         6 | NC      | $336.72       | 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      | $-2755.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SX5E Dividend Fut Dec27                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        85 | NC      | $21521.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Dec27                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        50 | NC      | $2314.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CATTLE FEEDER FUT Nov25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        10 | NC      | $7448.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                  | Accenture PLC                                     | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Short            | EC               | CORP              | IE        |     -2185 | NS      | $-538821.00   | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Ltd                  | Golar LNG Ltd                                     | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | EC               | CORP              | BM        |     21303 | NS      | $860854.23    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | GBP/JPY FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-902.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GBP/NOK FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $9667.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GBP/SEK FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $800.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GBP/USD FWD 20251217                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-9054.32     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GOLD 100 OZ FUTR  Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         5 | NC      | $246026.90    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | HUF/USD FWD 20251217                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $16307.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | IDR/USD FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $16039.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ILS/USD FWD 20251217                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $9884.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20251217                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2404.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | 90-DAY BANK BILL  Jun26                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |       111 | NC      | $-36075.95    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 90-DAY BANK BILL  Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |       111 | NC      | $-41405.77    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO TONA OSE      Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |        86 | NC      | $-8986.46     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LIVE CATTLE FUTR  Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        19 | NC      | $15862.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD FUTURE   Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -15 | NC      | $4113.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL FUTURE Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -6 | NC      | $-380.99      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER FUTURE Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         6 | NC      | $22213.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | INT'L LIVE CATTLE Oct25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | BR        |       -67 | NC      | $8043.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontline PLC                  | Frontline PLC                                     | CUSIP: N/A<br>LEI: 5493004BCIKYU1YL3H63       | Long             | EC               | CORP              | NO        |     18109 | NS      | $412704.11    | 0.33%             |  |  |  | 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      | $196556.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| IREN Ltd                       | IREN Ltd                                          | CUSIP: N/A<br>LEI: 254900FZF02RB3NNGB71       | Long             | EC               | CORP              | AU        |     15434 | NS      | $724317.62    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CANOLA FUTR (WCE) Nov25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | CA        |        31 | NC      | $-39812.23    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN FUTURE    Nov25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -9 | NC      | $26616.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SUGAR #11 (WORLD) Mar26                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -44 | NC      | $-24372.48    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | IODEX IO FUT      Oct25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | SG        |        79 | NC      | $15405.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SEK/USD FWD 20251217                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-9055.13     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ICE 3MTH SONIA FU Dec26                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -21 | NC      | $-1846.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ICE 3MTH SONIA FU Dec27                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         9 | NC      | $714.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SGD/USD FWD 20251217                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-11189.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SILVER FUTURE     Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         4 | NC      | $148481.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN MEAL FUTR Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -27 | NC      | $63310.95     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SUNFLOWER SEED    Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | ZA        |        23 | NC      | $-21786.54    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | THB/USD FWD 20251217                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-34500.56    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUST 10Y BOND FUT Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |       -26 | NC      | $10438.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN FUTURE    Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | ZA        |       -21 | NC      | $69976.23     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                        | AZZ Inc                                           | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     16194 | NS      | $1767251.22   | 1.42%             |  |  |  | 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      | $-582713.28   | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                        | ATI Inc                                           | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      3794 | NS      | $308603.96    | 0.25%             |  |  |  | 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      | $777903.00    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc    | American Water Works Co Inc                       | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      3700 | NS      | $515003.00    | 0.42%             |  |  |  | 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      | $263297.37    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Digital Corp           | Applied Digital Corp                              | CUSIP: 038169207<br>LEI: 2549004NE2B6RYXINZ02 | Long             | EC               | CORP              | US        |     13165 | NS      | $302005.10    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                 | AptarGroup Inc                                    | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Short            | EC               | CORP              | US        |     -7662 | NS      | $-1024102.92  | -0.83%            |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co      | Archer-Daniels-Midland Co                         | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      9750 | NS      | $582465.00    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries Inc | Armstrong World Industries Inc                    | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      3736 | NS      | $732293.36    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmus Filtration Technologies  | Atmus Filtration Technologies Inc                 | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12726 | NS      | $573815.34    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc            | Axon Enterprise Inc                               | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |      1499 | NS      | $1075742.36   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc           | BWX Technologies Inc                              | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      4216 | NS      | $777303.92    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                   | Balchem Corp                                      | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Short            | EC               | CORP              | US        |     -5268 | NS      | $-790516.08   | -0.64%            |  |  |  | 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      | $1213351.20   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co          | Becton Dickinson & Co                             | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Short            | EC               | CORP              | US        |     -3216 | NS      | $-601938.72   | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                  | BHP Group Ltd                                     | CUSIP: 088606108<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      8591 | NS      | $478948.25    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                     | Biogen Inc                                        | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Short            | EC               | CORP              | US        |     -2638 | NS      | $-369531.04   | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp              | Brown-Forman Corp                                 | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Short            | EC               | CORP              | US        |    -14363 | NS      | $-388950.04   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc      | CH Robinson Worldwide Inc                         | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      4522 | NS      | $598712.80    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc     | Cadence Design Systems Inc                        | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      2324 | NS      | $816328.24    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc            | Cal-Maine Foods Inc                               | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      6921 | NS      | $651266.10    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Cameco Corp                    | Cameco Corp                                       | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |      5715 | NS      | $479259.90    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co   | Canadian National Railway Co                      | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Short            | EC               | CORP              | CA        |    -10923 | NS      | $-1030038.90  | -0.83%            |  |  |  | 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        |      -245 | NS      | $-18250.05    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp      | Carpenter Technology Corp                         | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      5322 | NS      | $1306763.88   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                   | Centene Corp                                      | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Short            | EC               | CORP              | US        |    -11878 | NS      | $-423807.04   | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp            | Centrus Energy Corp                               | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |      4746 | NS      | $1471592.22   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co           | Colgate-Palmolive Co                              | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Short            | EC               | CORP              | US        |     -9566 | NS      | $-764706.04   | -0.62%            |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc             | Conagra Brands Inc                                | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Short            | EC               | CORP              | US        |    -28617 | NS      | $-523977.27   | -0.42%            |  |  |  | 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      | $495336.36    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Alimentation Couche-Tard Inc   | Alimentation Couche-Tard Inc                      | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Short            | EC               | CORP              | CA        |    -16185 | NS      | $-863688.55   | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CHF/SEK FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1838.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/USD FWD 20251217                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2598.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EURO-SCHATZ FUT   Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -19 | NC      | $2503.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EUR/HUF FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $45600.39     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/JPY FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $14283.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/NOK FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $845.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/PLN FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4985.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/SEK FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-19825.47    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20251217                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2938.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/ZAR FWD 20251015                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-23109.83    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FED FUND 30DAY    Jan26                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -33 | NC      | $-5631.78     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Amer Sports Inc                | Amer Sports Inc                                   | CUSIP: N/A<br>LEI: 391200YCSWTRD1J21867       | Long             | EC               | CORP              | FI        |      8479 | NS      | $294645.25    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglogold Ashanti Plc          | Anglogold Ashanti Plc                             | CUSIP: N/A<br>LEI: 2138005YDSA7A82RNU96       | Long             | EC               | CORP              | GB        |     14472 | NS      | $1017815.76   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd         | Arch Capital Group Ltd                            | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Short            | EC               | CORP              | BM        |     -1675 | NS      | $-151972.75   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Euro-BTP Future   Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         7 | NC      | $3924.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Euro-OAT Future   Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -22 | NC      | $-10414.12    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-BOBL FUTURE  Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -18 | NC      | $3534.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-BUND FUTURE  Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -20 | NC      | $-3122.35     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-BUXL 30Y BND Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -8 | NC      | $-13563.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-25

**Name of Applicant:** Tidal Trust II

**Signature:** /s/ Aaron Perkovich

**Name of Signer:** Aaron Perkovich

**Title:** Treasurer/Principal Financial Officer