# EDGAR Filing Document

**Accession Number:** 0001924868
**File Stem:** 0000894189-26-016460
**Filing Date:** 2026-5
**Character Count:** 190844
**Document Hash:** c369cb0d30785bc62b587cec7df0da74
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-26-016460.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0000894189-26-016460

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260630

**FILER**: 

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

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23793
- **FILM NUMBER:** 261037321

**BUSINESS ADDRESS:**
- **STREET 1:** 234 WEST FLORIDA STREET, SUITE 700
- **CITY:** MILWAUKEE
- **STATE:** WI
- **BUSINESS PHONE:** (844) 986-7676

**MAIL ADDRESS:**
- **STREET 1:** 234 WEST FLORIDA STREET, SUITE 700
- **CITY:** MILWAUKEE
- **STATE:** WI

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Tidal ETF Trust II
- **DATE OF NAME CHANGE:** 20220421

## Series and Classes Contracts Data

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

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

## Nport-Ex

---

| | | |
|:---|:---|:---|
| **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** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **COMMON STOCKS - 73.2%** | **Shares**  | **Value**  |
| **Aerospace & Defense - 5.5%** | **Aerospace & Defense - 5.5%** | |
| ATI, Inc. <sup>(a)</sup> | 3794 | $551875 |
| Boeing Co. <sup>(a)</sup> | 2249 | 447618 |
| Bombardier, Inc. - Class B <sup>(a)</sup> | 6105 | 1076244 |
| Embraer SA - ADR | 14550 | 863397 |
| General Dynamics Corp. <sup>(b)</sup> | 2686 | 921889 |
| Kratos Defense & Security Solutions, Inc. <sup>(a)(b)</sup> | 18165 | 1280814 |
| L3Harris Technologies, Inc. <sup>(b)</sup> | 3107 | 1072381 |
| Leonardo DRS, Inc. | 7686 | 342181 |
| Northrop Grumman Corp. <sup>(b)</sup> | 1608 | 1097042 |
|  |  | 7653441 |
| **Agriculture - 1.0%** | **Agriculture - 1.0%** |  |
| Archer-Daniels-Midland Co. | 9750 | 708728 |
| Bunge Global SA | 5220 | 663984 |
|  |  | 1372712 |
| **Apparel - 0.3%** | **Apparel - 0.3%** |  |
| Kering SA | 1502 | 444076 |
| **Auto Manufacturers - 0.4%** | **Auto Manufacturers - 0.4%** |  |
| Bayerische Motoren Werke AG | 2467 | 221715 |
| Mercedes-Benz Group AG | 6795 | 410174 |
|  |  | 631889 |
| **Banks - 1.7%** | **Banks - 1.7%** |  |
| Bank of Nova Scotia <sup>(b)</sup> | 18768 | 1300810 |
| NU Holdings Ltd. - Class A <sup>(a)</sup> | 14440 | 207503 |
| Toronto-Dominion Bank <sup>(b)</sup> | 10055 | 938232 |
|  |  | 2446545 |
| **Beverages - 1.5%** | **Beverages - 1.5%** |  |
| Anheuser-Busch InBev SA - ADR | 9971 | 691688 |
| Monster Beverage Corp. <sup>(a)</sup> | 10239 | 741918 |
| PepsiCo, Inc. | 4623 | 717906 |
|  |  | 2151512 |
| **Biotechnology - 1.9%** | **Biotechnology - 1.9%** |  |
| Biogen, Inc. <sup>(a)</sup> | 3544 | 649722 |
| Corteva, Inc. <sup>(b)</sup> | 13371 | 1119286 |
| Illumina, Inc. <sup>(a)</sup> | 3166 | 390241 |
| Regeneron Pharmaceuticals, Inc. | 596 | 460494 |
|  |  | 2619743 |
| **Building Materials - 0.7%** | **Building Materials - 0.7%** |  |
| Armstrong World Industries, Inc. | 798 | 131510 |
| Griffon Corp. | 5771 | 419436 |
| Martin Marietta Materials, Inc. | 780 | 459171 |
|  |  | 1010117 |
| **Chemicals - 2.8%** | **Chemicals - 2.8%** |  |
| Albemarle Corp. | 2764 | 496221 |
| Balchem Corp. | 3877 | 657074 |
| CF Industries Holdings, Inc. | 3775 | 490146 |
| Ecolab, Inc. | 3706 | 985870 |
| LyondellBasell Industries NV - Class A | 5165 | 416092 |
| Mosaic Co. | 8209 | 209330 |
| Nutrien Ltd. | 8983 | 677857 |
|  |  | 3932590 |
| **Coal - 0.8%** | **Coal - 0.8%** |  |
| Alpha Metallurgical Resources, Inc. <sup>(a)</sup> | 1494 | 306673 |
| Core Natural Resources, Inc. | 2873 | 300889 |
| Warrior Met Coal, Inc. | 5744 | 535054 |
|  |  | 1142616 |
| **Commercial Services - 1.2%** | **Commercial Services - 1.2%** |  |
| Quanta Services, Inc. | 1769 | 971216 |
| UL Solutions, Inc. | 6264 | 536888 |
| United Rentals, Inc. | 263 | 191611 |
|  |  | 1699715 |
| **Computers - 4.1%** | **Computers - 4.1%** |  |
| Lumentum Holdings, Inc. <sup>(a)</sup> | 4582 | 3220046 |
| Western Digital Corp. <sup>(b)</sup> | 9418 | 2547475 |
|  |  | 5767521 |
| **Distribution & Wholesale - 0.7%** | **Distribution & Wholesale - 0.7%** |  |
| WW Grainger, Inc. | 838 | 914099 |
| **Diversified Financial Services - 0.1%** | **Diversified Financial Services - 0.1%** |  |
| Galaxy Digital, Inc. - Class A <sup>(a)</sup> | 4159 | 76734 |
| **Electric - 2.2%** | **Electric - 2.2%** |  |
| NextEra Energy, Inc. | 8968 | 832948 |
| Ormat Technologies, Inc. | 6334 | 708901 |
| RWE AG | 22359 | 1485963 |
|  |  | 3027812 |
| **Electrical Components & Equipment - 1.4%** | **Electrical Components & Equipment - 1.4%** |  |
| AZZ, Inc. <sup>(b)</sup> | 16194 | 2026355 |
| **Electronics - 2.8%** | **Electronics - 2.8%** |  |
| Atmus Filtration Technologies, Inc. | 12726 | 722455 |
| Coherent Corp. <sup>(a)</sup> | 3393 | 808246 |
| Keysight Technologies, Inc. <sup>(a)</sup> | 2548 | 719479 |
| nVent Electric PLC | 9126 | 1079423 |
| TE Connectivity PLC | 2541 | 531120 |
|  |  | 3860723 |
| **Energy - Alternate Sources - 0.5%** | **Energy - Alternate Sources - 0.5%** |  |
| Nextpower, Inc. - Class A <sup>(a)</sup> | 5756 | 693886 |
|  |  | 693886 |
| **Engineering & Construction - 1.9%** | **Engineering & Construction - 1.9%** |  |
| Granite Construction, Inc. | 5235 | 627572 |
| MasTec, Inc. <sup>(a)</sup> | 3405 | 1095525 |
| Vinci SA | 6767 | 1000742 |
|  |  | 2723839 |
| **Entertainment - 1.0%** | **Entertainment - 1.0%** |  |
| TKO Group Holdings, Inc. - Class A <sup>(b)</sup> | 7171 | 1446032 |
| **Environmental Control - 0.8%** | **Environmental Control - 0.8%** |  |
| Clean Harbors, Inc. <sup>(a)</sup> | 3694 | 1059181 |
| **Food - 0.9%** | **Food - 0.9%** |  |
| Hershey Co. | 3179 | 660882 |
| Tyson Foods, Inc. - Class A | 10435 | 668571 |
|  |  | 1329453 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Healthcare - Products - 1.1%** | **Healthcare - Products - 1.1%** | **Healthcare - Products - 1.1%** | |
| Danaher Corp. | Danaher Corp. | 437 | 82855 |
| Edwards Lifesciences Corp. <sup>(a)</sup> | Edwards Lifesciences Corp. <sup>(a)</sup> | 9616 | 770049 |
| IDEXX Laboratories, Inc. <sup>(a)</sup> | IDEXX Laboratories, Inc. <sup>(a)</sup> | 766 | 430408 |
| Thermo Fisher Scientific, Inc. | Thermo Fisher Scientific, Inc. | 428 | 210375 |
|  |  |  | 1493687 |
| **Insurance - 0.9%** | **Insurance - 0.9%** | **Insurance - 0.9%** |  |
| Arch Capital Group Ltd. <sup>(a)</sup> | Arch Capital Group Ltd. <sup>(a)</sup> | 10528 | 1010583 |
| Prudential Financial, Inc. | Prudential Financial, Inc. | 2134 | 208470 |
|  |  |  | 1219053 |
| **Investment Companies - 0.4%** | **Investment Companies - 0.4%** | **Investment Companies - 0.4%** |  |
| Bitdeer Technologies Group - Class A <sup>(a)</sup> | Bitdeer Technologies Group - Class A <sup>(a)</sup> | 2651 | 22931 |
| IREN Ltd. <sup>(a)</sup> | IREN Ltd. <sup>(a)</sup> | 15434 | 529078 |
|  |  |  | 552009 |
| **Iron & Steel - 3.0%** | **Iron & Steel - 3.0%** | **Iron & Steel - 3.0%** |  |
| Carpenter Technology Corp. | Carpenter Technology Corp. | 5322 | 2097666 |
| Nucor Corp. | Nucor Corp. | 3262 | 551604 |
| Steel Dynamics, Inc. | Steel Dynamics, Inc. | 3654 | 657720 |
| Vale SA - ADR | Vale SA - ADR | 53646 | 853508 |
|  |  |  | 4160498 |
| **Leisure Time - 0.5%** | **Leisure Time - 0.5%** | **Leisure Time - 0.5%** |  |
| Amer Sports, Inc. <sup>(a)</sup> | Amer Sports, Inc. <sup>(a)</sup> | 8479 | 279129 |
| Brunswick Corp. | Brunswick Corp. | 5412 | 393777 |
|  |  |  | 672906 |
| **Machinery - Construction & Mining - 2.0%** | **Machinery - Construction & Mining - 2.0%** | **Machinery - Construction & Mining - 2.0%** |  |
| Bloom Energy Corp. - Class A <sup>(a)</sup> | Bloom Energy Corp. - Class A <sup>(a)</sup> | 8776 | 1189060 |
| BWX Technologies, Inc. | BWX Technologies, Inc. | 4216 | 862130 |
| GE Vernova, Inc. <sup>(b)</sup> | GE Vernova, Inc. <sup>(b)</sup> | 839 | 732363 |
|  |  |  | 2783553 |
| **Machinery - Diversified - 0.7%** | **Machinery - Diversified - 0.7%** | **Machinery - Diversified - 0.7%** |  |
| AGCO Corp. | AGCO Corp. | 3619 | 419333 |
| Rockwell Automation, Inc. | Rockwell Automation, Inc. | 1426 | 511763 |
|  |  |  | 931096 |
| **Metal Fabricate & Hardware - 2.1%** | **Metal Fabricate & Hardware - 2.1%** | **Metal Fabricate & Hardware - 2.1%** |  |
| Advanced Drainage Systems, Inc. | Advanced Drainage Systems, Inc. | 2407 | 330072 |
| RBC Bearings, Inc. <sup>(a)</sup> | RBC Bearings, Inc. <sup>(a)</sup> | 1695 | 920588 |
| Tenaris SA - ADR | Tenaris SA - ADR | 12075 | 702524 |
| Valmont Industries, Inc. | Valmont Industries, Inc. | 2535 | 1012910 |
|  |  |  | 2966094 |
| **Mining - 7.2%** | **Mining - 7.2%** | **Mining - 7.2%** |  |
| Agnico Eagle Mines Ltd. <sup>(b)</sup> | Agnico Eagle Mines Ltd. <sup>(b)</sup> | 8180 | 1660376 |
| Alamos Gold, Inc. - Class A | Alamos Gold, Inc. - Class A | 17560 | 780191 |
| Anglogold Ashanti PLC | Anglogold Ashanti PLC | 14472 | 1408994 |
| BHP Group Ltd. - ADR | BHP Group Ltd. - ADR | 10854 | 789520 |
| Cameco Corp. | Cameco Corp. | 5715 | 620706 |
| Centrus Energy Corp. - Class A <sup>(a)</sup> | Centrus Energy Corp. - Class A <sup>(a)</sup> | 3519 | 610863 |
| Lundin Mining Corp. | Lundin Mining Corp. | 42145 | 1047623 |
| MP Materials Corp. <sup>(a)</sup> | MP Materials Corp. <sup>(a)</sup> | 8227 | 397035 |
| NexGen Energy Ltd. <sup>(a)</sup> | NexGen Energy Ltd. <sup>(a)</sup> | 37542 | 435487 |
| Rio Tinto PLC - ADR | Rio Tinto PLC - ADR | 10937 | 1020313 |
| Southern Copper Corp. | Southern Copper Corp. | 5178 | 890865 |
| Teck Resources Ltd. - Class B | Teck Resources Ltd. - Class B | 8080 | 418140 |
|  |  |  | 10080113 |
| **Miscellaneous Manufacturing - 0.9%** | **Miscellaneous Manufacturing - 0.9%** | **Miscellaneous Manufacturing - 0.9%** |  |
| ITT, Inc. | ITT, Inc. | 6296 | 1199577 |
| **Oil & Gas - 3.6%** | **Oil & Gas - 3.6%** | **Oil & Gas - 3.6%** |  |
| BP PLC - ADR | BP PLC - ADR | 21366 | 1004202 |
| Devon Energy Corp. | Devon Energy Corp. | 14865 | 748007 |
| EQT Corp. | EQT Corp. | 8770 | 558123 |
| Equinor ASA - ADR | Equinor ASA - ADR | 13924 | 587593 |
| Suncor Energy, Inc. | Suncor Energy, Inc. | 16860 | 1114614 |
| TotalEnergies SE | TotalEnergies SE | 12025 | 1094034 |
|  |  |  | 5106573 |
| **Oil & Gas Services - 1.2%** | **Oil & Gas Services - 1.2%** | **Oil & Gas Services - 1.2%** |  |
| Halliburton Co. | Halliburton Co. | 16181 | 630897 |
| Kodiak Gas Services, Inc. | Kodiak Gas Services, Inc. | 18188 | 1060724 |
|  |  |  | 1691621 |
| **Packaging & Containers - 0.3%** | **Packaging & Containers - 0.3%** | **Packaging & Containers - 0.3%** |  |
| Crown Holdings, Inc. | Crown Holdings, Inc. | 4492 | 450323 |
| **Pharmaceuticals - 2.4%** | **Pharmaceuticals - 2.4%** | **Pharmaceuticals - 2.4%** |  |
| Becton Dickinson & Co. | Becton Dickinson & Co. | 3943 | 619958 |
| CVS Health Corp. | CVS Health Corp. | 8683 | 623613 |
| GSK PLC - ADR | GSK PLC - ADR | 12902 | 712061 |
| Merck & Co., Inc. | Merck & Co., Inc. | 6458 | 776833 |
| Pfizer, Inc. | Pfizer, Inc. | 19986 | 561207 |
|  |  |  | 3293672 |
| **Pipelines - 1.2%** | **Pipelines - 1.2%** | **Pipelines - 1.2%** |  |
| Cheniere Energy, Inc. | Cheniere Energy, Inc. | 2058 | 583978 |
| Golar LNG Ltd. | Golar LNG Ltd. | 19246 | 1041401 |
|  |  |  | 1625379 |
| **Retail - 1.7%** | **Retail - 1.7%** | **Retail - 1.7%** |  |
| Ferguson Enterprises, Inc. | Ferguson Enterprises, Inc. | 2187 | 510139 |
| Restaurant Brands International, Inc. | Restaurant Brands International, Inc. | 8101 | 598664 |
| Ross Stores, Inc. | Ross Stores, Inc. | 5776 | 1251255 |
|  |  |  | 2360058 |
| **Semiconductors - 2.9%** | **Semiconductors - 2.9%** | **Semiconductors - 2.9%** |  |
| Advanced Micro Devices, Inc. <sup>(a)</sup> | Advanced Micro Devices, Inc. <sup>(a)</sup> | 2325 | 472975 |
| KLA Corp. | KLA Corp. | 517 | 761236 |
| Lam Research Corp. | Lam Research Corp. | 5257 | 1123211 |
| Micron Technology, Inc. | Micron Technology, Inc. | 3684 | 1244602 |
| NVIDIA Corp. | NVIDIA Corp. | 2741 | 478030 |
|  |  |  | 4080054 |
| **Shipbuilding - 0.6%** | **Shipbuilding - 0.6%** | **Shipbuilding - 0.6%** |  |
| Huntington Ingalls Industries, Inc. | Huntington Ingalls Industries, Inc. | 2317 | 880228 |
| **Software - 0.6%** | **Software - 0.6%** | **Software - 0.6%** |  |
| Clear Secure, Inc. - Class A | Clear Secure, Inc. - Class A | 11376 | 550712 |
| Cloudflare, Inc. - Class A <sup>(a)</sup> | Cloudflare, Inc. - Class A <sup>(a)</sup> | 1293 | 266798 |
|  |  |  | 817510 |
| **Telecommunications - 0.9%** | **Telecommunications - 0.9%** | **Telecommunications - 0.9%** |  |
| America Movil SAB de CV - ADR | America Movil SAB de CV - ADR | 37043 | 943856 |
| Applied Digital Corp. <sup>(a)</sup> | Applied Digital Corp. <sup>(a)</sup> | 13165 | 312537 |
|  |  |  | 1256393 |
| **Transportation - 3.2%** | **Transportation - 3.2%** | **Transportation - 3.2%** |  |
| Canadian National Railway Co. | Canadian National Railway Co. | 4735 | 486616 |
| Canadian Pacific Kansas City Ltd. | Canadian Pacific Kansas City Ltd. | 5941 | 467319 |
| CH Robinson Worldwide, Inc. | CH Robinson Worldwide, Inc. | 4522 | 750969 |
| Frontline PLC | Frontline PLC | 18109 | 631280 |
| Kirby Corp. <sup>(a)</sup> | Kirby Corp. <sup>(a)</sup> | 6272 | 833423 |
| Norfolk Southern Corp. <sup>(b)</sup> | Norfolk Southern Corp. <sup>(b)</sup> | 2950 | 846650 |
| Scorpio Tankers, Inc. | Scorpio Tankers, Inc. | 6567 | 490292 |
|  |  |  | 4506549 |
| **Trucking & Leasing - 0.6%** | **Trucking & Leasing - 0.6%** | **Trucking & Leasing - 0.6%** |  |
| GATX Corp. | GATX Corp. | 4789 | 817674 |
| **Water - 1.0%** | **Water - 1.0%** | **Water - 1.0%** |  |
| Essential Utilities, Inc. | Essential Utilities, Inc. | 15204 | 612265 |
| Veolia Environnement SA | Veolia Environnement SA | 21406 | 805532 |
|  |  |  | 1417797 |
| **TOTAL COMMON STOCKS** (Cost $68,554,992) | **TOTAL COMMON STOCKS** (Cost $68,554,992) | **TOTAL COMMON STOCKS** (Cost $68,554,992) | 102393008 |
| **INVESTMENT COMPANIES - 0.4%** | **INVESTMENT COMPANIES - 0.4%** |  |  |
| Sprott Physical Uranium Trust <sup>(a)</sup> | Sprott Physical Uranium Trust <sup>(a)</sup> | 27295 | 549596 |
| **TOTAL INVESTMENT COMPANIES** (Cost $530,649) | **TOTAL INVESTMENT COMPANIES** (Cost $530,649) | **TOTAL INVESTMENT COMPANIES** (Cost $530,649) | 549596 |
| **EXCHANGE TRADED FUNDS - 10.6%** | **EXCHANGE TRADED FUNDS - 10.6%** |  |  |
| iShares J.P. Morgan USD Emerging Markets Bond ETF | iShares J.P. Morgan USD Emerging Markets Bond ETF | 13381 | 1256877 |
| iShares MBS ETF | iShares MBS ETF | 11439 | 1086133 |
| iShares National Muni Bond ETF | iShares National Muni Bond ETF | 39960 | 4241754 |
| iShares Preferred and Income Securities ETF | iShares Preferred and Income Securities ETF | 40663 | 1232902 |
| iShares TIPS Bond ETF <sup>(b)</sup> | iShares TIPS Bond ETF <sup>(b)</sup> | 19159 | 2114387 |
| State Street SPDR Bloomberg Convertible Securities ETF <sup>(b)</sup> | State Street SPDR Bloomberg Convertible Securities ETF <sup>(b)</sup> | 18371 | 1681314 |
| Vanguard Intermediate-Term Corporate Bond ETF | Vanguard Intermediate-Term Corporate Bond ETF | 13653 | 1129786 |
| Vanguard Short-Term Corporate Bond ETF <sup>(b)</sup> | Vanguard Short-Term Corporate Bond ETF <sup>(b)</sup> | 25526 | 2023446 |
| **TOTAL EXCHANGE TRADED FUNDS** (Cost $14,330,778) | **TOTAL EXCHANGE TRADED FUNDS** (Cost $14,330,778) | **TOTAL EXCHANGE TRADED FUNDS** (Cost $14,330,778) | 14766599 |
| **REAL ESTATE INVESTMENT TRUSTS - 1.2%** | **REAL ESTATE INVESTMENT TRUSTS - 1.2%** |  |  |
| Public Storage | Public Storage | 2075 | 562076 |
| Realty Income Corp. | Realty Income Corp. | 18442 | 1128282 |
| **TOTAL REAL ESTATE INVESTMENT TRUSTS** (Cost $1,715,979) | **TOTAL REAL ESTATE INVESTMENT TRUSTS** (Cost $1,715,979) | **TOTAL REAL ESTATE INVESTMENT TRUSTS** (Cost $1,715,979) | 1690358 |
| **PURCHASED OPTIONS - 0.3% <sup>(a)(c)(d)(g)</sup>** | **Notional Amount**  | **Contracts**  |  |
| **Call Options - 0.3%** | **Call Options - 0.3%** |  |  |
|  ConocoPhillips, Expiration: 06/18/2026; Exercise Price: $120.00 | $567600 | 43 | 68477 |
|  Linde PLC, Expiration: 06/18/2026; Exercise Price: $490.00 | 644488 | 13 | 36790 |
|  Marvell Technology, Inc., Expiration: 06/18/2026; Exercise Price: $97.50 | 99050 | 10 | 12125 |
|  Occidental Petroleum Corp., Expiration: 06/18/2026; Exercise Price: $50.00 | 468000 | 72 | 115020 |
|  ON Semiconductor Corp., Expiration: 06/18/2026; Exercise Price: $60.00 | 396288 | 64 | 47520 |
|  SLB Ltd., Expiration: 06/18/2026; Exercise Price: $45.00 | 611541 | 119 | 96093 |
|  United Parcel Service, Inc., Expiration: 06/18/2026; Exercise Price: $100.00 | 314816 | 32 | 17520 |
| **Total Call Options** |  |  | 393545 |
| **Put Options - 0.0% <sup>(e)</sup>** | **Put Options - 0.0% <sup>(e)</sup>** |  |  |
|  Autodesk, Inc., Expiration: 06/18/2026; Exercise Price: $250.00 | 263340 | 11 | 26180 |
|  Ferrari NV, Expiration: 04/17/2026; Exercise Price: $360.00 | 575365 | 17 | 41310 |
| **Total Put Options** |  |  | 67490 |
| **TOTAL PURCHASED OPTIONS** (Cost $301,224) | **TOTAL PURCHASED OPTIONS** (Cost $301,224) | **TOTAL PURCHASED OPTIONS** (Cost $301,224) | 461035 |
| **SHORT-TERM INVESTMENTS** | **SHORT-TERM INVESTMENTS** | **SHORT-TERM INVESTMENTS** | **SHORT-TERM INVESTMENTS** |
| **MONEY MARKET FUNDS - 9.5%** | **MONEY MARKET FUNDS - 9.5%** | **Shares**  |  |
| First American Government Obligations Fund - Class X, 3.58% <sup>(f)</sup> | First American Government Obligations Fund - Class X, 3.58% <sup>(f)</sup> | 13329535 | 13329535 |
| **TOTAL MONEY MARKET FUNDS** (Cost $13,329,535) | **TOTAL MONEY MARKET FUNDS** (Cost $13,329,535) | **TOTAL MONEY MARKET FUNDS** (Cost $13,329,535) | 13329535 |
| **TOTAL INVESTMENTS - 95.2% (**Cost $98,763,157**)** | **TOTAL INVESTMENTS - 95.2% (**Cost $98,763,157**)** | **TOTAL INVESTMENTS - 95.2% (**Cost $98,763,157**)** | 133190131 |
| Other Assets in Excess of Liabilities - 4.8% | Other Assets in Excess of Liabilities - 4.8% | Other Assets in Excess of Liabilities - 4.8% | 6783612 |
| **TOTAL NET ASSETS - 100.0%** |  |  | $139973743 |
| 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 |
| PLC - Public Limited Company |
| SPDR - Standard & Poor's Depositary Receipts |
| TIPS - Treasury Inflation-Protected Securities |

---

(a) Non-income producing security.

(b) All or a portion of the security has been pledged as collateral for securities sold short. The fair value of securities committed as collateral as of March 31, 2026 was $17,004,696.

(c) 100 shares per contract.

(d) Exchange-traded.

(e) Represents less than 0.05% of net assets.

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

(g) Held in connection with written option contracts. See Schedule of Written Options for further information.

------

---

| | | | |
|:---|:---|:---|:---|
| **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 Written Options** | **Consolidated Schedule of Written Options** | **Consolidated Schedule of Written Options** | **Consolidated Schedule of Written Options** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **WRITTEN OPTIONS - (0.1)% <sup>(a)(b)</sup>** | **Notional Amount** | **Contracts** | **Value** |
| **Call Options - (0.0)% <sup>(c)</sup>** | **Call Options - (0.0)% <sup>(c)</sup>** | **Call Options - (0.0)% <sup>(c)</sup>** | **Call Options - (0.0)% <sup>(c)</sup>** |
| Autodesk, Inc., Expiration: 06/18/2026; Exercise Price: $250.00 | $(263340) | (11) | $(16610) |
| Ferrari NV, Expiration: 04/17/2026; Exercise Price: $360.00 | (575365) | (17) | (6163) |
| **Total Call Options** |  |  | (22773) |
| **Put Options - (0.1)%** | **Put Options - (0.1)%** | **Put Options - (0.1)%** | **Put Options - (0.1)%** |
| ConocoPhillips, Expiration: 06/18/2026; Exercise Price: $120.00 | (567600) | (43) | (17415) |
| Linde PLC, Expiration: 06/18/2026; Exercise Price: $490.00 | (644488) | (13) | (26065) |
| Marvell Technology, Inc., Expiration: 06/18/2026; Exercise Price: $97.50 | (99050) | (10) | (9875) |
| Occidental Petroleum Corp., Expiration: 06/18/2026; Exercise Price: $50.00 | (468000) | (72) | (5724) |
| ON Semiconductor Corp., Expiration: 06/18/2026; Exercise Price: $60.00 | (396288) | (64) | (31680) |
| SLB Ltd., Expiration: 06/18/2026; Exercise Price: $45.00 | (611541) | (119) | (18207) |
| United Parcel Service, Inc., Expiration: 06/18/2026; Exercise Price: $100.00 | (314816) | (32) | (24720) |
| **Total Put Options** |  |  | (133686) |
| **TOTAL WRITTEN OPTIONS** (Premiums received $249,770) |  |  | $(156459) |
| 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. | Percentages are stated as a percent of net assets. |

---

(a) 100 shares per contract.

(b) Exchange-traded.

(c) Represents less than (0.05)% of net assets.

------

---

| | | |
|:---|:---|:---|
| **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** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **COMMON STOCKS** - **(25.1)%** | **Shares** | **Value** |
| **Aerospace & Defense - (0.4)%** | **Aerospace & Defense - (0.4)%** | |
| TransDigm Group, Inc. | (506) | $(586434) |
| **Banks - (0.9)%** | **Banks - (0.9)%** |  |
| HDFC Bank Ltd. - ADR | (20567) | (511707) |
| ICICI Bank Ltd. - ADR | (29128) | (754415) |
|  |  | (1266122) |
| **Beverages - (0.8)%** | **Beverages - (0.8)%** |  |
| Brown-Forman Corp. - Class B | (14363) | (379758) |
| Constellation Brands, Inc. - Class A | (3739) | (560850) |
| Diageo PLC | (8980) | (165314) |
|  |  | (1105922) |
| **Chemicals - (0.2)%** | **Chemicals - (0.2)%** |  |
| Air Liquide SA | (1247) | (255636) |
| **Commercial Services - (1.5)%** | **Commercial Services - (1.5)%** |  |
| Automatic Data Processing, Inc. | (2980) | (605477) |
| Cintas Corp. | (2998) | (507082) |
| PayPal Holdings, Inc. | (12714) | (575054) |
| Verisk Analytics, Inc. | (2291) | (434717) |
|  |  | (2122330) |
| **Computers - (0.4)%** | **Computers - (0.4)%** |  |
| Accenture PLC - Class A | (2185) | (433263) |
| Zscaler, Inc. | (775) | (108725) |
|  |  | (541988) |
| **Distribution & Wholesale - (0.6)%** | **Distribution & Wholesale - (0.6)%** |  |
| Copart, Inc. | (16441) | (545841) |
| LKQ Corp. | (7902) | (232082) |
|  |  | (777923) |
| **Diversified Financial Services - (1.5)%** | **Diversified Financial Services - (1.5)%** |  |
| American Express Co. | (627) | (189655) |
| Mastercard, Inc. - Class A | (1381) | (690030) |
| Raymond James Financial, Inc. | (2359) | (341560) |
| T Rowe Price Group, Inc. | (3354) | (302329) |
| Visa, Inc. - Class A | (2019) | (610223) |
|  |  | (2133797) |
| **Entertainment - (0.4)%** | **Entertainment - (0.4)%** |  |
| Liberty Media Corp.-Liberty Formula One - Class C | (6036) | (513181) |
| **Environmental Control - (1.0)%** | **Environmental Control - (1.0)%** |  |
| Republic Services, Inc. | (2725) | (596830) |
| Waste Connections, Inc. | (5055) | (821134) |
|  |  | (1417964) |
| **Food - (2.7)%** | **Food - (2.7)%** |  |
| Cal-Maine Foods, Inc. | (4105) | (324911) |
| Conagra Brands, Inc. | (21385) | (336172) |
| General Mills, Inc. | (12278) | (456987) |
| Hormel Foods Corp. | (15360) | (347904) |
| Ingredion, Inc. | (8206) | (924488) |
| Kraft Heinz Co. | (20495) | (460932) |
| McCormick & Co., Inc. | (11124) | (561095) |
| Mondelez International, Inc. - Class A | (5044) | (290736) |
| Nestle SA | (1402) | (136824) |
|  |  | (3840049) |
| **Healthcare - Products - (1.6)%** | **Healthcare - Products - (1.6)%** |  |
| Abbott Laboratories | (5701) | (585322) |
| Agilent Technologies, Inc. | (2702) | (307974) |
| Boston Scientific Corp. | (7441) | (466923) |
| Medtronic PLC | (1767) | (153110) |
| Stryker Corp. | (454) | (149180) |
| Zimmer Biomet Holdings, Inc. | (6392) | (577964) |
|  |  | (2240473) |
| **Healthcare - Services - (0.3)%** | **Healthcare - Services - (0.3)%** |  |
| Centene Corp. | (11878) | (388886) |
| Elevance Health, Inc. | (323) | (94558) |
|  |  | (483444) |
| **Home Furnishings - (0.5)%** | **Home Furnishings - (0.5)%** |  |
| Sony Group Corp. - ADR | (31063) | (643004) |
| **Household Products & Wares - (0.5)%** | **Household Products & Wares - (0.5)%** |  |
| Kimberly-Clark Corp. | (6914) | (666994) |
| **Insurance - (2.9)%** | **Insurance - (2.9)%** |  |
| Aon PLC - Class A | (2122) | (684939) |
| Arthur J Gallagher & Co. | (2395) | (518709) |
| Berkshire Hathaway, Inc. - Class B | (443) | (212285) |
| Marsh & McLennan Cos., Inc. | (4078) | (707329) |
| MetLife, Inc. | (10139) | (717030) |
| Progressive Corp. | (3316) | (657364) |
| Prudential Financial, Inc. | (5169) | (504960) |
|  |  | (4002616) |
| **Internet - (1.2)%** | **Internet - (1.2)%** |  |
| CDW Corp. | (5405) | (654113) |
| JD.com, Inc. - ADR | (24372) | (720680) |
| Netflix, Inc. | (3499) | (336429) |
|  |  | (1711222) |
| **Machinery - Diversified - (0.4)%** | **Machinery - Diversified - (0.4)%** |  |
| Xylem, Inc. | (5291) | (632274) |
| **Media - (0.7)%** | **Media - (0.7)%** |  |
| Thomson Reuters Corp. | (4534) | (407969) |
| Walt Disney Co. | (5337) | (514380) |
|  |  | (922349) |
| **Packaging & Containers - (0.4)%** | **Packaging & Containers - (0.4)%** |  |
| Silgan Holdings, Inc. | (15446) | (599305) |
| **Pharmaceuticals - (1.0)%** | **Pharmaceuticals - (1.0)%** |  |
| Sanofi SA - ADR | (13791) | (664450) |
| Zoetis, Inc. | (5731) | (677462) |
|  |  | (1341912) |
| **Retail - (0.9)%** | **Retail - (0.9)%** |  |
| Chipotle Mexican Grill, Inc. | (16348) | (523300) |
| O'Reilly Automotive, Inc. | (7326) | (676263) |
|  |  | (1199563) |
| **Semiconductors - (0.4)%** | **Semiconductors - (0.4)%** |  |
| QUALCOMM, Inc. | (4683) | (603077) |
| **Software - (3.1)%** | **Software - (3.1)%** |  |
| Adobe, Inc. | (1775) | (431467) |
| Fidelity National Information Services, Inc. | (10430) | (489272) |
| Fiserv, Inc. | (7009) | (391102) |
| Microsoft Corp. | (1525) | (564509) |
| NetEase, Inc. - ADR | (1931) | (216156) |
| Paychex, Inc. | (5727) | (527571) |
| Paycom Software, Inc. | (3169) | (385160) |
| Roper Technologies, Inc. | (1491) | (527605) |
| SAP SE - ADR | (2779) | (475793) |
| Workday, Inc. - Class A | (3126) | (406130) |
|  |  | (4414765) |
| **Telecommunications - (0.3)%** | **Telecommunications - (0.3)%** |  |
| T-Mobile US, Inc. | (2193) | (460596) |
| **Water - (0.5)%** | **Water - (0.5)%** |  |
| American Water Works Co., Inc. | (5435) | (739649) |
| **TOTAL COMMON STOCKS** (Proceeds $41,867,792) | **TOTAL COMMON STOCKS** (Proceeds $41,867,792) | (35222589) |
| **REAL ESTATE INVESTMENT TRUSTS** - **(1.5)%** |  |  |
| Alexandria Real Estate Equities, Inc. | (6992) | (324568) |
| American Tower Corp. | (3043) | (525161) |
| Crown Castle, Inc. | (8609) | (699998) |
| Invitation Homes, Inc. | (20935) | (520235) |
| **TOTAL REAL ESTATE INVESTMENT TRUSTS** (Proceeds $2,604,129) | **TOTAL REAL ESTATE INVESTMENT TRUSTS** (Proceeds $2,604,129) | (2069962) |
| **TOTAL SECURITIES SOLD SHORT** (Proceeds $44,471,921) |  | $(37292551) |
| 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** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (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 Purchased** | **Expiration Date** | **Notional Value** | **Value / Unrealized**<br> **Appreciation** <br> (Depreciation) |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Tokyo Overnight Average Rate | 43 | 09/15/2026 | $6690792 | $(857) |
| &nbsp;&nbsp;&nbsp;&nbsp;Arabica Coffee <sup>(a)</sup> | 3 | 05/18/2026 | 335644 | 1447 |
| &nbsp;&nbsp;&nbsp;&nbsp;Brent Crude Oil <sup>(a)</sup> | 6 | 04/30/2026 | 623820 | (83) |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian Canola Oil <sup>(a)</sup> | 24 | 05/14/2026 | 251703 | (883) |
| &nbsp;&nbsp;&nbsp;&nbsp;Cboe Volatility Index | 1 | 04/15/2026 | 25022 | (3232) |
| &nbsp;&nbsp;&nbsp;&nbsp;Copper <sup>(a)</sup> | 4 | 05/27/2026 | 561400 | (42868) |
| &nbsp;&nbsp;&nbsp;&nbsp;WTI Crude Oil <sup>(a)</sup> | 6 | 04/21/2026 | 608280 | 35853 |
| &nbsp;&nbsp;&nbsp;&nbsp;Crude Palm Oil <sup>(a)</sup> | 22 | 06/15/2026 | 655816 | 39968 |
| &nbsp;&nbsp;&nbsp;&nbsp;Crude Soybean Oil <sup>(a)</sup> | 14 | 05/14/2026 | 578592 | 82080 |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro STOXX 50 Dividend Index | 85 | 12/17/2027 | 1638495 | 105330 |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro STOXX 50 Dividend Index | 98 | 12/15/2028 | 1855214 | (18623) |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro STOXX Select Dividend 30 Index | 99 | 06/19/2026 | 2403422 | (37188) |
| &nbsp;&nbsp;&nbsp;&nbsp;European Rapeseed <sup>(a)</sup> | 21 | 04/30/2026 | 622148 | 24668 |
| &nbsp;&nbsp;&nbsp;&nbsp;Feeder Cattle <sup>(a)</sup> | 10 | 05/21/2026 | 1832375 | 82136 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gold <sup>(a)</sup> | 5 | 06/26/2026 | 2339300 | 75627 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hard Red Winter Wheat <sup>(a)</sup> | 3 | 05/14/2026 | 95325 | 2347 |
| &nbsp;&nbsp;&nbsp;&nbsp;iBoxx iShares $ High Yield Corporate Bond Index | 11 | 06/01/2026 | 1976810 | (28702) |
| &nbsp;&nbsp;&nbsp;&nbsp;International Arabica Coffee <sup>(a)</sup> | 10 | 09/22/2026 | 338750 | (23882) |
| &nbsp;&nbsp;&nbsp;&nbsp;International Live Cattle <sup>(a)</sup> | 57 | 05/29/2026 | 1305222 | 46765 |
| &nbsp;&nbsp;&nbsp;&nbsp;Live Cattle <sup>(a)</sup> | 19 | 06/30/2026 | 1848890 | 86543 |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metal Exchange - Aluminum <sup>(a)</sup> | 20 | 06/17/2026 | 1741070 | 187623 |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metal Exchange - Copper <sup>(a)</sup> | 6 | 06/17/2026 | 1850028 | (83976) |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metal Exchange - Nickel <sup>(a)</sup> | 6 | 06/17/2026 | 615096 | (13769) |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metal Exchange - Tin <sup>(a)</sup> | 5 | 06/17/2026 | 1169175 | (77920) |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metal Exchange - Zinc <sup>(a)</sup> | 11 | 06/17/2026 | 891825 | (27942) |
| &nbsp;&nbsp;&nbsp;&nbsp;Low Sulphur Gas Oil <sup>(a)</sup> | 7 | 05/12/2026 | 867475 | 34273 |
| &nbsp;&nbsp;&nbsp;&nbsp;MIAX Hard Red Spring Wheat <sup>(a)</sup> | 1 | 05/14/2026 | 32925 | 283 |
| &nbsp;&nbsp;&nbsp;&nbsp;Natural Gas <sup>(a)</sup> | 2 | 04/28/2026 | 57680 | 211 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dutch Title Transfer Facility Natural Gas <sup>(a)</sup> | 5 | 04/29/2026 | 217555 | (7331) |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand 3 Month Treasury Bills | 63 | 12/16/2026 | 35648321 | (6352) |
| &nbsp;&nbsp;&nbsp;&nbsp;NY Harbor Ultra-Low Sulfur Diesel <sup>(a)</sup> | 5 | 04/30/2026 | 863898 | 94834 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oats <sup>(a)</sup> | 9 | 05/14/2026 | 159413 | (4451) |
| &nbsp;&nbsp;&nbsp;&nbsp;Palladium <sup>(a)</sup> | 3 | 06/26/2026 | 446250 | (114824) |
| &nbsp;&nbsp;&nbsp;&nbsp;Platinum <sup>(a)</sup> | 10 | 07/29/2026 | 985100 | 41929 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reformulated Blendstock Gasoline <sup>(a)</sup> | 5 | 04/30/2026 | 672819 | 94897 |
| &nbsp;&nbsp;&nbsp;&nbsp;S&P 500 Annual Dividend Index | 356 | 12/18/2026 | 7253500 | 113916 |
| &nbsp;&nbsp;&nbsp;&nbsp;S&P 500 Annual Dividend Index | 164 | 12/17/2027 | 3273850 | (54878) |
| &nbsp;&nbsp;&nbsp;&nbsp;Singapore Exchange Technically Specified Rubber 20 <sup>(a)</sup> | 103 | 05/29/2026 | 1009400 | 38707 |
| &nbsp;&nbsp;&nbsp;&nbsp;Singapore Exchange TSI Iron Ore <sup>(a)</sup> | 81 | 05/29/2026 | 854388 | 648 |
| &nbsp;&nbsp;&nbsp;&nbsp;Silver <sup>(a)</sup> | 4 | 05/27/2026 | 1498380 | (333539) |
| &nbsp;&nbsp;&nbsp;&nbsp;Soybeans <sup>(a)</sup> | 22 | 05/14/2026 | 1288100 | (4263) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.K. Natural Gas <sup>(a)</sup> | 5 | 04/29/2026 | 261835 | (10098) |
|  |  |  |  | $294424 |
|  |  |  |  | – |
| **Description** | **Contracts Sold** | **Expiration Date** | **Notional Value** | **Value / Unrealized**<br> **Appreciation**<br> (Depreciation) |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Canadian Overnight Repo Rate Average | (85) | 06/15/2027 | $14788435 | $3442 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Canadian Overnight Repo Rate Average | (69) | 12/14/2027 | 12001021 | (31816) |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Euribor | (72) | 09/13/2027 | 20165226 | 56626 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Euribor | (59) | 09/18/2028 | 16531081 | 14247 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Swiss Average Overnight Rate | (90) | 06/15/2027 | 27922345 | 6356 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Swiss Average Overnight Rate | (67) | 12/14/2027 | 20792888 | 1868 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Day Federal Funds Rate | (60) | 08/31/2026 | 24098178 | 16638 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Day Federal Funds Rate | (33) | 11/30/2026 | 13254685 | 43517 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Secured Overnight Financing Rate | (54) | 12/14/2027 | 13032225 | 8545 |
| &nbsp;&nbsp;&nbsp;&nbsp;3 Month Secured Overnight Financing Rate | (27) | 12/19/2028 | 6515775 | (7203) |
| &nbsp;&nbsp;&nbsp;&nbsp;Australian Government 3 Year Bonds | (101) | 06/15/2026 | 7170303 | 18263 |
| &nbsp;&nbsp;&nbsp;&nbsp;Australian Government 10 Year Bonds | (37) | 06/15/2026 | 2730616 | 3177 |
| &nbsp;&nbsp;&nbsp;&nbsp;Australian 90 Day Bank Bills | (141) | 03/11/2027 | 95438782 | 153208 |
| &nbsp;&nbsp;&nbsp;&nbsp;Australian 90 Day Bank Bills | (126) | 09/09/2027 | 85306508 | 103613 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian 2 Year Government Bonds | (112) | 06/19/2026 | 8442034 | (36595) |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian 5 Year Government Bonds | (13) | 06/19/2026 | 1057196 | (3686) |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian 10 Year Government Bonds | (6) | 06/19/2026 | 515969 | (1144) |
| &nbsp;&nbsp;&nbsp;&nbsp;Milk <sup>(a)</sup> | (18) | 04/28/2026 | 624600 | 2168 |
| &nbsp;&nbsp;&nbsp;&nbsp;Corn <sup>(a)</sup> | (232) | 05/15/2026 | 1458055 | (14448) |
| &nbsp;&nbsp;&nbsp;&nbsp;Corn No. 2 Yellow <sup>(a)</sup> | (11) | 05/14/2026 | 251763 | (9682) |
| &nbsp;&nbsp;&nbsp;&nbsp;Cotton No. 2 <sup>(a)</sup> | (20) | 05/06/2026 | 700000 | (59702) |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-OAT | (12) | 06/08/2026 | 1641065 | 9224 |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-Schatz | (82) | 06/08/2026 | 9991358 | 92793 |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-Bobl | (27) | 06/08/2026 | 3590978 | 48545 |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-Bund | (20) | 06/08/2026 | 2889503 | 65379 |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-Buxl | (8)) | 06/08/2026 | 1016338 | 13800 |
| &nbsp;&nbsp;&nbsp;&nbsp;iBoxx iShares $ Investment Grade Corporate Bond Index | (1) | 06/01/2026 | 146215 | (1009) |
| &nbsp;&nbsp;&nbsp;&nbsp;ICE 3 Month Sterling Overnight Index Average Rate | (44) | 12/14/2027 | 13894332 | 73091 |
| &nbsp;&nbsp;&nbsp;&nbsp;ICE 3 Month Sterling Overnight Index Average Rate | (40) | 12/19/2028 | 12649673 | 2008 |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-BTP Italian Government Short Bonds | (85) | 06/08/2026 | 10366690 | 70233 |
| &nbsp;&nbsp;&nbsp;&nbsp;Euro-BTP Italian Government Bonds | (11) | 06/08/2026 | 1473764 | 1358 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japanese 10 Year Government Bonds | (7) | 06/15/2026 | 5733673 | 72571 |
| &nbsp;&nbsp;&nbsp;&nbsp;London Metal Exchange - Lead <sup>(a)</sup> | (15) | 06/17/2026 | 711330 | 29933 |
| &nbsp;&nbsp;&nbsp;&nbsp;Long Gilt | (8) | 06/26/2026 | 926153 | (1716) |
| &nbsp;&nbsp;&nbsp;&nbsp;Lumber <sup>(a)</sup> | (36) | 05/15/2026 | 602415 | (27467) |
| &nbsp;&nbsp;&nbsp;&nbsp;Milling Wheat No. 2 <sup>(a)</sup> | (26) | 05/11/2026 | 306689 | (18834) |
| &nbsp;&nbsp;&nbsp;&nbsp;Rough Rice <sup>(a)</sup> | (40) | 05/14/2026 | 910000 | (68206) |
| &nbsp;&nbsp;&nbsp;&nbsp;Soybean Meal <sup>(a)</sup> | (10) | 05/14/2026 | 316400 | (8151) |
| &nbsp;&nbsp;&nbsp;&nbsp;Soybeans <sup>(a)</sup> | (21) | 05/22/2026 | 866867 | (58836) |
| &nbsp;&nbsp;&nbsp;&nbsp;Sugar No. 11 <sup>(a)</sup> | (44) | 04/30/2026 | 764826 | (100264) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 2 Year Notes | (29) | 06/30/2026 | 6015914 | 27088 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 3 Year Notes | (24) | 06/30/2026 | 5073375 | (7546) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 5 Year Notes | (33) | 06/30/2026 | 3569930 | (3903) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 10 Year Notes | (17) | 06/18/2026 | 1887797 | (11534) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Long Bonds | (11) | 06/18/2026 | 1252625 | 39832 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Ultra Long 10 Year Notes | (5) | 06/18/2026 | 567578 | (1035) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Ultra Long Bonds | (5) | 06/18/2026 | 582812 | 19199 |
| &nbsp;&nbsp;&nbsp;&nbsp;Wheat <sup>(a)</sup> | (4) | 05/14/2026 | 123250 | (12871) |
| &nbsp;&nbsp;&nbsp;&nbsp;Wheat <sup>(a)</sup> | (238) | 07/24/2026 | 4172560 | (98331) |
| &nbsp;&nbsp;&nbsp;&nbsp;White Maize <sup>(a)</sup> | (33) | 07/24/2026 | 660096 | (43092) |
| &nbsp;&nbsp;&nbsp;&nbsp;White Sugar <sup>(a)</sup> | (29) | 07/16/2026 | 655400 | 1633 |
| &nbsp;&nbsp;&nbsp;&nbsp;Yellow Maize <sup>(a)</sup> | (32) | 07/24/2026 | 664396 | (55443) |
|  |  |  |  | $315841 |
| **Net Unrealized Appreciation (Depreciation)** |  | $– | $– | $610265 |

---

(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** |
| **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** | **March 31, 2026 (Unaudited)** |
| **Counterparty** | **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Unrealized**<br> **Appreciation** <br> (Depreciation) |
| StoneX Financial, Inc. | CAD | 2984184 | NZD | 3709000 | $22870 |
| StoneX Financial, Inc. | CNH | 25184000 | CAD | 4986789 | 74931 |
| StoneX Financial, Inc. | CNH | 21715210 | CHF | 2512000 | 16287 |
| StoneX Financial, Inc. | CNH | 13532538 | GBP | 1472000 | 20592 |
| StoneX Financial, Inc. | CNH | 40082000 | SGD | 7432640 | 42753 |
| StoneX Financial, Inc. | COP | 6133001000 | USD | 1661958 | 7924 |
| StoneX Financial, Inc. | EUR | 1185000 | CZK | 29126786 | 76 |
| StoneX Financial, Inc. | EUR | 1986000 | GBP | 1718010 | 24493 |
| StoneX Financial, Inc. | EUR | 3292415 | PLN | 14016000 | 36868 |
| StoneX Financial, Inc. | NOK | 20393980 | GBP | 1579000 | 11317 |
| StoneX Financial, Inc. | NOK | 24074000 | SEK | 23172616 | 36763 |
| StoneX Financial, Inc. | USD | 1948601 | CAD | 2640000 | 50394 |
| StoneX Financial, Inc. | USD | 1713278 | CHF | 1360000 | 6167 |
| StoneX Financial, Inc. | USD | 3248845 | IDR | 54960000000 | 15836 |
| StoneX Financial, Inc. | USD | 3120227 | INR | 291000000 | 76732 |
| StoneX Financial, Inc. | USD | 1035126 | JPY | 162991000 | 3817 |
| StoneX Financial, Inc. | USD | 1499898 | KRW | 2209279000 | 54025 |
| StoneX Financial, Inc. | USD | 831610 | NZD | 1402000 | 29649 |
| StoneX Financial, Inc. | USD | 2338212 | PHP | 138979000 | 52178 |
| StoneX Financial, Inc. | USD | 590373 | PLN | 2199000 | 693 |
| StoneX Financial, Inc. | USD | 499765 | SEK | 4739000 | 320 |
| StoneX Financial, Inc. | AUD | 4121000 | CAD | 4010668 | (53887) |
| StoneX Financial, Inc. | AUD | 2560000 | CHF | 1426009 | (24705) |
| StoneX Financial, Inc. | AUD | 3301000 | CNH | 16244488 | (94379) |
| StoneX Financial, Inc. | AUD | 3192622 | EUR | 1976000 | (92245) |
| StoneX Financial, Inc. | AUD | 3703046 | GBP | 1982000 | (77876) |
| StoneX Financial, Inc. | AUD | 3313000 | JPY | 376233026 | (99648) |
| StoneX Financial, Inc. | AUD | 6912000 | NZD | 8355989 | (36072) |
| StoneX Financial, Inc. | AUD | 3121000 | USD | 2232577 | (97493) |
| StoneX Financial, Inc. | BRL | 6660000 | USD | 1266318 | (13027) |
| StoneX Financial, Inc. | CAD | 1046395 | EUR | 666000 | (17630) |
| StoneX Financial, Inc. | CAD | 3674493 | GBP | 2020000 | (28949) |
| StoneX Financial, Inc. | CAD | 2304000 | JPY | 269116877 | (41953) |
| StoneX Financial, Inc. | CHF | 998773 | CAD | 1747000 | (7567) |
| StoneX Financial, Inc. | CHF | 1629000 | CNH | 14399671 | (56606) |
| StoneX Financial, Inc. | CHF | 1356464 | EUR | 1508000 | (47803) |
| StoneX Financial, Inc. | CHF | 1032789 | GBP | 992000 | (20610) |
| StoneX Financial, Inc. | CHF | 1884000 | JPY | 384571786 | (72116) |
| StoneX Financial, Inc. | CHF | 1679000 | SEK | 19990571 | (7095) |
| StoneX Financial, Inc. | CHF | 1056000 | USD | 1370183 | (44662) |
| StoneX Financial, Inc. | CLP | 1659640000 | USD | 1856427 | (77491) |
| StoneX Financial, Inc. | CNH | 25730000 | EUR | 3244519 | (11316) |
| StoneX Financial, Inc. | CNH | 13687000 | JPY | 316240377 | (6582) |
| StoneX Financial, Inc. | CNH | 52604000 | USD | 7716024 | (57988) |
| StoneX Financial, Inc. | CZK | 104658233 | EUR | 4294000 | (41855) |
| StoneX Financial, Inc. | CZK | 30644000 | USD | 1459296 | (20824) |
| StoneX Financial, Inc. | DKK | 8932000 | USD | 1388786 | (10340) |
| StoneX Financial, Inc. | EUR | 2082000 | JPY | 382660524 | (8068) |
| StoneX Financial, Inc. | EUR | 1388000 | USD | 1616328 | (11325) |
| StoneX Financial, Inc. | GBP | 921000 | JPY | 195776777 | (17867) |
| StoneX Financial, Inc. | GBP | 1055000 | USD | 1416014 | (25151) |
| StoneX Financial, Inc. | HUF | 1375768622 | EUR | 3558000 | (2035) |
| StoneX Financial, Inc. | HUF | 436676000 | USD | 1300709 | (4611) |
| StoneX Financial, Inc. | ILS | 6272000 | USD | 2026102 | (35012) |
| StoneX Financial, Inc. | MXN | 38383000 | USD | 2157066 | (44172) |
| StoneX Financial, Inc. | NOK | 18801905 | CHF | 1555000 | (8450) |
| StoneX Financial, Inc. | NOK | 23045073 | EUR | 2064000 | (14282) |
| StoneX Financial, Inc. | NOK | 18047000 | JPY | 296534926 | (14034) |
| StoneX Financial, Inc. | NOK | 11952000 | USD | 1239395 | (13235) |
| StoneX Financial, Inc. | NZD | 2620000 | JPY | 246343325 | (55297) |
| StoneX Financial, Inc. | PLN | 3812000 | USD | 1039280 | (17062) |
| StoneX Financial, Inc. | SEK | 14749915 | CHF | 1248000 | (6185) |
| StoneX Financial, Inc. | SEK | 34097184 | EUR | 3204000 | (112186) |
| StoneX Financial, Inc. | SEK | 17047711 | GBP | 1384000 | (34019) |
| StoneX Financial, Inc. | SEK | 15367000 | JPY | 265015299 | (53754) |
| StoneX Financial, Inc. | SEK | 10700000 | USD | 1168720 | (41042) |
| StoneX Financial, Inc. | THB | 55280000 | USD | 1750372 | (63386) |
| StoneX Financial, Inc. | USD | 1035172 | CZK | 22061000 | (402) |
| StoneX Financial, Inc. | USD | 1269836 | DKK | 8254000 | (3977) |
| StoneX Financial, Inc. | USD | 2296415 | EUR | 1996000 | (11644) |
| StoneX Financial, Inc. | USD | 2785836 | THB | 91656000 | (11241) |
| StoneX Financial, Inc. | USD | 1664427 | TWD | 53267000 | (3628) |
| StoneX Financial, Inc. | ZAR | 46255257 | EUR | 2432000 | (105189) |
| StoneX Financial, Inc. | ZAR | 28370000 | USD | 1716792 | (69303) |
| **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | **Net Unrealized Appreciation (Depreciation)** | $(1362591) |
| 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 Yuan | CNH - Chinese Offshore Yuan | CNH - Chinese Offshore Yuan | CNH - Chinese Offshore Yuan | CNH - Chinese Offshore Yuan | CNH - Chinese Offshore Yuan |
| COP - Colombian Peso | COP - Colombian Peso | COP - Colombian Peso | COP - Colombian Peso | COP - Colombian Peso | COP - Colombian Peso |
| 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 March 31, 2026 (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 March 31, 2026:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **<u>Level 1</u>** | **<u>Level 2</u>** | **<u>Level 3</u>** | **<u>Total</u>** |
| **Assets:** | | | | |
| <u>Investments:</u> |  |  |  |  |
|  &nbsp;&nbsp;&nbsp;&nbsp;Common Stocks | $102393008 | $– | $– | $102393008 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Exchange Traded Funds | 14766599 | – | – | 14766599 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Investment Companies | 549596 | – | – | 549596 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Real Estate Investment Trusts | 1690358 | – | – | 1690358 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Purchased Options | – | 461035 | – | 461035 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 13329535 | – | – | 13329535 |
| Total Investments | $132729096 | $461035 | $– | $133190131 |
| <u>Other Financial Instruments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts \* | $2188440 | $– | $– | $2188440 |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts \* | – | 584685 | – | 584685 |
| Total Other Financial Instruments | $2188440 | $584685 | $– | $2773125 |
| **Liabilities:** |  |  |  |  |
| <u>Investments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Common Stocks | $(35222589) | $– | $– | $(35222589) |
| &nbsp;&nbsp;&nbsp;&nbsp;Real Estate Investment Trusts | (2069962) | – | – | (2069962) |
| &nbsp;&nbsp;&nbsp;&nbsp;Written Options | – | (156459) | – | (156459) |
| Total Investments | $(37292551) | $(156459) | $– | $(37449010) |
| <u>Other Financial Instruments:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts \* | $– | $(1947276) | $– | $(1947276) |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts \* | (1578175) | – | – | (1578175) |
| Total Other Financial Instruments | $(1578175) | $(1947276) | $– | $(3525451) |
| \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. | \* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of March 31, 2026. |
| Refer to the Consolidated Schedule of Investments and the Consolidated Schedule of Securities Sold Short for further disaggregation of investment categories. | Refer to the Consolidated Schedule of Investments and the Consolidated Schedule of Securities Sold Short for further disaggregation of investment categories. | Refer to the Consolidated Schedule of Investments and the Consolidated Schedule of Securities Sold Short for further disaggregation of investment categories. | Refer to the Consolidated Schedule of Investments and the Consolidated Schedule of Securities Sold Short for further disaggregation of investment categories. | Refer to the Consolidated Schedule of Investments and the Consolidated Schedule of Securities Sold Short for further disaggregation of investment categories. |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Milwaukee

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53204

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

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

- **a. Name of Series:** 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:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $179547001.12

**Total Liabilities:** $39572469.83

**Net Assets:** $139974531.29

**Amount of Assets Invested in Other Investment Companies:** $4701562.66

**Cash Not Reported:** $43989557.73

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -31929.017183000000 | **1-Year:** -6707.761991000000 | **5-Year:** -961.578389000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000243260 | 8.44%                | 6.07%                | -5.67%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-545157.32              | $8980951.69                                |
| Month 2  | $-1161352.06             | $7888940.47                                |
| Month 3  | $138087.60               | $-5301893.49                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                           | Title                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Nextpower Inc                  | Nextpower Inc                                          | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5756 | NS      | $693885.80    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp          | Norfolk Southern Corp                                  | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      2950 | NS      | $846650.00    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp          | Northrop Grumman Corp                                  | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      1608 | NS      | $1097041.92   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | KRW/USD FWD 20260617                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $54025.22     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| General Mills Inc              | General Mills Inc                                      | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Short            | EC               | CORP              | US        |    -12278 | NS      | $-456987.16   | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EUR/SEK FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-112186.38   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc     | CF Industries Holdings Inc                             | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      3775 | NS      | $490146.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc      | CH Robinson Worldwide Inc                              | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      4522 | NS      | $750968.54    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                   | Centene Corp                                           | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Short            | EC               | CORP              | US        |    -11878 | NS      | $-388885.72   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp            | Centrus Energy Corp                                    | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |      3519 | NS      | $610863.21    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EUR/USD FWD 20260617                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-11643.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20260617                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-11325.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Lundin Mining Corp             | Lundin Mining Corp                                     | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Long             | EC               | CORP              | CA        |     42145 | NS      | $1047622.84   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc         | IDEXX Laboratories Inc                                 | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       766 | NS      | $430407.74    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                   | Illumina Inc                                           | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      3166 | NS      | $390241.16    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                  | Ingredion Inc                                          | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Short            | EC               | CORP              | US        |     -8206 | NS      | $-924487.96   | -0.66%            |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc           | Invitation Homes Inc                                   | CUSIP: 46187W107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -20935 | NS      | $-520234.75   | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc          | Lumentum Holdings Inc                                  | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      4582 | NS      | $3220046.32   | 2.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc       | Marsh & McLennan Cos Inc                               | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Short            | EC               | CORP              | US        |     -4078 | NS      | $-707329.10   | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV   | LyondellBasell Industries NV                           | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | US        |      5165 | NS      | $416092.40    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc           | BWX Technologies Inc                                   | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      4216 | NS      | $862129.84    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                    | CDW Corp/DE                                            | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Short            | EC               | CORP              | US        |     -5405 | NS      | $-654113.10   | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc            | Cal-Maine Foods Inc                                    | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Short            | EC               | CORP              | US        |     -4105 | NS      | $-324910.75   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Cameco Corp                    | Cameco Corp                                            | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |      5715 | NS      | $620706.15    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co   | Canadian National Railway Co                           | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      4735 | NS      | $486615.95    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Kansas City L | Canadian Pacific Kansas City Ltd                       | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      5941 | NS      | $467319.06    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp      | Carpenter Technology Corp                              | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      5322 | NS      | $2097666.30   | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                        | GSK PLC                                                | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     12902 | NS      | $712061.38    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc       | Granite Construction Inc                               | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |      5235 | NS      | $627571.80    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                   | Griffon Corp                                           | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      5771 | NS      | $419436.28    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Bank Ltd                  | HDFC Bank Ltd                                          | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Short            | EC               | CORP              | IN        |    -20567 | NS      | $-511706.96   | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                 | Halliburton Co                                         | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     16181 | NS      | $630897.19    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                 | Hershey Co/The                                         | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      3179 | NS      | $660882.31    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                        | AZZ Inc                                                | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     16194 | NS      | $2026355.22   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                        | ATI Inc                                                | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      3794 | NS      | $551875.24    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp              | Hormel Foods Corp                                      | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Short            | EC               | CORP              | US        |    -15360 | NS      | $-347904.00   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries  | Huntington Ingalls Industries Inc                      | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      2317 | NS      | $880228.30    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Digital Corp           | Applied Digital Corp                                   | CUSIP: 038169207<br>LEI: 2549004NE2B6RYXINZ02 | Long             | EC               | CORP              | US        |     13165 | NS      | $312537.10    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co      | Archer-Daniels-Midland Co                              | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      9750 | NS      | $708727.50    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ICICI Bank Ltd                 | ICICI Bank Ltd                                         | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Short            | EC               | CORP              | IN        |    -29128 | NS      | $-754415.20   | -0.54%            |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                       | KLA Corp                                               | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       517 | NS      | $761235.97    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries Inc | Armstrong World Industries Inc                         | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |       798 | NS      | $131510.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmus Filtration Technologies  | Atmus Filtration Technologies Inc                      | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12726 | NS      | $722455.02    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc      | Keysight Technologies Inc                              | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      2548 | NS      | $719478.76    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp            | Kimberly-Clark Corp                                    | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Short            | EC               | CORP              | US        |     -6914 | NS      | $-666993.58   | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                     | Kirby Corp                                             | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      6272 | NS      | $833423.36    | 0.60%             |  |  |  | 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      | $1060724.16   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc  | Automatic Data Processing Inc                          | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Short            | EC               | CORP              | US        |     -2980 | NS      | $-605476.40   | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                   | Balchem Corp                                           | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |      3877 | NS      | $657073.96    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The             | Kraft Heinz Co/The                                     | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Short            | EC               | CORP              | US        |    -20495 | NS      | $-460932.55   | -0.33%            |  |  |  | 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      | $1280814.15   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                       | LKQ Corp                                               | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Short            | EC               | CORP              | US        |     -7902 | NS      | $-232081.74   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc      | L3Harris Technologies Inc                              | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      3107 | NS      | $1072381.05   | 0.77%             |  |  |  | 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      | $1300810.08   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co          | Becton Dickinson & Co                                  | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      3943 | NS      | $619957.89    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc         | Berkshire Hathaway Inc                                 | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Short            | EC               | CORP              | US        |      -443 | NS      | $-212285.60   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                  | BHP Group Ltd                                          | CUSIP: 088606108<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     10854 | NS      | $789519.96    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp              | Lam Research Corp                                      | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      5257 | NS      | $1123210.62   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo DRS Inc               | Leonardo DRS Inc                                       | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |      7686 | NS      | $342180.72    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc            | Cheniere Energy Inc                                    | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      2058 | NS      | $583978.08    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                     | Biogen Inc                                             | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      3544 | NS      | $649721.52    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp              | Bloom Energy Corp                                      | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |      8776 | NS      | $1189060.24   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc     | Chipotle Mexican Grill Inc                             | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Short            | EC               | CORP              | US        |    -16348 | NS      | $-523299.48   | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                    | Cintas Corp                                            | CUSIP: 172908105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2998 | NS      | $-507081.72   | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty For | Liberty Media Corp-Liberty Formula One                 | CUSIP: 531229755<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -6036 | NS      | $-513180.72   | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Kering SA                      | Kering SA                                              | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | EC               | CORP              | FR        |      1502 | NS      | $444075.58    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                  | Boeing Co/The                                          | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      2249 | NS      | $447618.47    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co        | Arthur J Gallagher & Co                                | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Short            | EC               | CORP              | US        |     -2395 | NS      | $-518709.10   | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc              | Clean Harbors Inc                                      | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      3694 | NS      | $1059180.62   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG    | Bayerische Motoren Werke AG                            | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               | CORP              | DE        |      2467 | NS      | $221714.48    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd         | Arch Capital Group Ltd                                 | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |     10528 | NS      | $1010582.72   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                     | Nucor Corp                                             | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      3262 | NS      | $551604.20    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                    | NVIDIA Corp                                            | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      4362 | NS      | $760732.80    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Bitdeer Technologies Group     | Bitdeer Technologies Group                             | CUSIP: N/A<br>LEI: 2549007M2KGWVJ9XFP20       | Long             | EC               | CORP              | SG        |      2651 | NS      | $22931.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                    | Nutrien Ltd                                            | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      8983 | NS      | $677857.18    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc        | O'Reilly Automotive Inc                                | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Short            | EC               | CORP              | US        |     -7326 | NS      | $-676263.06   | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc         | Ormat Technologies Inc                                 | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      6334 | NS      | $708901.28    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                    | Paychex Inc                                            | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Short            | EC               | CORP              | US        |     -5727 | NS      | $-527571.24   | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc            | Paycom Software Inc                                    | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Short            | EC               | CORP              | US        |     -3169 | NS      | $-385160.26   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc            | PayPal Holdings Inc                                    | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Short            | EC               | CORP              | US        |    -12714 | NS      | $-575054.22   | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                    | PepsiCo Inc                                            | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      4623 | NS      | $717905.67    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                     | Pfizer Inc                                             | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     19986 | NS      | $561206.88    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The           | Progressive Corp/The                                   | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Short            | EC               | CORP              | US        |     -3316 | NS      | $-657363.84   | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc       | Prudential Financial Inc                               | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Short            | EC               | CORP              | US        |     -5169 | NS      | $-504959.61   | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc       | Prudential Financial Inc                               | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      2134 | NS      | $208470.46    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                 | Public Storage                                         | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      2075 | NS      | $562076.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc            | Quanta Services Inc                                    | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      1769 | NS      | $971216.38    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc    | Raymond James Financial Inc                            | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Short            | EC               | CORP              | US        |     -2359 | NS      | $-341559.61   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Inc               | RBC Bearings Inc                                       | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1695 | NS      | $920588.40    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-SCHATZ FUT   Jun26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -82 | NC      | $92793.06     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EUR/ZAR FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-105189.36   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FED FUND 30DAY    Aug26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -60 | NC      | $16637.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | FED FUND 30DAY    Nov26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -33 | NC      | $43517.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NU Holdings Ltd/Cayman Islands | NU Holdings Ltd/Cayman Islands                         | CUSIP: N/A<br>LEI: 5493002DG1RHWK9W2X27       | Long             | EC               | CORP              | BR        |     14440 | NS      | $207502.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC             | nVent Electric PLC                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      9126 | NS      | $1079423.28   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Ltd                  | Golar LNG Ltd                                          | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | EC               | CORP              | BM        |     19246 | NS      | $1041401.06   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | GBP/JPY FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-17866.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GBP/NOK FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $11316.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GBP/SEK FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-34019.31    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GBP/USD FWD 20260617                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-25151.38    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GOLD 100 OZ FUTR  Jun26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         5 | NC      | $75626.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                | Bunge Global SA                                        | CUSIP: N/A<br>LEI: 254900IVXSV9K0B7PO26       | Long             | EC               | CORP              | US        |      5220 | NS      | $663984.00    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | HUF/USD FWD 20260617                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4610.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | iBoxx iSh $HY Fut Jun26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        11 | NC      | $-28702.08    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Euro-BTP Future   Jun26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -11 | NC      | $1357.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | JPY/NOK FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-14033.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JPY/NZD FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-55296.78    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | Euro-OAT Future   Jun26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -12 | NC      | $9223.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-BOBL FUTURE  Jun26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -27 | NC      | $48545.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Ferrari NV                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -17 | NC      | $-6162.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | Ferrari NV                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        17 | NC      | $41310.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EURO-BUND FUTURE  Jun26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -20 | NC      | $65379.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-BUXL 30Y BND Jun26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -8 | NC      | $13800.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | GASOLINE RBOB FUT May26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         5 | NC      | $94897.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CAD/GBP FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-28948.54    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/JPY FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-41953.26    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/NZD FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $22869.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/USD FWD 20260617                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $50394.42     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis Inc                     | Zoetis Inc                                             | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Short            | EC               | CORP              | US        |     -5731 | NS      | $-677461.51   | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc                    | Zscaler Inc                                            | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Short            | EC               | CORP              | US        |      -775 | NS      | $-108724.75   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | S&P 500 Annl Div  Dec26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       356 | NC      | $113916.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | S&P 500 Annl Div  Dec27                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       164 | NC      | $-54878.03    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Short Euro-BTP Fu Jun26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -85 | NC      | $70233.15     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SX5E Dividend Fut Dec27                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        85 | NC      | $105330.37    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SX5E Dividend Fut Dec28                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        98 | NC      | $-18623.30    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | RAPESEED  EURO    May26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | FR        |        21 | NC      | $24667.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NZD/USD FWD 20260617                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $29648.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | OAT FUTURE        May26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         9 | NC      | $-4451.16     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ON Semiconductor Corp                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        64 | NC      | $47520.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | TSR20 FOB FUT SCE Jun26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | SG        |       103 | NC      | $38707.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Occidental Petroleum Corp                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        72 | NC      | $115020.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | Occidental Petroleum Corp                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -72 | NC      | $-5724.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ROUGH RICE (CBOT) May26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -40 | NC      | $-68206.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SEK/USD FWD 20260617                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-41041.95    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SILVER FUTURE     May26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         4 | NC      | $-333538.48   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Three-Month SARON Mar27                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -90 | NC      | $6355.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Three-Month SARON Sep27                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -67 | NC      | $1868.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | THB/USD FWD 20260617                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-63386.13    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | THB/USD FWD 20260617                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-11240.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AGCO Corp                      | AGCO Corp                                              | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      3619 | NS      | $419333.53    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories            | Abbott Laboratories                                    | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Short            | EC               | CORP              | US        |     -5701 | NS      | $-585321.67   | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                      | Adobe Inc                                              | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Short            | EC               | CORP              | US        |     -1775 | NS      | $-431467.00   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc     | Advanced Micro Devices Inc                             | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      2325 | NS      | $472974.75    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc  | Advanced Drainage Systems Inc                          | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |      2407 | NS      | $330071.91    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc       | Agilent Technologies Inc                               | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Short            | EC               | CORP              | US        |     -2702 | NS      | $-307973.96   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd         | Agnico Eagle Mines Ltd                                 | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      8180 | NS      | $1660376.40   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                         | BP PLC                                                 | CUSIP: 055622104<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     21366 | NS      | $1004202.00   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp              | Brown-Forman Corp                                      | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Short            | EC               | CORP              | US        |    -14363 | NS      | $-379757.72   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp/DE              | Brunswick Corp/DE                                      | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      5412 | NS      | $393777.12    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 3YR NOTE (CBT) Jun26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -24 | NC      | $-7545.51     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Autodesk Inc                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -11 | NC      | $-16610.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | Autodesk Inc                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        11 | NC      | $26180.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/CAD FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-53887.17    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/CHF FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-24705.40    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/CNH FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-94378.49    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BRL/USD FWD 20260617                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-13026.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/CHF FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-7566.83     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/CNH FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $74931.36     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/EUR FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-17630.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/CNH FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $16287.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/CNH FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-56606.08    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/EUR FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-47802.62    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/GBP FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-20610.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/JPY FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-72115.65    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/NOK FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-8450.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/SEK FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-7095.41     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/SEK FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-6184.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/USD FWD 20260617                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-44661.49    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/USD FWD 20260617                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $6166.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CLP/USD FWD 20260617                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-77491.40    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CNH/EUR FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-11315.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CNH/GBP FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $20591.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CNH/JPY FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-6582.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CNH/SGD FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $42752.95     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CNH/USD FWD 20260617                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-57987.87    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BRENT CRUDE FUTR  Jun26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         6 | NC      | $-83.28       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ConocoPhillips                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        43 | NC      | $68477.50     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CATTLE FEEDER FUT May26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        10 | NC      | $82136.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | UK Natural Gas FutMay26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $-10098.27    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 5YR NOTE (CBT) Jun26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -33 | NC      | $-3903.31     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                  | Accenture PLC                                          | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Short            | EC               | CORP              | IE        |     -2185 | NS      | $-433263.65   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 90-DAY BANK BILL  Mar27                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |      -141 | NC      | $153207.83    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 90-DAY BANK BILL  Sep27                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |      -126 | NC      | $103613.07    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COFFEE 'C' FUTURE May26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         3 | NC      | $1447.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CANOLA FUTR (WCE) May26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | CA        |        24 | NC      | $-883.12      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SUGAR #11 (WORLD) May26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -44 | NC      | $-100263.68   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 2YR NOTE (CBT) Jun26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -29 | NC      | $27087.73     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | TWD/USD FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3627.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | US 10YR NOTE (CBT)Jun26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -17 | NC      | $-11533.97    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | TTF NAT GAS F     May26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | NL        |         5 | NC      | $-7330.94     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | United Parcel Service Inc                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        32 | NC      | $17520.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | United Parcel Service Inc                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -32 | NC      | $-24720.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CBOE VIX FUTURE   Apr26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3232.15     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 10yr Ultra Fut Jun26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -5 | NC      | $-1034.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CAN 5YR BOND FUT  Jun26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |       -13 | NC      | $-3686.43     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUST 3YR BOND FUT Jun26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |      -101 | NC      | $18263.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                         | RWE AG                                                 | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |     22359 | NS      | $1485962.81   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc         | T Rowe Price Group Inc                                 | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Short            | EC               | CORP              | US        |     -3354 | NS      | $-302329.56   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                  | Rio Tinto PLC                                          | CUSIP: 767204100<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     10937 | NS      | $1020312.73   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc        | Rockwell Automation Inc                                | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      1426 | NS      | $511762.88    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc         | Roper Technologies Inc                                 | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Short            | EC               | CORP              | US        |     -1491 | NS      | $-527605.26   | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                | Ross Stores Inc                                        | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      5776 | NS      | $1251254.88   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street SPDR Bloomberg Co | State Street SPDR Bloomberg Convertible Securities ETF | CUSIP: 78464A359<br>LEI: 549300IXKU3G7R6DMX93 | Long             | EC               | RF                | US        |     18371 | NS      | $1681313.92   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                      | Sanofi SA                                              | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Short            | EC               | CORP              | FR        |    -13791 | NS      | $-664450.38   | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                         | SAP SE                                                 | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Short            | EC               | CORP              | DE        |     -2779 | NS      | $-475792.59   | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc            | Silgan Holdings Inc                                    | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Short            | EC               | CORP              | US        |    -15446 | NS      | $-599304.80   | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                | Sony Group Corp                                        | CUSIP: 835699307<br>LEI: 529900R5WX9N2OI2N910 | Short            | EC               | CORP              | JP        |    -31063 | NS      | $-643004.10   | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp           | Southern Copper Corp                                   | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      5178 | NS      | $890864.57    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc             | Steel Dynamics Inc                                     | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      3654 | NS      | $657720.00    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                   | Stryker Corp                                           | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Short            | EC               | CORP              | US        |      -454 | NS      | $-149179.86   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc              | Suncor Energy Inc                                      | CUSIP: 867224107<br>LEI: 894500XO86FKXQGPYV71 | Long             | EC               | CORP              | CA        |     16860 | NS      | $1114614.60   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                        | ITT Inc                                                | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      6296 | NS      | $1199576.88   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares TIPS Bond ETF          | iShares TIPS Bond ETF                                  | CUSIP: 464287176<br>LEI: 549300EHD1VQKMRQ0829 | Long             | EC               | RF                | US        |     19159 | NS      | $2114387.24   | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Preferred and Income S | iShares Preferred and Income Securities ETF            | CUSIP: 464288687<br>LEI: 549300YX74JNY54XCY80 | Long             | EC               | RF                | US        |     40663 | NS      | $1232902.16   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| JD.com Inc                     | JD.com Inc                                             | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Short            | EC               | CORP              | CN        |    -24372 | NS      | $-720680.04   | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                     | Sysco Corp                                             | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     10717 | NS      | $764443.61    | 0.55%             |  |  |  | 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      | $549596.57    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC            | TE Connectivity PLC                                    | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |      2541 | NS      | $531119.82    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc            | Scorpio Tankers Inc                                    | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | EC               | CORP              | MC        |      6567 | NS      | $490292.22    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | USD/ZAR FWD 20260617                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-69302.56    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | US LONG BOND(CBT) Jun26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -11 | NC      | $39832.21     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WHEAT FUTURE(CBT) May26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -4 | NC      | $-12870.60    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US ULTRA BOND CBT Jun26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -5 | NC      | $19199.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamos Gold Inc                | Alamos Gold Inc                                        | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |     17560 | NS      | $780190.80    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                 | Albemarle Corp                                         | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      2764 | NS      | $496220.92    | 0.35%             |  |  |  | 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      | $-324568.64   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources  | Alpha Metallurgical Resources Inc                      | CUSIP: 020764106<br>LEI: 254900VEBGZO2PY8R678 | Long             | EC               | CORP              | US        |      1494 | NS      | $306673.38    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                     | Diageo PLC                                             | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Short            | EC               | CORP              | GB        |     -8980 | NS      | $-165313.85   | -0.12%            |  |  |  | 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      | $943855.64    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co            | American Express Co                                    | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Short            | EC               | CORP              | US        |      -627 | NS      | $-189654.96   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp            | American Tower Corp                                    | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Short            | EC               | CORP              | US        |     -3043 | NS      | $-525160.94   | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc            | Elevance Health Inc                                    | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Short            | EC               | CORP              | US        |      -323 | NS      | $-94558.25    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                | CVS Health Corp                                        | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      8683 | NS      | $623613.06    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc               | Clear Secure Inc                                       | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11376 | NS      | $550712.16    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                 | Cloudflare Inc                                         | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |      1293 | NS      | $266797.62    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                  | Coherent Corp                                          | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      3393 | NS      | $808246.53    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc             | Conagra Brands Inc                                     | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Short            | EC               | CORP              | US        |    -21385 | NS      | $-336172.20   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc       | Constellation Brands Inc                               | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Short            | EC               | CORP              | US        |     -3739 | NS      | $-560850.00   | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                     | Copart Inc                                             | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Short            | EC               | CORP              | US        |    -16441 | NS      | $-545841.20   | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources Inc     | Core Natural Resources Inc                             | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      2873 | NS      | $300889.29    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                    | Corteva Inc                                            | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     13371 | NS      | $1119286.41   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc               | Crown Castle Inc                                       | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Short            | EC               | CORP              | US        |     -8609 | NS      | $-699997.79   | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc             | Crown Holdings Inc                                     | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      4492 | NS      | $450323.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG         | Mercedes-Benz Group AG                                 | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |      6795 | NS      | $410174.04    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc  | Martin Marietta Materials Inc                          | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       780 | NS      | $459170.40    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUD/EUR FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-92245.03    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/GBP FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-77876.11    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Danaher Corp                   | Danaher Corp                                           | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       437 | NS      | $82855.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp              | Devon Energy Corp                                      | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     14865 | NS      | $748006.80    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The             | Walt Disney Co/The                                     | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Short            | EC               | CORP              | US        |     -5337 | NS      | $-514380.06   | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                       | EQT Corp                                               | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      8770 | NS      | $558122.80    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                     | MasTec Inc                                             | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      3405 | NS      | $1095524.70   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                 | Mastercard Inc                                         | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Short            | EC               | CORP              | US        |     -1381 | NS      | $-690030.46   | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD          | McCormick & Co Inc/MD                                  | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Short            | EC               | CORP              | US        |    -11124 | NS      | $-561094.56   | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                 | Merck & Co Inc                                         | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      6458 | NS      | $776832.82    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                    | MetLife Inc                                            | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Short            | EC               | CORP              | US        |    -10139 | NS      | $-717030.08   | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc          | Micron Technology Inc                                  | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      3684 | NS      | $1244602.56   | 0.89%             |  |  |  | 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      | $1446032.15   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc   | Thermo Fisher Scientific Inc                           | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       428 | NS      | $210374.84    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Thomson Reuters Corp           | Thomson Reuters Corp                                   | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Short            | EC               | CORP              | CA        |     -4534 | NS      | $-407969.32   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                  | Medtronic PLC                                          | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Short            | EC               | CORP              | IE        |     -1767 | NS      | $-153110.55   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SLB Ltd                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       119 | NC      | $96092.50     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/JPY FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-99648.02    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/NZD FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-36071.99    | -0.03%            |  |  |  | No            |                  2 | 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      | $1256877.33   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MBS ETF                | iShares MBS ETF                                        | CUSIP: 464288588<br>LEI: 549300M0TH0IE2E6RP07 | Long             | EC               | RF                | US        |     11439 | NS      | $1086133.05   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| IREN Ltd                       | IREN Ltd                                               | CUSIP: N/A<br>LEI: 254900FZF02RB3NNGB71       | Long             | EC               | CORP              | AU        |     15434 | NS      | $529077.52    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                     | Ecolab Inc                                             | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      3706 | NS      | $985870.12    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp      | Edwards Lifesciences Corp                              | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      9616 | NS      | $770049.28    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Embraer SA                     | Embraer SA                                             | CUSIP: 29082A107<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |     14550 | NS      | $863397.00    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                    | Equinor ASA                                            | CUSIP: 29446M102<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     13924 | NS      | $587592.80    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc        | Essential Utilities Inc                                | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     15204 | NS      | $612265.08    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc       | Ferguson Enterprises Inc                               | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |      2187 | NS      | $510139.62    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information  | Fidelity National Information Services Inc             | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Short            | EC               | CORP              | US        |    -10430 | NS      | $-489271.30   | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund             | CUSIP: 31846V336<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |  12629535 | NS      | $12629535.45  | 9.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                     | Fiserv Inc                                             | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Short            | EC               | CORP              | US        |     -7009 | NS      | $-391102.20   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                      | GATX Corp                                              | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      4789 | NS      | $817673.86    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy Digital Inc             | Galaxy Digital Inc                                     | CUSIP: 36317J209<br>LEI: 9845001C4070E5N07806 | Long             | EC               | CORP              | US        |      4159 | NS      | $76733.55     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                 | GE Vernova Inc                                         | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       839 | NS      | $732363.10    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp          | General Dynamics Corp                                  | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      2686 | NS      | $921888.92    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Veolia Environnement SA        | Veolia Environnement SA                                | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |     21406 | NS      | $805530.54    | 0.58%             |  |  |  | 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      | $4241754.00   | 3.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp              | MP Materials Corp                                      | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |     15317 | NS      | $739198.42    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                 | Microsoft Corp                                         | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Short            | EC               | CORP              | US        |     -1525 | NS      | $-564509.25   | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc     | Mondelez International Inc                             | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Short            | EC               | CORP              | US        |     -5044 | NS      | $-290736.16   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp          | Monster Beverage Corp                                  | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     10239 | NS      | $741917.94    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                  | Mosaic Co/The                                          | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      8209 | NS      | $209329.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                    | Netflix Inc                                            | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Short            | EC               | CORP              | US        |     -3499 | NS      | $-336428.85   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| NetEase Inc                    | NetEase Inc                                            | CUSIP: 64110W102<br>LEI: 5299004AF4DSJDB0PA32 | Short            | EC               | CORP              | CN        |     -1931 | NS      | $-216156.14   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc             | NextEra Energy Inc                                     | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      8968 | NS      | $832947.84    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| NexGen Energy Ltd              | NexGen Energy Ltd                                      | CUSIP: 65340P106<br>LEI: 529900N0IXNXB3IP7F06 | Long             | EC               | CORP              | CA        |     37542 | NS      | $435487.20    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                      | Nestle SA                                              | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Short            | EC               | CORP              | CH        |     -1402 | NS      | $-136823.89   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                | T-Mobile US Inc                                        | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Short            | EC               | CORP              | US        |     -2193 | NS      | $-460595.79   | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Ltd             | Teck Resources Ltd                                     | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |      8080 | NS      | $418140.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                     | Tenaris SA                                             | CUSIP: 88031M109<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |     12075 | NS      | $702523.50    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The      | Toronto-Dominion Bank/The                              | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |     10055 | NS      | $938232.05    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc            | TransDigm Group Inc                                    | CUSIP: 893641100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -506 | NS      | $-586433.76   | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                | Tyson Foods Inc                                        | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     10435 | NS      | $668570.45    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| UL Solutions Inc               | UL Solutions Inc                                       | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |      6264 | NS      | $536887.44    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc             | United Rentals Inc                                     | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       263 | NS      | $191611.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vale SA                        | Vale SA                                                | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |     53646 | NS      | $853507.86    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc         | Valmont Industries Inc                                 | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      2535 | NS      | $1012909.95   | 0.72%             |  |  |  | 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      | $2023446.02   | 1.45%             |  |  |  | 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      | $1129785.75   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc           | Verisk Analytics Inc                                   | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Short            | EC               | CORP              | US        |     -2291 | NS      | $-434717.25   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                       | Visa Inc                                               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Short            | EC               | CORP              | US        |     -2019 | NS      | $-610222.56   | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc           | Warrior Met Coal Inc                                   | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      5744 | NS      | $535053.60    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections Inc          | Waste Connections Inc                                  | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Short            | EC               | CORP              | CA        |     -5055 | NS      | $-821134.20   | -0.59%            |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp           | Western Digital Corp                                   | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      9418 | NS      | $2547474.82   | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUD/USD FWD 20260617                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-97492.81    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INT'L ARABICA COF Sep26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | BR        |        10 | NC      | $-23882.36    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                       | Vinci SA                                               | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |      6767 | NS      | $1000742.54   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Liquide SA                 | Air Liquide SA                                         | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Short            | EC               | CORP              | FR        |     -1247 | NS      | $-255635.72   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CORN FUTURE       May26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -11 | NC      | $-9681.65     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MILL WHEAT EURO   May26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | FR        |       -26 | NC      | $-18833.73    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WTI CRUDE FUTURE  May26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         6 | NC      | $35852.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CAN 10YR BOND FUT Jun26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |        -6 | NC      | $-1143.66     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ConocoPhillips                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -43 | NC      | $-17415.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | COP/USD FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $7923.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | 3M CORRA Futures  Mar27                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |       -85 | NC      | $3442.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3M CORRA Futures  Sep27                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |       -69 | NC      | $-31815.87    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Corn Future (BMF) May26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | BR        |      -232 | NC      | $-14448.31    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COTTON NO.2 FUTR  May26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -20 | NC      | $-59702.40    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CAN 2YR BOND FUT  Jun26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |      -112 | NC      | $-36595.34    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CZK/EUR FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-41854.64    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corp         | Boston Scientific Corp                                 | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Short            | EC               | CORP              | US        |     -7441 | NS      | $-466922.75   | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Bombardier Inc                 | Bombardier Inc                                         | CUSIP: 097751861<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | EC               | CORP              | CA        |      6105 | NS      | $1076243.85   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CZK/USD FWD 20260617                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-20824.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CZK/USD FWD 20260617                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-395.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | MILK FUTURE       Apr26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -18 | NC      | $2167.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | DKK/USD FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3977.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DKK/USD FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-10339.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WHEAT FUTURE-SAF  Jul26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | ZA        |      -238 | NC      | $-98331.33    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EUR/GBP FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $24493.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/HUF FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2035.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/JPY FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-8068.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/NOK FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-14281.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Realty Income Corp             | Realty Income Corp                                     | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     18442 | NS      | $1128281.56   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EUR/PLN FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $36867.98     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE               | TotalEnergies SE                                       | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |     12025 | NS      | $1094034.50   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LONG GILT FUTURE  Jun26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -8 | NC      | $-1716.23     | -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      | $279128.68    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc  | Regeneron Pharmaceuticals Inc                          | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       596 | NS      | $460493.44    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc          | Republic Services Inc                                  | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Short            | EC               | CORP              | US        |     -2725 | NS      | $-596829.50   | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands Internationa | Restaurant Brands International Inc                    | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | US        |      8101 | NS      | $598663.90    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | iBoxx iSh $IG Fut Jun26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -1 | NC      | $-1009.08     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ICE 3MTH SONIA FU Sep27                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -44 | NC      | $73090.99     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ICE 3MTH SONIA FU Sep28                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -40 | NC      | $2008.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COPPER FUTURE     May26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         4 | NC      | $-42868.48    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | IDR/USD FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $15835.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ILS/USD FWD 20260617                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-35012.45    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | INR/USD FWD 20260617                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $76732.04     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JPN 10Y BOND(OSE) Jun26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |        -7 | NC      | $72570.77     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | JPY/SEK FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-53753.60    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JPY/USD FWD 20260617                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3816.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CRUDE PALM OIL FU Jun26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | MY        |        22 | NC      | $39967.79     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | KC HRW WHEAT FUT  May26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         3 | NC      | $2347.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME PRI ALUM FUTR Jun26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        20 | NC      | $187623.05    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Lumber Future     May26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -36 | NC      | $-27467.51    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LIVE CATTLE FUTR  Jun26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        19 | NC      | $86542.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Linde PLC                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        13 | NC      | $36790.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | Linde PLC                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -13 | NC      | $-26065.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | LME LEAD FUTURE   Jun26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -15 | NC      | $29932.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL FUTURE Jun26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         6 | NC      | $-13769.46    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME COPPER FUTURE Jun26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         6 | NC      | $-83975.54    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | INT'L LIVE CATTLE May26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | BR        |        57 | NC      | $46765.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME TIN FUTURE    Jun26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         5 | NC      | $-77919.55    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC FUTURE   Jun26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        11 | NC      | $-27941.76    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Frontline PLC                  | Frontline PLC                                          | CUSIP: N/A<br>LEI: 5493004BCIKYU1YL3H63       | Long             | EC               | CORP              | NO        |     18109 | NS      | $631279.74    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MIAX Red Wheat FutMay26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         2 | NC      | $282.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MXN/USD FWD 20260617                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-44172.16    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NOK/USD FWD 20260617                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-13235.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ON Semiconductor Corp                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -64 | NC      | $-31680.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PALLADIUM FUTURE  Jun26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         3 | NC      | $-114823.86   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | PHP/USD FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $52177.59     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PLATINUM FUTURE   Jul26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        10 | NC      | $41928.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | PLN/USD FWD 20260617                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-17061.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PLN/USD FWD 20260617                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $693.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | Low Su Gasoil G   May26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         7 | NC      | $34272.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WHITE SUGAR (ICE) Aug26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -29 | NC      | $1633.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | IODEX IO FUT      Apr26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | SG        |        81 | NC      | $47259.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ESTX SelDiv30 F   Jun26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        99 | NC      | $-37187.82    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Sep28                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -27 | NC      | $-7202.79     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Sep27                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -54 | NC      | $8544.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SLB Ltd                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -119 | NC      | $-18207.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | WHITE MAIZE-SAF   Jul26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | ZA        |       -33 | NC      | $-43091.85    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUST 10Y BOND FUT Jun26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |       -37 | NC      | $3177.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | YELLOW MAIZE-SAF  Jul26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | ZA        |       -32 | NC      | $-55443.02    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc    | American Water Works Co Inc                            | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Short            | EC               | CORP              | US        |     -5435 | NS      | $-739649.15   | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev SA/NV     | Anheuser-Busch InBev SA/NV                             | CUSIP: 03524A108<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |      9971 | NS      | $691688.27    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                | WW Grainger Inc                                        | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       838 | NS      | $914098.78    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                    | Workday Inc                                            | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Short            | EC               | CORP              | US        |     -3126 | NS      | $-406129.92   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                   | Xylem Inc/NY                                           | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Short            | EC               | CORP              | US        |     -2608 | NS      | $-311656.00   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc     | Zimmer Biomet Holdings Inc                             | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Short            | EC               | CORP              | US        |     -6392 | NS      | $-577964.64   | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN OIL FUTR  May26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        14 | NC      | $82079.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Sep27                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -72 | NC      | $56625.59     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Sep28                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -59 | NC      | $14247.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglogold Ashanti Plc          | Anglogold Ashanti Plc                                  | CUSIP: N/A<br>LEI: 2138005YDSA7A82RNU96       | Long             | EC               | CORP              | GB        |     14472 | NS      | $1408993.92   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                        | Aon PLC                                                | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Short            | EC               | CORP              | GB        |     -2122 | NS      | $-684939.16   | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NY Harb ULSD Fut  May26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         5 | NC      | $94834.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO TONA OSE      Jun26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |        43 | NC      | $-856.63      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NATURAL GAS FUTR  May26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         2 | NC      | $210.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NOK/SEK FWD 20260415                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $36762.97     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SOYBEAN FUTURE    May26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        22 | NC      | $-4263.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN MEAL FUTR May26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -10 | NC      | $-8151.50     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN FUTURE    May26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | ZA        |       -21 | NC      | $-58835.85    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NEW ZEAL 3MO BILL Dec26                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | NZ        |        63 | NC      | $-6352.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Tidal Trust II

**Signature:** /s/ Peter Chappy

**Name of Signer:** Peter Chappy

**Title:** Assistant Treasurer