# EDGAR Filing Document

**Accession Number:** 0001924868
**File Stem:** 0001145549-25-053513
**Filing Date:** 2025-8
**Character Count:** 120931
**Document Hash:** afde4bcdcc964779232f0382e6098af3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-053513.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001145549-25-053513

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20250630

**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:** 251254696

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

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

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

## Series and Classes Contracts Data

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

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

## 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:** 2025-06-30

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $147600334.47

**Total Liabilities:** $31484069.25

**Net Assets:** $116116265.22

**Amount of Assets Invested in Other Investment Companies:** $2944255.99

**Cash Not Reported:** $42097858.16

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 28.620000000000 | **1-Year:** 0.000000000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

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

- **3-Month:** -8223.700000000000 | **1-Year:** 2839.180000000000 | **5-Year:** 82.610000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000243260 | -2.21%               | 1.17%                | 3.16%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2544032.65             | $2303882.79                                |
| Month 2  | $-685947.81              | $2697874.10                                |
| Month 3  | $-153634.07              | $3394393.37                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                            | EURO-SCHATZ FUT   Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         4 | NC      | $-671.62      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EUR/NOK FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $13750.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/PLN FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $8116.21      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/SEK FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-69975.82    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $38216.36     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/ZAR FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $17987.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | FED FUND 30DAY    Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -37 | NC      | $14499.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | GBP/JPY FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $11053.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GBP/NOK FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-43436.05    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GBP/SEK FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-20483.36    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GBP/USD FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $19259.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | GOLD 100 OZ FUTR  Aug25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         5 | NC      | $-7423.10     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | HUF/USD FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $37794.64     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | Euro-BTP Future   Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         5 | NC      | $1742.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Euro-OAT Future   Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -23 | NC      | $15037.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-BOBL FUTURE  Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -13 | NC      | $4989.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-BUND FUTURE  Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -21 | NC      | $17180.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ICE 3MTH SONIA FU Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         1 | NC      | $-38.48       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EURO-BUXL 30Y BND Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -8 | NC      | $17438.33     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Gas Services Inc        | Kodiak Gas Services Inc                           | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18600 | NS      | $637422.00    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The             | Kraft Heinz Co/The                                | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Short            | EC               | CORP              | US        |    -20256 | NS      | $-523009.92   | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solu | Kratos Defense & Security Solutions Inc           | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |     19171 | NS      | $890492.95    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Li Auto Inc                    | Li Auto Inc                                       | CUSIP: 50202M102<br>LEI: 2549003R73Q70J5H4I65 | Long             | EC               | CORP              | CN        |      5132 | NS      | $139128.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc      | L3Harris Technologies Inc                         | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       827 | NS      | $207444.68    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp              | Lam Research Corp                                 | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      5687 | NS      | $553572.58    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo DRS Inc               | Leonardo DRS Inc                                  | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |      9460 | NS      | $439700.80    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                         | BP PLC                                            | CUSIP: 055622104<br>LEI: 213800LH1BZH3DI6G760 | Short            | EC               | CORP              | GB        |    -11625 | NS      | $-347936.25   | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc           | BWX Technologies Inc                              | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      3981 | NS      | $573502.86    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust Inc  | Blackstone Mortgage Trust Inc                     | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |     31862 | NS      | $613343.50    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp              | Bloom Energy Corp                                 | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |      8975 | NS      | $214682.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                  | Boeing Co/The                                     | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      2150 | NS      | $450489.50    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp              | Brown-Forman Corp                                 | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Short            | EC               | CORP              | US        |    -11017 | NS      | $-296467.47   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc            | Cal-Maine Foods Inc                               | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      6974 | NS      | $694819.62    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambria Tactical Yield ETF     | Cambria Tactical Yield ETF                        | CUSIP: 132061789<br>LEI: 25490054FLEMCJXPUD44 | Long             | EC               | RF                | US        |     21500 | NS      | $542767.50    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Cameco Corp                    | Cameco Corp                                       | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |      5844 | NS      | $433800.12    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                        | ATI Inc                                           | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      3794 | NS      | $327573.96    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries Inc | Armstrong World Industries Inc                    | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      2888 | NS      | $469126.72    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmus Filtration Technologies  | Atmus Filtration Technologies Inc                 | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6637 | NS      | $241719.54    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc            | Axon Enterprise Inc                               | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |      1560 | NS      | $1291586.40   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc             | PPG Industries Inc                                | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Short            | EC               | CORP              | US        |     -5931 | NS      | $-674651.25   | -0.58%            |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp           | Pilgrim's Pride Corp                              | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     15933 | NS      | $716666.34    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc       | Prudential Financial Inc                          | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Short            | EC               | CORP              | US        |     -3559 | NS      | $-382378.96   | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc       | Prudential Financial Inc                          | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      2134 | NS      | $229276.96    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUD/CAD FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-10179.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SOYBEAN OIL FUTR  Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        14 | NC      | $-8640.10     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COCOA FUTURE      Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        23 | NC      | $-98507.76    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co   | Canadian National Railway Co                      | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Short            | EC               | CORP              | CA        |    -11171 | NS      | $-1162230.84  | -1.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Kansas City L | Canadian Pacific Kansas City Ltd                  | CUSIP: 13646K108<br>LEI: N/A                  | Short            | EC               | CORP              | CA        |      -671 | NS      | $-53190.17    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CHF/SEK FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-54522.49    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/USD FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $37328.12     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CLP/USD FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2411.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CNH/EUR FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $50700.37     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CNH/GBP FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $51430.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CNH/JPY FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2707.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CNH/SGD FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $29062.44     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CNH/USD FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-6164.33     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | 3M CORRA Futures  Mar26                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |       101 | NC      | $57306.46     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3M CORRA Futures  Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |       101 | NC      | $32453.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SX5E Dividend Fut Dec26                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       -34 | NC      | $-46857.32    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SX5E Dividend Fut Dec27                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       -51 | NC      | $-109902.98   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        70 | NC      | $43801.63     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3MO EURO EURIBOR  Dec26                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        51 | NC      | $12398.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LONG GILT FUTURE  Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -12 | NC      | $-27344.66    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 90-DAY BANK BILL  Mar26                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |       116 | NC      | $28235.13     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 90-DAY BANK BILL  Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |       123 | NC      | $-2835.54     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COFFEE 'C' FUTURE Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         3 | NC      | $-59640.36    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Lumber Future     Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -39 | NC      | $-6542.53     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME ZINC FUTURE   Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -10 | NC      | $-11880.40    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | TSR20 FOB FUT SCE Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | SG        |       -16 | NC      | $-1107.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COCOA FUTURE - IC Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        27 | NC      | $50664.14     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Low Su Gasoil G   Aug25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         7 | NC      | $-40277.16    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SUGAR #11 (WORLD) Oct25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -45 | NC      | $40593.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -47 | NC      | $-19000.69    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | 3 MONTH SOFR FUT  Dec26                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        12 | NC      | $-3501.24     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN MEAL FUTR Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -28 | NC      | $20855.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Three-Month SARON Mar26                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        72 | NC      | $92414.42     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Three-Month SARON Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        73 | NC      | $62651.88     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SUNFLOWER SEED    Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | ZA        |       -36 | NC      | $2539.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp      | Carpenter Technology Corp                         | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      5424 | NS      | $1499085.12   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                   | Centene Corp                                      | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Short            | EC               | CORP              | US        |    -12147 | NS      | $-659339.16   | -0.57%            |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp            | Centrus Energy Corp                               | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |      4124 | NS      | $755434.32    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Bombardier Inc                 | Bombardier Inc                                    | CUSIP: 097751861<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | EC               | CORP              | CA        |      6386 | NS      | $555247.37    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc     | CF Industries Holdings Inc                        | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      5933 | NS      | $545836.00    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc      | CH Robinson Worldwide Inc                         | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      1447 | NS      | $138839.65    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc     | Charter Communications Inc                        | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       980 | NS      | $400633.80    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc              | Clean Harbors Inc                                 | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Short            | EC               | CORP              | US        |     -1525 | NS      | $-352549.50   | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc               | Clear Secure Inc                                  | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8726 | NS      | $242233.76    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                 | Cloudflare Inc                                    | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |      2927 | NS      | $573194.41    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                         | RWE AG                                            | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |     20302 | NS      | $844347.76    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                      | Sanofi SA                                         | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Short            | EC               | CORP              | FR        |     -6664 | NS      | $-643088.91   | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                 | Public Storage                                    | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Short            | EC               | CORP              | US        |     -1047 | NS      | $-307210.74   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| PureCycle Technologies Inc     | PureCycle Technologies Inc                        | CUSIP: 74623V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20296 | NS      | $278055.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc            | Quanta Services Inc                               | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      1809 | NS      | $683946.72    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Inc               | RBC Bearings Inc                                  | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1920 | NS      | $738816.00    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | THB/USD FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $5059.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Realty Income Corp             | Realty Income Corp                                | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      9803 | NS      | $564750.83    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc  | Regeneron Pharmaceuticals Inc                     | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Short            | EC               | CORP              | US        |      -794 | NS      | $-416850.00   | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands Internationa | Restaurant Brands International Inc               | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |      5123 | NS      | $339603.67    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                  | Rio Tinto PLC                                     | CUSIP: 767204100<br>LEI: 213800YOEO5OQ72G2R82 | Short            | EC               | CORP              | GB        |    -10471 | NS      | $-610773.43   | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc        | Rockwell Automation Inc                           | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      1459 | NS      | $484636.03    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc         | Roper Technologies Inc                            | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      1257 | NS      | $712517.88    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                | Ross Stores Inc                                   | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Short            | EC               | CORP              | US        |     -1168 | NS      | $-149013.44   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Rubrik Inc                     | Rubrik Inc                                        | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Long             | EC               | CORP              | US        |      4571 | NS      | $409515.89    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger NV                | Schlumberger NV                                   | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Short            | EC               | CORP              | US        |    -18322 | NS      | $-619283.60   | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc            | Shift4 Payments Inc                               | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2800 | NS      | $277508.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc            | Silgan Holdings Inc                               | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      2943 | NS      | $159451.74    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                  | Snowflake Inc                                     | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      2192 | NS      | $490503.84    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc     | Zimmer Biomet Holdings Inc                        | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Short            | EC               | CORP              | US        |     -5029 | NS      | $-458695.09   | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                     | Zoetis Inc                                        | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Short            | EC               | CORP              | US        |     -2375 | NS      | $-370381.25   | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc                    | Zscaler Inc                                       | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |      1695 | NS      | $532128.30    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CORN FUTURE       Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -29 | NC      | $4925.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bitdeer Technologies Group     | Bitdeer Technologies Group                        | CUSIP: N/A<br>LEI: 2549007M2KGWVJ9XFP20       | Long             | EC               | CORP              | SG        |     12092 | NS      | $138816.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                        | ITT Inc                                           | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      1633 | NS      | $256103.39    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| IonQ Inc                       | IonQ Inc                                          | CUSIP: 46222L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15370 | NS      | $660448.90    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COP/USD FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-25135.04    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | COP/USD FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-914.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA Holdings Inc             | IQVIA Holdings Inc                                | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Short            | EC               | CORP              | US        |     -3218 | NS      | $-507124.62   | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares TIPS Bond ETF          | iShares TIPS Bond ETF                             | CUSIP: 464287176<br>LEI: 549300EHD1VQKMRQ0829 | Long             | EC               | RF                | US        |     15242 | NS      | $1677229.68   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Corn Future (BMF) Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | BR        |       166 | NC      | $-112243.74   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | COTTON NO.2 FUTR  Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -21 | NC      | $-7142.52     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CZK/EUR FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $14254.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CZK/USD FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $43130.65     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | DKK/USD FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $41039.31     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/GBP FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2587.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CRUDE PALM OIL FU Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | MY        |        15 | NC      | $-10747.35    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV              | CNH Industrial NV                                 | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | GB        |     33160 | NS      | $429753.60    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ESTX SelDiv30 F   Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        92 | NC      | $26657.73     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Short-Term National Mu | iShares Short-Term National Muni Bond ETF         | CUSIP: 464288158<br>LEI: 5493006UX6BTVQQ8GI65 | Long             | EC               | RF                | US        |     32000 | NS      | $3402880.00   | 2.93%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares J.P. Morgan USD Emergi | iShares J.P. Morgan USD Emerging Markets Bond ETF | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Long             | EC               | RF                | US        |     18342 | NS      | $1698836.04   | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MBS ETF                | iShares MBS ETF                                   | CUSIP: 464288588<br>LEI: 549300M0TH0IE2E6RP07 | Long             | EC               | RF                | US        |     16111 | NS      | $1512661.79   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Preferred and Income S | iShares Preferred and Income Securities ETF       | CUSIP: 464288687<br>LEI: 549300YX74JNY54XCY80 | Short            | EC               | RF                | US        |    -28615 | NS      | $-877908.20   | -0.76%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares 0-5 Year TIPS Bond ETF | iShares 0-5 Year TIPS Bond ETF                    | CUSIP: 46429B747<br>LEI: 549300GIWSEGOQLZR212 | Long             | EC               | RF                | US        |     27324 | NS      | $2811912.84   | 2.42%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares 0-5 Year High Yield Co | iShares 0-5 Year High Yield Corporate Bond ETF    | CUSIP: 46434V407<br>LEI: 549300R96U5WQ7R5ID10 | Long             | EC               | RF                | US        |     48762 | NS      | $2103592.68   | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                    | Equinor ASA                                       | CUSIP: 29446M102<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     18439 | NS      | $463556.46    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc        | Essential Utilities Inc                           | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     15532 | NS      | $576858.48    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc       | Ferguson Enterprises Inc                          | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |       496 | NS      | $108004.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fomento Economico Mexicano SAB | Fomento Economico Mexicano SAB de CV              | CUSIP: 344419106<br>LEI: 549300A8MDWDJNMLV153 | Long             | EC               | CORP              | MX        |      1999 | NS      | $205857.02    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                      | GATX Corp                                         | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      4720 | NS      | $724803.20    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The              | GEO Group Inc/The                                 | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |     19840 | NS      | $475168.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy Digital Inc             | Galaxy Digital Inc                                | CUSIP: 36317J209<br>LEI: 9845001C4070E5N07806 | Long             | EC               | CORP              | US        |      8507 | NS      | $186303.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                 | GE Vernova Inc                                    | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       839 | NS      | $443956.85    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp          | General Dynamics Corp                             | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      1062 | NS      | $309742.92    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc              | General Mills Inc                                 | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Short            | EC               | CORP              | US        |    -12589 | NS      | $-652236.09   | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| Veolia Environnement SA        | Veolia Environnement SA                           | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |     21460 | NS      | $762020.19    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Bank Ltd                  | HDFC Bank Ltd                                     | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |      9253 | NS      | $709427.51    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                 | Halliburton Co                                    | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Short            | EC               | CORP              | US        |    -18907 | NS      | $-385324.66   | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                 | Hershey Co/The                                    | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Short            | EC               | CORP              | US        |     -3036 | NS      | $-503824.20   | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp              | Hormel Foods Corp                                 | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Short            | EC               | CORP              | US        |    -17760 | NS      | $-537240.00   | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| TKO Group Holdings Inc         | TKO Group Holdings Inc                            | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7334 | NS      | $1334421.30   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc   | Thermo Fisher Scientific Inc                      | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Short            | EC               | CORP              | US        |     -1575 | NS      | $-638599.50   | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The      | Toronto-Dominion Bank/The                         | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |      9650 | NS      | $708792.50    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE               | TotalEnergies SE                                  | CUSIP: 89151E109<br>LEI: 529900S21EQ1BO4ESM68 | Short            | EC               | CORP              | FR        |     -9130 | NS      | $-560490.70   | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                | Tyson Foods Inc                                   | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      8195 | NS      | $458428.30    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| UL Solutions Inc               | UL Solutions Inc                                  | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |      6329 | NS      | $461130.94    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc      | United Parcel Service Inc                         | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Short            | EC               | CORP              | US        |     -2936 | NS      | $-296359.84   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                       | CUSIP: 912797MG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1991280.34   | 1.71%             | 2025-08-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                       | CUSIP: 912797NX1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4998834.70   | 4.31%             | 2025-07-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                       | CUSIP: 912797PE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4990800.00   | 4.30%             | 2025-07-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Valmont Industries Inc         | Valmont Industries Inc                            | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      1961 | NS      | $640403.77    | 0.55%             |  |  |  | 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        |     28730 | NS      | $2284035.00   | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Long-Term Corporate B | Vanguard Long-Term Corporate Bond ETF             | CUSIP: 92206C813<br>LEI: N/A                  | Long             | EC               | RF                | US        |      1565 | NS      | $118783.50    | 0.10%             |  |  |  | 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        |     13905 | NS      | $1153002.60   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc                | Vital Farms Inc                                   | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |     14479 | NS      | $557731.08    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                       | Vinci SA                                          | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |      7239 | NS      | $1063034.28   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC            | TE Connectivity PLC                               | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |      3464 | NS      | $584272.88    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Tecnoglass Inc                 | Tecnoglass Inc                                    | CUSIP: N/A<br>LEI: 529900YRWTPOC2E6IO67       | Long             | EC               | CORP              | US        |      5670 | NS      | $438631.20    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Ltd                  | Golar LNG Ltd                                     | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | EC               | CORP              | BM        |      5447 | NS      | $224361.93    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Bitcoin Trust ETF      | iShares Bitcoin Trust ETF                         | CUSIP: 46438F101<br>LEI: 529900HVFN08L8P4H851 | Long             | EC               | RF                | US        |     13210 | NS      | $808584.10    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| JD.com Inc                     | JD.com Inc                                        | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | CN        |      2174 | NS      | $70959.36     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                       | KLA Corp                                          | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       495 | NS      | $443391.30    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corp               | Knife River Corp                                  | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1435 | NS      | $117153.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | Short Euro-BTP Fu Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        90 | NC      | $-14583.06    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MILL WHEAT EURO   Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | FR        |       -69 | NC      | $70553.33     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                        | GSK PLC                                           | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     10055 | NS      | $386112.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NY Harb ULSD Fut  Aug25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         5 | NC      | $-40934.80    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | RAPESEED  EURO    Aug25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | FR        |        15 | NC      | $-18146.51    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc       | Granite Construction Inc                          | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |      4015 | NS      | $375442.65    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co   | Graphic Packaging Holding Co                      | CUSIP: 388689101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -27295 | NS      | $-575105.65   | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                   | Griffon Corp                                      | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      5932 | NS      | $429298.84    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | RED WHEAT FUT MGE Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -15 | NC      | $17177.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | MXN/USD FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $19180.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NATURAL GAS FUTR  Aug25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         5 | NC      | $-9923.10     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NOK/SEK FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $15137.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NOK/USD FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1798.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | NZD/USD FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-744.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | OAT FUTURE        Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        10 | NC      | $10573.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | PALLADIUM FUTURE  Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         3 | NC      | $12166.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | PHP/USD FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-24607.15    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PHP/USD FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-15055.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PLN/USD FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $33523.74     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | PLATINUM FUTURE   Oct25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        10 | NC      | $-36536.20    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | ROUGH RICE (CBOT) Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -43 | NC      | $36749.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN FUTURE    Nov25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        -9 | NC      | $15253.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SEK/USD FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $7403.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SGD/USD FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $13461.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | SILVER FUTURE     Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         4 | NC      | $-14838.48    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | SOYBEAN FUTURE    Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | ZA        |       -22 | NC      | $3576.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | NEW ZEAL 3MO BILL Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | NZ        |       124 | NC      | $14176.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                     | Diageo PLC                                        | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Short            | EC               | CORP              | GB        |    -11552 | NS      | $-289377.81   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc            | Elevance Health Inc                               | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Short            | EC               | CORP              | US        |      -662 | NS      | $-257491.52   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                       | CSX Corp                                          | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Short            | EC               | CORP              | US        |    -19307 | NS      | $-629987.41   | -0.54%            |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                | CVS Health Corp                                   | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      8053 | NS      | $555495.94    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                 | ConocoPhillips                                    | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Short            | EC               | CORP              | US        |     -6031 | NS      | $-541221.94   | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc       | Constellation Brands Inc                          | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Short            | EC               | CORP              | US        |     -3986 | NS      | $-648442.48   | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                  | CoreCivic Inc                                     | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     18491 | NS      | $389605.37    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main Inc                | Core & Main Inc                                   | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7388 | NS      | $445865.80    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                    | Corteva Inc                                       | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     14440 | NS      | $1076213.20   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc               | CoStar Group Inc                                  | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |      2922 | NS      | $234928.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupang Inc                    | Coupang Inc                                       | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |     16515 | NS      | $494789.40    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co                       | Crane Co                                          | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |      3516 | NS      | $667653.24    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc             | Crown Holdings Inc                                | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      4366 | NS      | $449610.68    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                   | Danaher Corp                                      | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Short            | EC               | CORP              | US        |     -3074 | NS      | $-607237.96   | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp              | Devon Energy Corp                                 | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Short            | EC               | CORP              | US        |    -15199 | NS      | $-483480.19   | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                        | Dow Inc                                           | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Short            | EC               | CORP              | US        |    -15048 | NS      | $-398471.04   | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                     | Ecolab Inc                                        | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      4018 | NS      | $1082609.92   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp      | Edwards Lifesciences Corp                         | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      3960 | NS      | $309711.60    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Systemes SE           | Dassault Systemes SE                              | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Short            | EC               | CORP              | FR        |    -20588 | NS      | $-742656.70   | -0.64%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | IDR/USD FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-9177.65     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ILS/USD FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $67090.52     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | ICE 3MTH SONIA FU Dec26                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        19 | NC      | $-1299.65     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions | Cognizant Technology Solutions Corp               | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      1507 | NS      | $117591.21    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc            | Coinbase Global Inc                               | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |      1755 | NS      | $615109.95    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                   | Comcast Corp                                      | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Short            | EC               | CORP              | US        |     -4570 | NS      | $-163103.30   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc             | Conagra Brands Inc                                | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Short            | EC               | CORP              | US        |    -29424 | NS      | $-602309.28   | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                       | EQT Corp                                          | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      8964 | NS      | $522780.48    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Embraer SA                     | Embraer SA                                        | CUSIP: 29082A107<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |     18857 | NS      | $1073151.87   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | EUR/HUF FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $19361.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/JPY FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $29263.38     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AGCO Corp                      | AGCO Corp                                         | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      3701 | NS      | $381795.16    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                        | AZZ Inc                                           | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     12421 | NS      | $1173536.08   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd         | Agnico Eagle Mines Ltd                            | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      7964 | NS      | $947158.52    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamos Gold Inc                | Alamos Gold Inc                                   | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |     18460 | NS      | $490297.60    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equitie | Alexandria Real Estate Equities Inc               | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Short            | EC               | CORP              | US        |     -7150 | NS      | $-519304.50   | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| America Movil SAB de CV        | America Movil SAB de CV                           | CUSIP: 02390A101<br>LEI: 5493000FNR3UCEAONM59 | Long             | EC               | CORP              | MX        |     20036 | NS      | $359445.84    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp            | American Tower Corp                               | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       705 | NS      | $155819.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc    | American Water Works Co Inc                       | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      3784 | NS      | $526392.24    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev SA/NV     | Anheuser-Busch InBev SA/NV                        | CUSIP: 03524A108<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |      9678 | NS      | $665072.16    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Digital Corp           | Applied Digital Corp                              | CUSIP: 038169207<br>LEI: 2549004NE2B6RYXINZ02 | Long             | EC               | CORP              | US        |     13464 | NS      | $135582.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                 | AptarGroup Inc                                    | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Short            | EC               | CORP              | US        |     -1130 | NS      | $-176765.90   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co      | Archer-Daniels-Midland Co                         | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Short            | EC               | CORP              | US        |     -3393 | NS      | $-179082.54   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                   | Balchem Corp                                      | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |       746 | NS      | $118763.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia/The        | Bank of Nova Scotia/The                           | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |      8017 | NS      | $443099.59    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co          | Becton Dickinson & Co                             | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Short            | EC               | CORP              | US        |     -3289 | NS      | $-566530.25   | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                  | BHP Group Ltd                                     | CUSIP: 088606108<br>LEI: WZE1WSENV6JSZFK0JC28 | Short            | EC               | CORP              | AU        |    -13791 | NS      | $-663209.19   | -0.57%            |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                     | Biogen Inc                                        | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Short            | EC               | CORP              | US        |     -2671 | NS      | $-335450.89   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Lundin Mining Corp             | Lundin Mining Corp                                | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Long             | EC               | CORP              | CA        |     32337 | NS      | $339366.68    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal SA                     | L'Oreal SA                                        | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Short            | EC               | CORP              | FR        |      -419 | NS      | $-178587.75   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitt | LVMH Moet Hennessy Louis Vuitton SE               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Short            | EC               | CORP              | FR        |     -1019 | NS      | $-531808.19   | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                       | LKQ Corp                                          | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Short            | EC               | CORP              | US        |     -5564 | NS      | $-205923.64   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty For | Liberty Media Corp-Liberty Formula One            | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8664 | NS      | $905388.00    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Loar Holdings Inc              | Loar Holdings Inc                                 | CUSIP: 53947R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3123 | NS      | $269108.91    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp         | Louisiana-Pacific Corp                            | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      2047 | NS      | $176021.53    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc          | Lumentum Holdings Inc                             | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      2339 | NS      | $222345.34    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Marqeta Inc                    | Marqeta Inc                                       | CUSIP: 57142B104<br>LEI: 254900UZARK0FMZGZE18 | Long             | EC               | CORP              | US        |     29760 | NS      | $173500.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG    | Bayerische Motoren Werke AG                       | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Short            | EC               | CORP              | DE        |     -3916 | NS      | $-346873.29   | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                     | MasTec Inc                                        | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      3554 | NS      | $605708.22    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR Bloomberg Convertible Sec | SPDR Bloomberg Convertible Securities ETF         | CUSIP: 78464A359<br>LEI: 549300IXKU3G7R6DMX93 | Long             | EC               | RF                | US        |     20823 | NS      | $1721229.18   | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR Bloomberg High Yield Bond | SPDR Bloomberg High Yield Bond ETF                | CUSIP: 78468R622<br>LEI: 549300NCLW2248PN7J24 | Long             | EC               | RF                | US        |     19617 | NS      | $1908145.59   | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp           | Southern Copper Corp                              | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      1309 | NS      | $132431.53    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc    | Starwood Property Trust Inc                       | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |     36115 | NS      | $724828.05    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | INT'L ARABICA COF Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | BR        |        19 | NC      | $-195921.54   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Air Liquide SA                 | Air Liquide SA                                    | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |      2275 | NS      | $467711.59    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Alimentation Couche-Tard Inc   | Alimentation Couche-Tard Inc                      | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Short            | EC               | CORP              | CA        |    -16553 | NS      | $-821159.82   | -0.71%            |  |  |  | No            |                  1 | On Loan: No      |
| Amer Sports Inc                | Amer Sports Inc                                   | CUSIP: N/A<br>LEI: 391200YCSWTRD1J21867       | Long             | EC               | CORP              | FI        |      8671 | NS      | $336087.96    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglogold Ashanti Plc          | Anglogold Ashanti Plc                             | CUSIP: N/A<br>LEI: 2138005YDSA7A82RNU96       | Long             | EC               | CORP              | GB        |     14567 | NS      | $663818.19    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd         | Arch Capital Group Ltd                            | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Short            | EC               | CORP              | BM        |     -3427 | NS      | $-312028.35   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                      | Linde PLC                                         | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | US        |      1005 | NS      | $471525.90    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | INR/USD FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-7752.97     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JPN 10Y BOND(OSE) Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |        -7 | NC      | $-11169.74    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | JPY/NOK FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3683.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JPY/NZD FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2914.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JPY/SEK FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1459.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | JPY/USD FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-248.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KRW/USD FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2733.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | KC HRW WHEAT FUT  Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -18 | NC      | $31857.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME PRI ALUM FUTR Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -8 | NC      | $-21802.82    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME PRI ALUM FUTR Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |         4 | NC      | $1571.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LIVE CATTLE FUTR  Aug25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        20 | NC      | $35497.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME LEAD FUTURE   Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |       -15 | NC      | $-26048.10    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | LME NICKEL FUTURE Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | GB        |        -7 | NC      | $-1018.64     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | INT'L LIVE CATTLE Oct25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | BR        |       111 | NC      | $-56762.74    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV   | LyondellBasell Industries NV                      | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Short            | EC               | CORP              | US        |     -9442 | NS      | $-546314.12   | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 3YR NOTE (CBT) Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         6 | NC      | $8931.17      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NetEase Inc                    | NetEase Inc                                       | CUSIP: 64110W102<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | CN        |      3714 | NS      | $499830.12    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTracker Inc                 | NEXTracker Inc                                    | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5619 | NS      | $305505.03    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp          | Norfolk Southern Corp                             | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       255 | NS      | $65272.35     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp          | Northrop Grumman Corp                             | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      1525 | NS      | $762469.50    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S               | Novo Nordisk A/S                                  | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Short            | EC               | CORP              | DK        |     -4984 | NS      | $-343995.68   | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                     | Nucor Corp                                        | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Short            | EC               | CORP              | US        |     -2199 | NS      | $-284858.46   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                    | NVIDIA Corp                                       | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      3316 | NS      | $523894.84    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                    | Nutrien Ltd                                       | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      9570 | NS      | $557356.80    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp      | Occidental Petroleum Corp                         | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Short            | EC               | CORP              | US        |    -11917 | NS      | $-500633.17   | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc                       | Okta Inc                                          | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |      3410 | NS      | $340897.70    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc         | Ormat Technologies Inc                            | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      7023 | NS      | $588246.48    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                      | Nestle SA                                         | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |      3041 | NS      | $301158.33    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                    | PepsiCo Inc                                       | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Short            | EC               | CORP              | US        |     -5962 | NS      | $-787222.48   | -0.68%            |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                     | Pfizer Inc                                        | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Short            | EC               | CORP              | US        |    -23506 | NS      | $-569785.44   | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WHEAT FUTURE-SAF  Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | ZA        |        95 | NC      | $1435.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 5YR NOTE (CBT) Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         8 | NC      | $9345.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US 2YR NOTE (CBT) Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -3 | NC      | $-2659.46     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | USD/ZAR FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1653.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | US LONG BOND(CBT) Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -11 | NC      | $-38199.04    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | WHEAT FUTURE(CBT) Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |       -24 | NC      | $54176.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | US ULTRA BOND CBT Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -7 | NC      | $-27152.79    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | YELLOW MAIZE-SAF  Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | ZA        |        45 | NC      | $-11667.28    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries  | Huntington Ingalls Industries Inc                 | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       693 | NS      | $167331.78    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc         | IDEXX Laboratories Inc                            | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       941 | NS      | $504695.94    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                  | Ingredion Inc                                     | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      2760 | NS      | $374311.20    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                   | Insulet Corp                                      | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      1458 | NS      | $458074.44    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                     | Intuit Inc                                        | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       859 | NS      | $676574.17    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Senior Loan ETF        | Invesco Senior Loan ETF                           | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             | EC               | RF                | US        |     61505 | NS      | $1286684.60   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc           | Invitation Homes Inc                              | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6392 | NS      | $209657.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG         | Mercedes-Benz Group AG                            | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Short            | EC               | CORP              | DE        |     -2488 | NS      | $-145121.16   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp              | MP Materials Corp                                 | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |     15510 | NS      | $516017.70    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD          | McCormick & Co Inc/MD                             | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      8418 | NS      | $638252.76    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                 | Merck & Co Inc                                    | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Short            | EC               | CORP              | US        |     -7368 | NS      | $-583250.88   | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                 | Microsoft Corp                                    | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      1298 | NS      | $645638.18    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroStrategy Inc              | MicroStrategy Inc                                 | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |      4268 | NS      | $1725253.64   | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc          | Micron Technology Inc                             | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      3684 | NS      | $454053.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc     | Mondelez International Inc                        | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      1275 | NS      | $85986.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp          | Monster Beverage Corp                             | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     10471 | NS      | $655903.44    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                  | Mosaic Co/The                                     | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     11368 | NS      | $414704.64    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc         | Motorola Solutions Inc                            | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Short            | EC               | CORP              | US        |      -945 | NS      | $-397334.70   | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc         | Motorola Solutions Inc                            | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       945 | NS      | $397334.70    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc         | T Rowe Price Group Inc                            | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Short            | EC               | CORP              | US        |     -6688 | NS      | $-645392.00   | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc              | Suncor Energy Inc                                 | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |      4110 | NS      | $153919.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                     | Sysco Corp                                        | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Short            | EC               | CORP              | US        |     -2598 | NS      | $-196772.52   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd                    | StoneCo Ltd                                       | CUSIP: N/A<br>LEI: 549300O1A9LEF0XZCR35       | Long             | EC               | CORP              | BR        |     24882 | NS      | $399107.28    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUD/CHF FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $32091.25     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/CNH FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-5393.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/EUR FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $51340.66     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/GBP FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $17043.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/EUR FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2754.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/GBP FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-9166.53     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/JPY FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $39776.64     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/NOK FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $33975.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/JPY FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4758.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/NZD FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-16371.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/USD FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-7740.51     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | AUD/USD FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1464.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BRL/USD FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $18498.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/CHF FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $44560.96     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/CNH FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-23421.69    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/CNH FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-349.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/EUR FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $51064.50     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/GBP FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $22738.59     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/JPY FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1780.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/NZD FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-5030.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CAD/USD FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1327.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CHF/CNH FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $64163.62     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | CATTLE FEEDER FUT Aug25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |        11 | NC      | $107056.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CANOLA FUTR (WCE) Nov25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | CA        |        64 | NC      | $14215.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | CBOE VIX FUTURE   Jul25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         7 | NC      | $-20984.25    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUST 10Y BOND FUT Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |       -12 | NC      | $-4869.64     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | AUST 3YR BOND FUT Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |        26 | NC      | $4456.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | TWD/USD FWD 20250917                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $14279.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | US 10YR NOTE (CBT)Sep25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         5 | NC      | $9238.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                            | UK Emiss Allow Fu Dec25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |         6 | NC      | $-20221.34    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                | WW Grainger Inc                                   | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       256 | NS      | $266301.44    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp           | Western Digital Corp                              | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      9493 | NS      | $607457.07    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                   | Xylem Inc/NY                                      | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Short            | EC               | CORP              | US        |     -2526 | NS      | $-326763.36   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| ZIM Integrated Shipping Servic | ZIM Integrated Shipping Services Ltd              | CUSIP: N/A<br>LEI: 21380089EIJRELKAIL21       | Long             | EC               | CORP              | IL        |     11127 | NS      | $179033.43    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-25

**Name of Applicant:** Tidal Trust II

**Signature:** /s/ Aaron Perkovich

**Name of Signer:** Aaron Perkovich

**Title:** Treasurer/Principal Financial Officer