# EDGAR Filing Document

**Accession Number:** 0001924868
**File Stem:** 0001387131-23-004200
**Filing Date:** 2023-3
**Character Count:** 68589
**Document Hash:** e26696eee75a05285fb34c933592d0f6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001387131-23-004200.hdr.sgml**: 20230330

**ACCESSION NUMBER**: 0001387131-23-004200

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230330

**DATE AS OF CHANGE**: 20230330

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Tidal Trust II
- **CENTRAL INDEX KEY:** 0001924868
- **IRS NUMBER:** 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:** 23780430

**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

### Carbon Collective Climate Solutions U.S. Equity ETF (Series ID: S000076804)

| Class ID   | Class Name                                          | Ticker Symbol   |
|:---|:---|:---|
| C000236854 | Carbon Collective Climate Solutions U.S. Equity ETF | CCSO            |

## 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:** 8449867676

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

- **a. Name of Series:** Carbon Collective Climate Solutions U.S. Equity ETF

- **b. EDGAR series identifier (if any):** S000076804

- **c. LEI of Series:** 5493008VSTPRHOFOQF49

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-07-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $17334575.13

**Total Liabilities:** $8001.43

**Net Assets:** $17326573.70

**Cash Not Reported:** $129.34

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000236854 | 6.60%                | -10.68%              | 11.45%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $57580.60                | $779608.64                                 |
| Month 2  | $6395.18                 | $-1797161.41                               |
| Month 3  | $17.14                   | $1780660.18                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AAON Inc                                 | AAON Inc                                                | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       930 | NS      | $70977.60     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                  | ABB Ltd                                                 | CUSIP: 000375204<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     26984 | NS      | $940392.40    | 5.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ATRENEW INC SPONSORED ADS                | ATRENEW INC SPONSORED ADS                               | CUSIP: 00138L108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      4049 | NS      | $11296.71     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc                        | Acuity Brands Inc                                       | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       561 | NS      | $105759.72    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Advent Technologies Holdings I           | Advent Technologies Holdings Inc                        | CUSIP: 00788A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       868 | NS      | $1649.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILE THERAPEUTICS INC COM NEW           | AGILE THERAPEUTICS INC COM NEW                          | CUSIP: 00847L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       762 | NS      | $205.74       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGROFRESH SOLUTIONS INC COM              | AGROFRESH SOLUTIONS INC COM                             | CUSIP: 00856G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       903 | NS      | $2709.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Altus Power Inc                          | Altus Power Inc                                         | CUSIP: 02217A102<br>LEI: 5493005V83PBRWNLK259 | Long             | EC               | CORP              | US        |      2813 | NS      | $22560.26     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco Inc                             | Ameresco Inc                                            | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |       903 | NS      | $58216.41     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                   | Apogee Enterprises Inc                                  | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |       384 | NS      | $17986.56     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AQUA METALS INC COM                      | AQUA METALS INC COM                                     | CUSIP: 03837J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1379 | NS      | $1696.17      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer Aviation Inc                      | Archer Aviation Inc                                     | CUSIP: 03945R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4256 | NS      | $12342.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcimoto Inc                             | Arcimoto Inc                                            | CUSIP: 039587209<br>LEI: 549300MG7KF9H96GWE02 | Long             | EC               | CORP              | US        |        42 | NS      | $91.14        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies Inc                   | Array Technologies Inc                                  | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |      2616 | NS      | $58153.68     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Avangrid Inc                             | Avangrid Inc                                            | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |      6780 | NS      | $285912.60    | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| AYRO INC COM                             | AYRO INC COM                                            | CUSIP: 054748108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       658 | NS      | $487.45       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                         | Badger Meter Inc                                        | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |       515 | NS      | $59688.50     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Ballard Power Systems Inc                | Ballard Power Systems Inc                               | CUSIP: 058586108<br>LEI: 549300OHZ8BMF53YYS26 | Long             | EC               | CORP              | CA        |      5234 | NS      | $34178.02     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply Inc                | Beacon Roofing Supply Inc                               | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |      1139 | NS      | $64786.32     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAM GLOBAL COM                          | BEAM GLOBAL COM                                         | CUSIP: 07373B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       170 | NS      | $2959.70      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Beyond Meat Inc                          | Beyond Meat Inc                                         | CUSIP: 08862E109<br>LEI: 549300XQ946NCE51DR09 | Long             | EC               | CORP              | US        |      1133 | NS      | $18615.19     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bird Global Inc                          | Bird Global Inc                                         | CUSIP: 09077J107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4964 | NS      | $1164.55      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blink Charging Co                        | Blink Charging Co                                       | CUSIP: 09354A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       889 | NS      | $12099.29     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADWIND INC COM NEW                    | BROADWIND INC COM NEW                                   | CUSIP: 11161T207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       362 | NS      | $1954.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Renewable Corp                | Brookfield Renewable Corp                               | CUSIP: 11284V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3001 | NS      | $94591.52     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc                      | CSW Industrials Inc                                     | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |       271 | NS      | $36641.91     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cameco Corp                              | Cameco Corp                                             | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |      7571 | NS      | $212063.71    | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Solar Inc                       | Canadian Solar Inc                                      | CUSIP: 136635109<br>LEI: 5493001XSC6TKMBVOM15 | Long             | EC               | CORP              | CA        |      1132 | NS      | $47623.24     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Canoo Inc                                | Canoo Inc                                               | CUSIP: 13803R102<br>LEI: 5493004KHMS7ZZPSQE04 | Long             | EC               | CORP              | US        |      5061 | NS      | $6073.20      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                      | Carrier Global Corp                                     | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     14678 | NS      | $668289.34    | 3.86%             |  |  |  | No            |                  1 | On Loan: No      |
| CBAK ENERGY TECHNOLOGY INC COM           | CBAK ENERGY TECHNOLOGY INC COM                          | CUSIP: 14986C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1668 | NS      | $1934.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp                      | Centrus Energy Corp                                     | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |       255 | NS      | $10467.75     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ChargePoint Holdings Inc                 | ChargePoint Holdings Inc                                | CUSIP: 15961R105<br>LEI: 254900DVN9TAC2GIPG25 | Long             | EC               | CORP              | US        |      5971 | NS      | $72487.94     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARONE INC COM                         | CLEARONE INC COM                                        | CUSIP: 18506U104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       417 | NS      | $729.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                      | Clearway Energy Inc                                     | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      3719 | NS      | $119193.95    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                  | Comfort Systems USA Inc                                 | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |       626 | NS      | $75771.04     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                     | Commercial Metals Co                                    | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      2052 | NS      | $111362.04    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Cia Energetica de Minas Gerais           | Cia Energetica de Minas Gerais                          | CUSIP: 204409601<br>LEI: 254900W703PXLDSEM056 | Long             | EP               | CORP              | BR        |    245721 | NS      | $550415.04    | 3.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                  | Consolidated Edison Inc                                 | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      6211 | NS      | $591970.41    | 3.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN ELECTROKINETICS CORP COM NEW       | CROWN ELECTROKINETICS CORP COM NEW                      | CUSIP: 228339206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       361 | NS      | $93.86        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danimer Scientific Inc                   | Danimer Scientific Inc                                  | CUSIP: 236272100<br>LEI: 549300L6Q02MAX72BH35 | Long             | EC               | CORP              | US        |      1801 | NS      | $4106.28      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Daqo New Energy Corp                     | Daqo New Energy Corp                                    | CUSIP: 23703Q203<br>LEI: 529900711JBZ5O7VA827 | Long             | EC               | CORP              | CN        |      1339 | NS      | $60937.89     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Denison Mines Corp                       | Denison Mines Corp                                      | CUSIP: 248356107<br>LEI: 529900JWGSW17LJK6586 | Long             | EC               | CORP              | CA        |     19197 | NS      | $27643.68     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign Inc                             | DocuSign Inc                                            | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      3605 | NS      | $218607.20    | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ESS Tech Inc                             | ESS Tech Inc                                            | CUSIP: 26916J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2645 | NS      | $5845.45      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ECO WAVE POWER GLOBAL AB SPONSORED ADS   | ECO WAVE POWER GLOBAL AB SPONSORED ADS                  | CUSIP: 27900N103<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |        91 | NS      | $331.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc                                  | 8x8 Inc                                                 | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |      1956 | NS      | $9212.76      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY FOCUS INC COM                     | ENERGY FOCUS INC COM                                    | CUSIP: 29268T409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       175 | NS      | $138.37       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Vault Holdings Inc                | Energy Vault Holdings Inc                               | CUSIP: 29280W109<br>LEI: 549300KMBUKUUIQ6FN34 | Long             | EC               | CORP              | US        |      2422 | NS      | $10269.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                       | Enphase Energy Inc                                      | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      2369 | NS      | $524449.22    | 3.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eos Energy Enterprises Inc               | Eos Energy Enterprises Inc                              | CUSIP: 29415C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1315 | NS      | $1933.05      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVgo Inc                                 | EVgo Inc                                                | CUSIP: 30052F100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4691 | NS      | $32320.99     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FTC Solar Inc                            | FTC Solar Inc                                           | CUSIP: 30320C103<br>LEI: 5493009MODNZ2HMPX761 | Long             | EC               | CORP              | US        |      1912 | NS      | $5258.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Faraday Future Intelligent Ele           | Faraday Future Intelligent Electric Inc                 | CUSIP: 307359109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6504 | NS      | $5528.40      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Government Obli           | First American Government Obligations Fund              | CUSIP: 31846V336<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |     74766 | NS      | $74766.20     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                          | First Solar Inc                                         | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      1873 | NS      | $332644.80    | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Fisker Inc                               | Fisker Inc                                              | CUSIP: 33813J106<br>LEI: 549300UUN5RWU44MBX79 | Long             | EC               | CORP              | US        |      5533 | NS      | $41220.85     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluence Energy Inc                       | Fluence Energy Inc                                      | CUSIP: 34379V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2881 | NS      | $69547.34     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUX PWR HLDGS INC COM NEW               | FLUX PWR HLDGS INC COM NEW                              | CUSIP: 344057302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       280 | NS      | $1523.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp                          | FutureFuel Corp                                         | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |       751 | NS      | $6961.77      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL Environmental Inc                    | GFL Environmental Inc                                   | CUSIP: 36168Q104<br>LEI: 549300FYK4MBXWIVZU26 | Long             | EC               | CORP              | CA        |      7755 | NS      | $239319.30    | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech International Ltd               | GrafTech International Ltd                              | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |      4632 | NS      | $30293.28     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GreenLight Biosciences Holding           | GreenLight Biosciences Holdings PBC                     | CUSIP: 39536G105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2647 | NS      | $2885.23      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENPOWER MTR CO INC COM NEW            | GREENPOWER MTR CO INC COM NEW                           | CUSIP: 39540E302<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       541 | NS      | $1985.47      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group Inc/The             | Hain Celestial Group Inc/The                            | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |      1561 | NS      | $32031.72     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannon Armstrong Sustainable I           | Hannon Armstrong Sustainable Infrastructure Capital Inc | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1561 | NS      | $57616.51     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Harsco Corp                              | Harsco Corp                                             | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |      1388 | NS      | $11020.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HELBIZ INC CLASS A COM                   | HELBIZ INC CLASS A COM                                  | CUSIP: 42309B204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1320 | NS      | $303.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heliogen Inc                             | Heliogen Inc                                            | CUSIP: 42329E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3424 | NS      | $2183.14      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies Inc                  | Hudson Technologies Inc                                 | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       775 | NS      | $7912.75      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyliion Holdings Corp                    | Hyliion Holdings Corp                                   | CUSIP: 449109107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2988 | NS      | $10697.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA Inc                                  | IAA Inc                                                 | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |      2367 | NS      | $98774.91     | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyzon Motors Inc                         | Hyzon Motors Inc                                        | CUSIP: 44951Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4370 | NS      | $9308.10      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEANOMICS INC COM                       | IDEANOMICS INC COM                                      | CUSIP: 45166V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10039 | NS      | $2089.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products In           | Installed Building Products Inc                         | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |       480 | NS      | $52843.20     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ISUN INC COM                             | ISUN INC COM                                            | CUSIP: 465246106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       264 | NS      | $535.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                | Itron Inc                                               | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |       786 | NS      | $45171.42     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| JANONE INC COM                           | JANONE INC COM                                          | CUSIP: 47089W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        54 | NS      | $85.32        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JinkoSolar Holding Co Ltd                | JinkoSolar Holding Co Ltd                               | CUSIP: 47759T100<br>LEI: 529900Y93WNCS05FG852 | Long             | EC               | CORP              | CN        |       896 | NS      | $50516.48     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| KALTURA INC COM                          | KALTURA INC COM                                         | CUSIP: 483467106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2516 | NS      | $5484.88      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kandi Technologies Group Inc             | Kandi Technologies Group Inc                            | CUSIP: 483709101<br>LEI: 529900TXUELWMVI79005 | Long             | EC               | CORP              | CN        |      1270 | NS      | $3416.30      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KULR TECHNOLOGY GROUP INC COM            | KULR TECHNOLOGY GROUP INC COM                           | CUSIP: 50125G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1963 | NS      | $2512.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                 | LKQ Corp                                                | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      4726 | NS      | $278644.96    | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Li Auto Inc                              | Li Auto Inc                                             | CUSIP: 50202M102<br>LEI: 2549003R73Q70J5H4I65 | Long             | EC               | CORP              | CN        |     19132 | NS      | $476386.80    | 2.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Li-Cycle Holdings Corp                   | Li-Cycle Holdings Corp                                  | CUSIP: 50202P105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2984 | NS      | $16232.96     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LSI Industries Inc                       | LSI Industries Inc                                      | CUSIP: 50216C108<br>LEI: 529900HY42OANH6BVT33 | Long             | EC               | CORP              | US        |       487 | NS      | $6686.51      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LAIRD SUPERFOOD INC COM STK              | LAIRD SUPERFOOD INC COM STK                             | CUSIP: 50736T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       164 | NS      | $196.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc                 | Lennox International Inc                                | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |       621 | NS      | $161845.02    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHTBRIDGE CORP COM                     | LIGHTBRIDGE CORP COM                                    | CUSIP: 53224K302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       201 | NS      | $856.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightning eMotors Inc                    | Lightning eMotors Inc                                   | CUSIP: 53228T101<br>LEI: 549300JQ9U3NF5XD5A71 | Long             | EC               | CORP              | US        |      1199 | NS      | $1041.45      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lion Electric Co/The                     | Lion Electric Co/The                                    | CUSIP: 536221104<br>LEI: 894500XKOKXHCZ99CE73 | Long             | EC               | CORP              | CA        |      3316 | NS      | $8687.92      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corp                              | Livent Corp                                             | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |      3427 | NS      | $88827.84     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| LOOP INDS INC COM                        | LOOP INDS INC COM                                       | CUSIP: 543518104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       846 | NS      | $2115.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucid Group Inc                          | Lucid Group Inc                                         | CUSIP: 549498103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30154 | NS      | $352500.26    | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Steakholder Foods Ltd                    | Steakholder Foods Ltd                                   | CUSIP: 583435102<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |       236 | NS      | $240.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microvast Holdings Inc                   | Microvast Holdings Inc                                  | CUSIP: 59516C106<br>LEI: 549300J4UX9OMHSTKS35 | Long             | EC               | CORP              | US        |      5588 | NS      | $9108.44      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Montauk Renewables Inc                   | Montauk Renewables Inc                                  | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2473 | NS      | $27475.03     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Mullen Automotive Inc                    | Mullen Automotive Inc                                   | CUSIP: 62526P109<br>LEI: 549300HXMIP6GFG42241 | Long             | EC               | CORP              | US        |      9456 | NS      | $3251.92      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NIO Inc                                  | NIO Inc                                                 | CUSIP: 62914V106<br>LEI: 549300JBU4TV5OCKJV96 | Long             | EC               | CORP              | CN        |     30504 | NS      | $368183.28    | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NexGen Energy Ltd                        | NexGen Energy Ltd                                       | CUSIP: 65340P106<br>LEI: 529900N0IXNXB3IP7F06 | Long             | EC               | CORP              | CA        |     11142 | NS      | $53927.28     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Partners LP               | NextEra Energy Partners LP                              | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |      1508 | NS      | $110536.40    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Nikola Corp                              | Nikola Corp                                             | CUSIP: 654110105<br>LEI: 6354007SKFUCHYZAKQ61 | Long             | EC               | CORP              | US        |      8424 | NS      | $22829.04     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Niu Technologies                         | Niu Technologies                                        | CUSIP: 65481N100<br>LEI: 549300NJKNSC80EVQ065 | Long             | EC               | CORP              | CN        |      1384 | NS      | $7459.76      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                               | Nucor Corp                                              | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      4528 | NS      | $765322.56    | 4.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NuScale Power Corp                       | NuScale Power Corp                                      | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3955 | NS      | $42160.30     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NUVVE HOLDING CORP COM                   | NUVVE HOLDING CORP COM                                  | CUSIP: 67079Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       435 | NS      | $595.95       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oatly Group AB                           | Oatly Group AB                                          | CUSIP: 67421J108<br>LEI: 894500CEIOQNBAH10Z10 | Long             | EC               | CORP              | SE        |     10183 | NS      | $24846.52     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| OBLONG INC COM NEW                       | OBLONG INC COM NEW                                      | CUSIP: 674434204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        34 | NS      | $108.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORBITAL INFRASTRUCTURE GRP INC COM       | ORBITAL INFRASTRUCTURE GRP INC COM                      | CUSIP: 68559A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2490 | NS      | $483.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Materials Inc                     | Origin Materials Inc                                    | CUSIP: 68622D106<br>LEI: 549300VMLEEM8BI4DD65 | Long             | EC               | CORP              | US        |      2503 | NS      | $15143.15     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ORION ENERGY SYS INC COM                 | ORION ENERGY SYS INC COM                                | CUSIP: 686275108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       565 | NS      | $937.90       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                   | Ormat Technologies Inc                                  | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |       966 | NS      | $89403.30     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                | PG&E Corp                                               | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     43491 | NS      | $691506.90    | 3.99%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations Inc                      | PGT Innovations Inc                                     | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |      1049 | NS      | $22763.30     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Perma-Fix Environmental Servic           | Perma-Fix Environmental Services Inc                    | CUSIP: 714157203<br>LEI: 54930015OVD1T5P12U15 | Long             | EC               | CORP              | US        |       230 | NS      | $954.50       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PINEAPPLE ENERGY INC COM                 | PINEAPPLE ENERGY INC COM                                | CUSIP: 72303P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       165 | NS      | $364.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plug Power Inc                           | Plug Power Inc                                          | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |     10127 | NS      | $172361.54    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Co               | Preformed Line Products Co                              | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |        85 | NS      | $7508.05      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Proterra Inc                             | Proterra Inc                                            | CUSIP: 74374T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4023 | NS      | $20517.30     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PureCycle Technologies Inc               | PureCycle Technologies Inc                              | CUSIP: 74623V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2898 | NS      | $24285.24     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PYROGENESIS CDA INC COM                  | PYROGENESIS CDA INC COM                                 | CUSIP: 74734T104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3986 | NS      | $4304.88      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp            | Quanex Building Products Corp                           | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |       579 | NS      | $14990.31     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                      | Quanta Services Inc                                     | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      2480 | NS      | $377431.20    | 2.18%             |  |  |  | No            |                  1 | On Loan: No      |
| QuantumScape Corp                        | QuantumScape Corp                                       | CUSIP: 74767V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7714 | NS      | $65646.14     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Resource Holding Corp              | Quest Resource Holding Corp                             | CUSIP: 74836W203<br>LEI: 54930088J62L2GTB0F58 | Long             | EC               | CORP              | US        |       347 | NS      | $2394.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ReneSola Ltd                             | ReneSola Ltd                                            | CUSIP: 75971T301<br>LEI: 529900AE4IM429A3P568 | Long             | EC               | CORP              | US        |      1216 | NS      | $6152.96      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RESEARCH FRONTIERS INC COM               | RESEARCH FRONTIERS INC COM                              | CUSIP: 760911107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       586 | NS      | $1242.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                    | Rivian Automotive Inc                                   | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16331 | NS      | $316821.40    | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| SES AI Corp                              | SES AI Corp                                             | CUSIP: 78397Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5992 | NS      | $19773.60     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SAVE FOODS INC COM                       | SAVE FOODS INC COM                                      | CUSIP: 80512Q303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        79 | NS      | $100.33       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries Inc           | Schnitzer Steel Industries Inc                          | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |       469 | NS      | $15870.96     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMILEDS CORP COM NEW                    | SEMILEDS CORP COM NEW                                   | CUSIP: 816645204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        84 | NS      | $173.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc            | Shoals Technologies Group Inc                           | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2900 | NS      | $80881.00     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarEdge Technologies Inc               | SolarEdge Technologies Inc                              | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | IL        |       988 | NS      | $315300.44    | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Power Inc                          | Solid Power Inc                                         | CUSIP: 83422N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3072 | NS      | $10291.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                       | Steel Dynamics Inc                                      | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      3089 | NS      | $372656.96    | 2.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Stem Inc                                 | Stem Inc                                                | CUSIP: 85859N102<br>LEI: 549300GVWIYFILN5V546 | Long             | EC               | CORP              | US        |      2695 | NS      | $26572.70     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunnova Energy International I           | Sunnova Energy International Inc                        | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Long             | EC               | CORP              | US        |      1966 | NS      | $38297.68     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corp                            | SunPower Corp                                           | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |      3054 | NS      | $53231.22     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SunOpta Inc                              | SunOpta Inc                                             | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | US        |      1826 | NS      | $14918.42     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                               | Sunrun Inc                                              | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |      3754 | NS      | $98655.12     | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNWORKS INC COM NEW                     | SUNWORKS INC COM NEW                                    | CUSIP: 86803X204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       620 | NS      | $1413.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TMC THE METALS COMPANY INC COM           | TMC THE METALS COMPANY INC COM                          | CUSIP: 87261Y106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4685 | NS      | $4094.22      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TPI Composites Inc                       | TPI Composites Inc                                      | CUSIP: 87266J104<br>LEI: 549300TI9H56OIY0QE39 | Long             | EC               | CORP              | US        |       733 | NS      | $9565.65      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                | Tesla Inc                                               | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      4612 | NS      | $798890.64    | 4.61%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                            | TopBuild Corp                                           | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |       557 | NS      | $111433.42    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Ur-Energy Inc                            | Ur-Energy Inc                                           | CUSIP: 91688R108<br>LEI: 5493004ZEMNWEC7T6X93 | Long             | EC               | CORP              | US        |      5316 | NS      | $6963.96      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Uranium Energy Corp                      | Uranium Energy Corp                                     | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | CA        |      6499 | NS      | $26190.97     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                   | Valmont Industries Inc                                  | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |       372 | NS      | $122659.56    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Veru Inc                                 | Veru Inc                                                | CUSIP: 92536C103<br>LEI: 529900ER63TFLEIJV631 | Long             | EC               | CORP              | US        |      1408 | NS      | $8110.08      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| View Inc                                 | View Inc                                                | CUSIP: 92671V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3840 | NS      | $3148.80      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLCON INC COM                           | VOLCON INC COM                                          | CUSIP: 92864V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       416 | NS      | $744.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Volta Inc                                | Volta Inc                                               | CUSIP: 92873V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2955 | NS      | $2535.98      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections Inc                    | Waste Connections Inc                                   | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | US        |      4488 | NS      | $596455.20    | 3.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                     | Waste Management Inc                                    | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      5175 | NS      | $800727.75    | 4.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc             | Watts Water Technologies Inc                            | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |       582 | NS      | $95168.64     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTWATER RES INC COM NEW                | WESTWATER RES INC COM NEW                               | CUSIP: 961684206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       846 | NS      | $913.68       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Willdan Group Inc                        | Willdan Group Inc                                       | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |       234 | NS      | $4455.36      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spruce Power Holding Corp                | Spruce Power Holding Corp                               | CUSIP: 9837FR100<br>LEI: 549300W71XJ8DIF9RQ35 | Long             | EC               | CORP              | US        |      2635 | NS      | $3926.15      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| XPeng Inc                                | XPeng Inc                                               | CUSIP: 98422D105<br>LEI: 549300TZNMIREMWQU857 | Long             | EC               | CORP              | CN        |     15775 | NS      | $167846.00    | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Xos Inc                                  | Xos Inc                                                 | CUSIP: 98423B108<br>LEI: 254900ZQWJF169CBQB40 | Long             | EC               | CORP              | US        |      3031 | NS      | $2870.05      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| YIELD10 BIOSCIENCE INC COM               | YIELD10 BIOSCIENCE INC COM                              | CUSIP: 98585K862<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        86 | NS      | $333.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Video Communications Inc            | Zoom Video Communications Inc                           | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      5265 | NS      | $394875.00    | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ADS TEC ENERGY PLC SHS                   | ADS TEC ENERGY PLC SHS                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       865 | NS      | $2595.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantica Sustainable Infrastr           | Atlantica Sustainable Infrastructure PLC                | CUSIP: N/A<br>LEI: 549300ITBBGKJ651R879       | Long             | EC               | CORP              | GB        |      1960 | NS      | $53743.20     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                           | Eaton Corp PLC                                          | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | US        |      5098 | NS      | $826946.58    | 4.77%             |  |  |  | No            |                  1 | On Loan: No      |
| FUSION FUEL GREEN PLC CL A               | FUSION FUEL GREEN PLC CL A                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       185 | NS      | $743.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JIUZI HOLDINGS INC ORD SHS               | JIUZI HOLDINGS INC ORD SHS                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       348 | NS      | $63.16        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREIGHT TECHNOLOGIES INC ORDINARY SHARES | FREIGHT TECHNOLOGIES INC ORDINARY SHARES                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |       166 | NS      | $64.86        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International           | Johnson Controls International plc                      | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | US        |     12075 | NS      | $840057.75    | 4.85%             |  |  |  | No            |                  1 | On Loan: No      |
| EZGO TECHNOLOGIES LTD SHS                | EZGO TECHNOLOGIES LTD SHS                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |       403 | NS      | $487.63       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Joby Aviation Inc                        | Joby Aviation Inc                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     10909 | NS      | $48217.78     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ReNew Energy Global PLC                  | ReNew Energy Global PLC                                 | CUSIP: N/A<br>LEI: 254900SL77LA2KAG7R65       | Long             | EC               | CORP              | IN        |      4972 | NS      | $29832.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RETO ECO SOLUTIONS INC COM               | RETO ECO SOLUTIONS INC COM                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |       808 | NS      | $381.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SWVL HOLDINGS CORP CLASS A ORD NEW       | SWVL HOLDINGS CORP CLASS A ORD NEW                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |        99 | NS      | $311.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPI ENERGY CO LTD SHS NEW                | SPI ENERGY CO LTD SHS NEW                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       508 | NS      | $843.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tecnoglass Inc                           | Tecnoglass Inc                                          | CUSIP: N/A<br>LEI: 529900YRWTPOC2E6IO67       | Long             | EC               | CORP              | CO        |       816 | NS      | $27939.84     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VIVOPOWER INTERNATIONAL PLC SHS          | VIVOPOWER INTERNATIONAL PLC SHS                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |       400 | NS      | $372.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOGORO INC ORDINARY SHARES               | GOGORO INC ORDINARY SHARES                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      4189 | NS      | $19688.30     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ARRIVAL SHS                              | ARRIVAL SHS                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |      9998 | NS      | $3998.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FREYR Battery SA                         | FREYR Battery SA                                        | CUSIP: N/A<br>LEI: 222100QIBHPZGVW6UT76       | Long             | EC               | CORP              | NO        |      1959 | NS      | $17258.79     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AudioCodes Ltd                           | AudioCodes Ltd                                          | CUSIP: N/A<br>LEI: 529900TA48138NEVR854       | Long             | EC               | CORP              | IL        |       557 | NS      | $10677.69     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGO N V ORD SHS                       | ALLEGO N V ORD SHS                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NL        |      4691 | NS      | $20405.85     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SONO GROUP N V COM                       | SONO GROUP N V COM                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NL        |      1552 | NS      | $1552.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wallbox NV                               | Wallbox NV                                              | CUSIP: N/A<br>LEI: 894500JI9CLUTQ0H9V68       | Long             | EC               | CORP              | ES        |      2680 | NS      | $14981.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenntro Electric Group Ltd               | Cenntro Electric Group Ltd                              | CUSIP: N/A<br>LEI: 549300UDHPKCYMMCEM56       | Long             | EC               | CORP              | US        |      4600 | NS      | $3508.42      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Azure Power Global Ltd                   | Azure Power Global Ltd                                  | CUSIP: N/A<br>LEI: 54930085G5UQETD7JX48       | Long             | EC               | CORP              | IN        |      1054 | NS      | $4279.24      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxeon Solar Technologies Ltd            | Maxeon Solar Technologies Ltd                           | CUSIP: N/A<br>LEI: 5493007JPB074ITT6Y72       | Long             | EC               | CORP              | SG        |       793 | NS      | $17414.28     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-28

**Name of Applicant:** Tidal Trust II

**Signature:** /s/ Aaron Perkovich

**Name of Signer:** Aaron Perkovich

**Title:** Assistant Treasurer