Consumer Discretionary Select Sector SPDR Fund

NPORT-P false 0001742912 XXXXXXXX S000077333 C000237694 Tidal ETF Trust 811-23377 0001742912 549300VTYHP8U2332C46 234 West Florida Street Suite 203 Milwaukee 53204 8449867676 Unlimited Hfnd Multi-strategy Return Tracker ETF S000077333 549300VSZ0XMYXPWVK70 2024-08-31 2024-02-29 N 41002758.11 1706768.65 39295989.46 0 0 0 0 0 0 0 0 0 0 0 0 0 2684861.33 N Consumer Discretionary Select 549300CD2I087Y919K79 Consumer Discretionary Select Sector SPDR Fund 81369Y407 -849 NS USD -156564.09 -0.3984225671664764 Short EC RF US N 1 N N N Consumer Staples Select Sector 549300Z52QUV3UXHLA68 Consumer Staples Select Sector SPDR Fund 81369Y308 -545 NS USD -40575.25 -0.10325544809426972 Short EC RF US N 1 N N N Energy Select Sector SPDR Fund 54930064FLK0RD4TRU75 Energy Select Sector SPDR Fund 81369Y506 4358 NS USD 375398.12 0.9553089899469857 Long EC RF US N 1 N N N Financial Select Sector SPDR F 549300Y12KQ6ZG08NY28 Financial Select Sector SPDR Fund 81369Y605 11741 NS USD 473631.94 1.2052933302064255 Long EC RF US N 1 N N N First American Government Obli 549300R5MYM6VZF1RM44 First American Government Obligations Fund 31846V336 23053.07 NS USD 23053.07 0.05866519794205991 Long STIV RF US N 1 N N N Health Care Select Sector SPDR 549300EJNY3KKJHPOY44 Health Care Select Sector SPDR Fund 81369Y209 -873 NS USD -126427.86 -0.32173222188155587 Short EC RF US N 1 N N N Industrial Select Sector SPDR 549300HQI51T8KP6U325 Industrial Select Sector SPDR Fund 81369Y704 1792 NS USD 216832 0.5517916789465669 Long EC RF US N 1 N N N INVESCO DB MULTI-SECTOR COMMOD AGRICULTURE FD N/A INVESCO DB MULTI-SECTOR COMMOD AGRICULTURE FD 46140H106 33673 NS USD 746867.14 1.9006192496062422 Long EC RF US N 1 N N N INVESCO DB MULTI-SECTOR COMMOD BASE METALS FD N/A INVESCO DB MULTI-SECTOR COMMOD BASE METALS FD 46140H700 -1071 NS USD -18571.14 -0.047259631975685085 Short EC RF US N 1 N N N Invesco Senior Loan ETF 549300SIHU6DQELRNG59 Invesco Senior Loan ETF 46138G508 117682 NS USD 2485443.84 6.324930035239275 Long EC RF US N 1 N N N iShares Convertible Bond ETF 5493009GXGY863LN1X56 iShares Convertible Bond ETF 46435G102 30479 NS USD 2382543.43 6.063070208284812 Long EC RF US N 1 N N N iShares Gold Trust 5493006UOY7GXQW0IP42 iShares Gold Trust 464285204 12401 NS USD 479298.65 1.2197139112323043 Long EC RF US N 1 N N N ISHARES INC MSCI AUSTRALIA N/A ISHARES INC MSCI AUSTRALIA 464286103 117469 NS USD 2809858.48 7.150496828334603 Long EC RF US N 1 N N N ISHARES INC MSCI STH AFR ETF N/A ISHARES INC MSCI STH AFR ETF 464286780 -2471 NS USD -91797.65 -0.23360564592333843 Short EC RF US N 1 N N N iShares J.P. Morgan EM High Yi 549300DZF05WBBY0EZ78 iShares J.P. Morgan EM High Yield Bond ETF 464286285 37693 NS USD 1389363.98 3.53563811241922 Long EC RF US N 1 N N N iShares MSCI Brazil ETF 5493006D2L7KY3ZDF809 iShares MSCI Brazil ETF 464286400 1084 NS USD 35782.84 0.0910597760527799 Long EC RF US N 1 N N N iShares MSCI China ETF 549300Q0IWAYMYXW0R77 iShares MSCI China ETF 46429B671 -4577 NS USD -178457.23 -0.45413598805459376 Short EC RF US N 1 N N N iShares MSCI India ETF 549300282VMCFH7S5848 iShares MSCI India ETF 46429B598 1183 NS USD 60522.28 0.1540164297468742 Long EC RF US N 1 N N N iShares MSCI Japan ETF 5493008I6YRUC6I0S051 iShares MSCI Japan ETF 46434G822 29196 NS USD 2018027.52 5.1354541461646654 Long EC RF US N 1 N N N iShares MSCI Mexico ETF 549300SQ92O6OZ19G545 iShares MSCI Mexico ETF 464286822 651 NS USD 42471.24 0.1080803425072987 Long EC RF US N 1 N N N iShares MSCI South Korea ETF GR1QY1XUY5M0EJSI5J57 iShares MSCI South Korea ETF 464286772 56 NS USD 3590.16 0.009136199518921593 Long EC RF US N 1 N N N iShares Preferred and Income S 549300YX74JNY54XCY80 iShares Preferred and Income Securities ETF 464288687 2229 NS USD 71729.22 0.18253572689145361 Long EC RF US N 1 N N N iShares TIPS Bond ETF 549300EHD1VQKMRQ0829 iShares TIPS Bond ETF 464287176 -2435 NS USD -259863.2 -0.6612970014777686 Short EC RF US N 1 N N N ISHARES TR CMBS ETF N/A ISHARES TR CMBS ETF 46429B366 26374 NS USD 1234192.43 3.1407592656657837 Long EC RF US N 1 N N N ISHARES U S ETF TR IT RT HDG HGYL N/A ISHARES U S ETF TR IT RT HDG HGYL 46431W606 84221 NS USD 7190788.98 18.299040382529665 Long EC RF US N 1 N N N Materials Select Sector SPDR F 549300N81BAQ1XPGBT65 Materials Select Sector SPDR Fund 81369Y100 2154 NS USD 188604.24 0.47995798704084847 Long EC RF US N 1 N N N N/A N/A AUDUSD Crncy Fut Mar24 N/A 2 NC USD -711.24 -0.0018099556971939395 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short Chicago Mercantile Exchange AUDUSD Crncy Fut Mar24 2024-03-18 130651.24 USD -711.24 N N N N/A N/A BP CURRENCY FUT Mar24 N/A -15 NC USD 1621.95 0.0041275204474772375 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short Chicago Mercantile Exchange BP CURRENCY FUT Mar24 2024-03-18 -1184184.45 USD 1621.95 N N N N/A N/A C$ CURRENCY FUT Mar24 N/A 9 NC USD -6035.58 -0.015359277328144927 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short Chicago Mercantile Exchange C$ CURRENCY FUT Mar24 2024-03-19 669065.58 USD -6035.58 N N N N/A N/A DOLLAR INDEX Mar24 N/A 10 NC USD 1376.3 0.0035023930403914557 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short Chicago Mercantile Exchange JPN YEN CURR FUT Mar24 2024-03-18 -420915.65 USD 3040.65 N N N N/A N/A JPN YEN CURR FUT Mar24 N/A -5 NC USD 3040.65 0.007737812539610754 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short Chicago Mercantile Exchange JPN YEN CURR FUT Mar24 2024-03-18 -420915.65 USD 3040.65 N N N ProShares Investment Grade-Int 549300QI16S9YVH36114 ProShares Investment Grade-Interest Rate Hedged ETF 74347B607 30961 NS USD 2353655.22 5.989555810512985 Long EC RF US N 1 N N N Real Estate Select Sector SPDR 549300SPMSTD3BRHL041 Real Estate Select Sector SPDR Fund 81369Y860 811 NS USD 31718.21 0.08071615051781927 Long EC RF US N 1 N N N SPDR S&P Biotech ETF 549300Y3ODFMPD5XXL58 SPDR S&P Biotech ETF 78464A870 1033 NS USD 101667.86 0.25872324732652247 Long EC RF US N 1 N N N SPDR S&P Homebuilders ETF 549300MSE80LL1UJS132 SPDR S&P Homebuilders ETF 78464A888 7817 NS USD 805698.19 2.0503318559267547 Long EC RF US N 1 N N N SPDR S&P Retail ETF 549300HHG63HQV071458 SPDR S&P Retail ETF 78464A714 7343 NS USD 561666.07 1.4293216119973988 Long EC RF US N 1 N N N Technology Select Sector SPDR 549300BR5T0JNM2MW070 Technology Select Sector SPDR Fund 81369Y803 1812 NS USD 375047.76 0.9544173976882984 Long EC RF US N 1 N N N United States Oil Fund LP ZR7XWIN3GSRDDWZ9V446 United States Oil Fund LP 91232N207 -5829 NS USD -427615.44 -1.0881910492043378 Short EC RF US N 1 N N N Utilities Select Sector SPDR F 549300ERQDM80PRYUH21 Utilities Select Sector SPDR Fund 81369Y886 -5487 NS USD -340742.7 -0.8671182598591832 Short EC RF US N 1 N N N Vanguard Emerging Markets Gove N/A Vanguard Emerging Markets Government Bond ETF 921946885 3754 NS USD 236276.76 0.6012744894501506 Long EC RF US N 1 N N N Vanguard FTSE Emerging Markets N/A Vanguard FTSE Emerging Markets ETF 922042858 51185 NS USD 2099608.7 5.343061032060854 Long EC RF US N 1 N N N Vanguard FTSE Europe ETF N/A Vanguard FTSE Europe ETF 922042874 12071 NS USD 787270.62 2.003437579301509 Long EC RF US N 1 N N N Vanguard Growth ETF N/A Vanguard Growth ETF 922908736 2357 NS USD 801450.71 2.0395229157311565 Long EC RF US N 1 N N N VANGUARD INTL EQUITY INDEX FDS TT WRLD ST ETF N/A VANGUARD INTL EQUITY INDEX FDS TT WRLD ST ETF 922042742 44757 NS USD 4811377.5 12.24394032601616 Long EC RF US N 1 N N N Vanguard Mid-Cap ETF N/A Vanguard Mid-Cap ETF 922908629 4195 NS USD 1009149.2 2.5680717392985577 Long EC RF US N 1 N N N Vanguard Mortgage-Backed Secur N/A Vanguard Mortgage-Backed Securities ETF 92206C771 -779 NS USD -35319.86 -0.0898815896618474 Short EC RF US N 1 N N N Vanguard Russell 2000 ETF N/A Vanguard Russell 2000 ETF 92206C664 3328 NS USD 273728 0.6965799913974223 Long EC RF US N 1 N N N Vanguard Total Stock Market ET N/A Vanguard Total Stock Market ETF 922908769 3026 NS USD 764307.08 1.9450002163146956 Long EC RF US N 1 N N N Vanguard Value ETF N/A Vanguard Value ETF 922908744 4104 NS USD 639526.32 1.627459516322865 Long EC RF US N 1 N N N VANGUARD WELLINGTON FD US MOMENTUM N/A VANGUARD WELLINGTON FD US MOMENTUM 921935508 2862 NS USD 419283 1.0669867479142998 Long EC RF US N 1 N N N 2024-04-22 Tidal ETF Trust /s/ Aaron Perkovich Aaron Perkovich Treasurer/Principal Financial