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 2024-08-31 N 41524301.2 3451267.11 38073034.09 0 167996.46 0 0 0 0 0 0 0 0 0 0 0 1221690.09 N S&P 500 Total Return Index SPTR Consumer Discretionary Select 549300CD2I087Y919K79 Consumer Discretionary Select Sector SPDR Fund 81369Y407 -4612 NS USD -862997.44 -2.266689432 Short EC RF US N 1 N N N Consumer Staples Select Sector 549300Z52QUV3UXHLA68 Consumer Staples Select Sector SPDR Fund 81369Y308 -263 NS USD -21700.13 -0.056996062 Short EC RF US N 1 N N N Energy Select Sector SPDR Fund 54930064FLK0RD4TRU75 Energy Select Sector SPDR Fund 81369Y506 6552 NS USD 598066.56 1.570840292 Long EC RF US N 1 N N N Financial Select Sector SPDR F 549300Y12KQ6ZG08NY28 Financial Select Sector SPDR Fund 81369Y605 19050 NS USD 871347 2.288619809 Long EC RF US N 1 N N N First American Government Obli 549300R5MYM6VZF1RM44 First American Government Obligations Fund 31846V336 164113.51 NS USD 164113.51 0.431049203 Long STIV RF US N 1 N N N Health Care Select Sector SPDR 549300EJNY3KKJHPOY44 Health Care Select Sector SPDR Fund 81369Y209 -4368 NS USD -686649.6 -1.803506383 Short EC RF US N 1 N N N Industrial Select Sector SPDR 549300HQI51T8KP6U325 Industrial Select Sector SPDR Fund 81369Y704 1330 NS USD 174841.8 0.459227388 Long EC RF US N 1 N N N Invesco Senior Loan ETF 549300SIHU6DQELRNG59 Invesco Senior Loan ETF 46138G508 131030 NS USD 2760802.1 7.251331989 Long EC RF US N 1 N N N iShares CMBS ETF N/A iShares CMBS ETF 46429B366 23938 NS USD 1149024 3.017947026 Long EC RF US N 1 N N N iShares Convertible Bond ETF 5493009GXGY863LN1X56 iShares Convertible Bond ETF 46435G102 31937 NS USD 2596158.73 6.818891092 Long EC RF US N 1 N N N iShares iBoxx $ High Yield Cor N/A iShares iBoxx $ High Yield Corporate Bond ETF 464288513 142809 NS USD 11330466.06 29.75981907 Long EC RF US N 1 N N N ISHARES INC MSCI AUSTRALIA N/A ISHARES INC MSCI AUSTRALIA 464286103 71122 NS USD 1839926.14 4.832622837 Long 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 38087 NS USD 1461017.32 3.837407117 Long EC RF US N 1 N N N iShares MSCI China ETF N/A iShares MSCI China ETF 46429B671 4885 NS USD 204339.55 0.53670414 Long EC RF US N 1 N N N iShares MSCI India ETF 549300282VMCFH7S5848 iShares MSCI India ETF 46429B598 2863 NS USD 165252.36 0.434040428 Long EC RF US N 1 N N N iShares MSCI South Africa ETF N/A iShares MSCI South Africa ETF 464286780 -3672 NS USD -172437.12 -0.452911422 Short EC RF US N 1 N N N iShares MSCI South Korea ETF GR1QY1XUY5M0EJSI5J57 iShares MSCI South Korea ETF 464286772 1190 NS USD 77945 0.20472495 Long EC RF US N 1 N N N iShares Preferred and Income S 549300YX74JNY54XCY80 iShares Preferred and Income Securities ETF 464288687 2259 NS USD 73101.24 0.192002665 Long EC RF US N 1 N N N iShares TIPS Bond ETF 549300EHD1VQKMRQ0829 iShares TIPS Bond ETF 464287176 -97 NS USD -10560.39 -0.027737191 Short EC RF US N 1 N N N Materials Select Sector SPDR Fund N/A Materials Select Sector SPDR Fund 81369Y100 -4149 NS USD -391167.72 -1.027414099 Short EC RF US N 1 N N N N/A N/A AUDUSD Crncy Fut Sep24 N/A -5 NC USD -4833.96 -0.012696545 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short Chicago Mercantile Exchange Chicago Mercantile Exchange 2024-09-16 -333641.04 USD -4833.96 N N N N/A N/A BP CURRENCY FUT Sep24 N/A -9 NC USD -15238.08 -0.040023288 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short Chicago Mercantile Exchange Chicago Mercantile Exchange 2024-09-16 -723043.17 USD -15238.08 N N N N/A N/A C$ CURRENCY FUT Sep24 N/A -1 NC USD -801.39 -0.002104876 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short Chicago Mercantile Exchange Chicago Mercantile Exchange 2024-09-17 -73383.61 USD -801.39 N N N N/A N/A CHF CURRENCY FUT Sep24 N/A -2 NC USD -8373.74 -0.021993887 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short Chicago Mercantile Exchange Chicago Mercantile Exchange 2024-09-16 -286138.76 USD -8373.74 N N N N/A N/A COCOA FUTURE Dec24 N/A 2 NC USD -220 -0.000577837 N/A DCO US N 1 ICE Futures US Softs 5493004R83R1LVX2IL36 Long ICE Futures US Softs ICE Futures US Softs 2024-12-13 153640 USD -220 N N N N/A N/A COFFEE 'C' FUTURE Dec24 N/A 1 NC USD 50.13 0.000131668 N/A DCO US N 1 ICE Futures US Softs 5493004R83R1LVX2IL36 Long ICE Futures US Softs ICE Futures US Softs 2024-12-18 91468.62 USD 50.13 N N N N/A N/A CORN FUTURE Dec24 N/A 5 NC USD 1994.4 0.005238353 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Chicago Board of Trade Chicago Board of Trade 2024-12-13 98255.6 USD 1994.4 N N N N/A N/A DOLLAR INDEX Sep24 N/A 5 NC USD -6605.99 -0.017350837 N/A DFE US N 1 ICE Futures US Currencies 5493004R83R1LVX2IL36 Long ICE Futures US Currencies ICE Futures US Currencies 2024-09-16 514725.99 USD -6605.99 N N N N/A N/A EURO FX CURR FUT Sep24 N/A -1 NC USD -1530.62 -0.004020221 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short Chicago Mercantile Exchange Chicago Mercantile Exchange 2024-09-16 -136713.13 USD -1530.62 N N N N/A N/A GOLD 100 OZ FUTR Oct24 N/A 5 NC USD 25782.01 0.067717246 N/A DCO US N 1 Commodity Exchange, Inc. (NY) N/A Long Commodity Exchange, Inc. (NY) Commodity Exchange, Inc. (NY) 2024-10-29 1226467.99 USD 25782.01 N N N N/A N/A JPN YEN CURR FUT Sep24 N/A -4 NC USD -3791.23 -0.009957783 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short Chicago Mercantile Exchange Chicago Mercantile Exchange 2024-09-16 -339208.77 USD -3791.23 N N N N/A N/A LIVE CATTLE FUTR Oct24 N/A 1 NC USD -3186.12 -0.008368443 N/A DCO US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long Chicago Mercantile Exchange Chicago Mercantile Exchange 2024-10-31 74626.12 USD -3186.12 N N N N/A N/A LME PRI ALUM FUTR Sep24 N/A -1 NC USD 622.73 0.00163562 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Short London Metal Exchange London Metal Exchange 2024-09-16 -61470.23 USD 622.73 N N N N/A N/A LME ZINC FUTURE Sep24 N/A -1 NC USD -1722.77 -0.004524909 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Short London Metal Exchange London Metal Exchange 2024-09-16 -69745.23 USD -1722.77 N N N N/A N/A NIKKEI 225 (CME) Sep24 N/A 13 NC USD 145794.94 0.382934913 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long Chicago Mercantile Exchange Chicago Mercantile Exchange 2024-09-12 2390180.06 USD 145794.94 N N N N/A N/A S&P500 EMINI FUT Sep24 N/A 14 NC USD 137449.4 0.361015095 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long Chicago Mercantile Exchange Chicago Mercantile Exchange 2024-09-20 3825250.6 USD 137449.4 N N N N/A N/A SOYBEAN FUTURE Nov24 N/A 2 NC USD 1937.76 0.005089586 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Chicago Board of Trade Chicago Board of Trade 2024-11-14 98062.24 USD 1937.76 N N N N/A N/A SUGAR #11 (WORLD) Oct24 N/A 5 NC USD 564.35 0.001482283 N/A DCO US N 1 ICE Futures US Softs 5493004R83R1LVX2IL36 Long ICE Futures US Softs ICE Futures US Softs 2024-09-30 107963.65 USD 564.35 N N N N/A N/A US 10YR NOTE (CBT)Dec24 N/A 2 NC USD -113.87 -0.000299083 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Chicago Board of Trade Chicago Board of Trade 2024-12-19 227238.87 USD -113.87 N N N N/A N/A US 5YR NOTE (CBT) Dec24 N/A -75 NC USD 24014.15 0.063073907 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Chicago Board of Trade Chicago Board of Trade 2024-12-31 -8228897 USD 24014.15 N N N N/A N/A US LONG BOND(CBT) Dec24 N/A 2 NC USD -1041.08 -0.002734429 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Chicago Board of Trade Chicago Board of Trade 2024-12-19 247291.08 USD -1041.08 N N N N/A N/A WTI CRUDE FUTURE Oct24 N/A -5 NC USD 8002.3 0.021018288 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Short New York Mercantile Exchange New York Mercantile Exchange 2024-09-20 -375752.3 USD 8002.3 N N N ProShares Investment Grade-Int 549300QI16S9YVH36114 ProShares Investment Grade-Interest Rate Hedged ETF 74347B607 21261 NS USD 1630506.09 4.282574607 Long EC RF US N 1 N N N Real Estate Select Sector SPDR 549300SPMSTD3BRHL041 Real Estate Select Sector SPDR Fund 81369Y860 -19792 NS USD -861941.6 -2.263916235 Short EC RF US N 1 N N N SPDR S&P Biotech ETF 549300Y3ODFMPD5XXL58 SPDR S&P Biotech ETF 78464A870 607 NS USD 61464.82 0.161439248 Long EC RF US N 1 N N N SPDR S&P Homebuilders ETF 549300MSE80LL1UJS132 SPDR S&P Homebuilders ETF 78464A888 11916 NS USD 1398819.24 3.674041939 Long EC RF US N 1 N N N SPDR S&P Retail ETF 549300HHG63HQV071458 SPDR S&P Retail ETF 78464A714 2336 NS USD 178283.52 0.468267172 Long EC RF US N 1 N N N Technology Select Sector SPDR 549300BR5T0JNM2MW070 Technology Select Sector SPDR Fund 81369Y803 1571 NS USD 346138.43 0.909143278 Long EC RF US N 1 N N N Utilities Select Sector SPDR F 549300ERQDM80PRYUH21 Utilities Select Sector SPDR Fund 81369Y886 -1246 NS USD -95057.34 -0.24967104 Short EC RF US N 1 N N N Vanguard Emerging Markets Gove N/A Vanguard Emerging Markets Government Bond ETF 921946885 6207 NS USD 405627.45 1.065393026 Long EC RF US N 1 N N N Vanguard FTSE Emerging Markets N/A Vanguard FTSE Emerging Markets ETF 922042858 95548 NS USD 4272906.56 11.22292106 Long EC RF US N 1 N N N Vanguard FTSE Europe ETF N/A Vanguard FTSE Europe ETF 922042874 16001 NS USD 1134950.93 2.980983673 Long EC RF US N 1 N N N Vanguard Growth ETF N/A Vanguard Growth ETF 922908736 6747 NS USD 2533835.85 6.655198123 Long EC RF US N 1 N N N Vanguard Mid-Cap ETF N/A Vanguard Mid-Cap ETF 922908629 735 NS USD 189777 0.498455152 Long EC RF US N 1 N N N Vanguard Mortgage-Backed Secur N/A Vanguard Mortgage-Backed Securities ETF 92206C771 -6858 NS USD -321091.56 -0.8433569 Short EC RF US N 1 N N N Vanguard Russell 2000 ETF N/A Vanguard Russell 2000 ETF 92206C664 5367 NS USD 477394.65 1.253891794 Long EC RF US N 1 N N N Vanguard Total International S N/A Vanguard Total International Stock ETF 921909768 34855 NS USD 2208761.35 5.801379908 Long EC RF US N 1 N N N Vanguard US Momentum Factor ETF N/A Vanguard US Momentum Factor ETF 921935508 6356 NS USD 1006281.92 2.643030544 Long EC RF US N 1 N N N Vanguard Value ETF N/A Vanguard Value ETF 922908744 5038 NS USD 870818.3 2.287231162 Long EC RF US N 1 N N N 2024-10-25 Tidal ETF Trust /s/ Aaron Perkovich Aaron Perkovich Treasurer/Principal Financial