Consumer Discretionary Select Sector SPDR Fund

NPORT-P/A false 0002000324-24-001932 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 2025-08-31 2024-05-31 N 38038840.37 3258614.23 34780226.14 0 371029.59 0 0 0 0 0 0 0 0 0 0 0 5085013.52 N S&P 500 Total Return Index SPTR Consumer Discretionary Select Sector SPDR Fund N/A Consumer Discretionary Select Sector SPDR Fund 81369Y407 -2732 NS USD -480750.04 -1.382251047 Short EC RF US N 1 N N N Consumer Staples Select Sector 549300Z52QUV3UXHLA68 Consumer Staples Select Sector SPDR Fund 81369Y308 576 NS USD 44547.84 0.128083814 Long EC RF US N 1 N N N Energy Select Sector SPDR Fund 54930064FLK0RD4TRU75 Energy Select Sector SPDR Fund 81369Y506 3955 NS USD 368606 1.059814846 Long EC RF US N 1 N N N Financial Select Sector SPDR F 549300Y12KQ6ZG08NY28 Financial Select Sector SPDR Fund 81369Y605 15197 NS USD 632803.08 1.819433483 Long EC RF US N 1 N N N First American Government Obli 549300R5MYM6VZF1RM44 First American Government Obligations Fund 31846V336 1629035.11 NS USD 1629035.11 4.683796774 Long STIV RF US N 1 N N N Health Care Select Sector SPDR 549300EJNY3KKJHPOY44 Health Care Select Sector SPDR Fund 81369Y209 -4323 NS USD -621215.1 -1.786115759 Short EC RF US N 1 N N N Industrial Select Sector SPDR 549300HQI51T8KP6U325 Industrial Select Sector SPDR Fund 81369Y704 2452 NS USD 302846.52 0.87074339 Long EC RF US N 1 N N N Invesco Senior Loan ETF 549300SIHU6DQELRNG59 Invesco Senior Loan ETF 46138G508 113594 NS USD 2399105.28 6.897900176 Long EC RF US N 1 N N N iShares CMBS ETF N/A iShares CMBS ETF 46429B366 6463 NS USD 301111.17 0.865753917 Long EC RF US N 1 N N N iShares Convertible Bond ETF 5493009GXGY863LN1X56 iShares Convertible Bond ETF 46435G102 26868 NS USD 2103495.72 6.047964471 Long EC RF US N 1 N N N iShares iBoxx $ High Yield Cor N/A iShares iBoxx $ High Yield Corporate Bond ETF 464288513 115309 NS USD 8893783.17 25.57137821 Long EC RF US N 1 N N N ISHARES INC MSCI AUSTRALIA N/A ISHARES INC MSCI AUSTRALIA 464286103 80771 NS USD 1991005.15 5.724531928 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 35963 NS USD 1348972.13 3.878560549 Long EC RF US N 1 N N N iShares MSCI Brazil ETF N/A iShares MSCI Brazil ETF 464286400 839 NS USD 24834.4 0.071403791 Long EC RF US N 1 N N N iShares MSCI China ETF 549300Q0IWAYMYXW0R77 iShares MSCI China ETF 46429B671 2668 NS USD 116911.76 0.336144335 Long EC RF US N 1 N N N iShares MSCI India ETF 549300282VMCFH7S5848 iShares MSCI India ETF 46429B598 2211 NS USD 117205.11 0.336987774 Long EC RF US N 1 N N N iShares MSCI Mexico ETF N/A iShares MSCI Mexico ETF 464286822 69 NS USD 4478.1 0.012875419 Long EC RF US N 1 N N N iShares MSCI South Africa ETF N/A iShares MSCI South Africa ETF 464286780 -4701 NS USD -190813.59 -0.548626651 Short EC RF US N 1 N N N iShares MSCI South Korea ETF GR1QY1XUY5M0EJSI5J57 iShares MSCI South Korea ETF 464286772 794 NS USD 49370.92 0.141951118 Long EC RF US N 1 N N N iShares Preferred and Income S 549300YX74JNY54XCY80 iShares Preferred and Income Securities ETF 464288687 2078 NS USD 65976.5 0.189695431 Long EC RF US N 1 N N N iShares TIPS Bond ETF 549300EHD1VQKMRQ0829 iShares TIPS Bond ETF 464287176 398 NS USD 42466.6 0.122099839 Long EC RF US N 1 N N N Materials Select Sector SPDR F 549300N81BAQ1XPGBT65 Materials Select Sector SPDR Fund 81369Y100 -1265 NS USD -115785.45 -0.332905972 Short EC RF US N 1 N N N N/A N/A BP CURRENCY FUT Jun24 N/A -7 NC USD 5418.56 0.015579427 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short BPM4 CURNCY BPM4 CURNCY 2024-06-17 -562443.56 USD 5418.56 N N N N/A N/A CHF CURRENCY FUT Jun24 N/A -2 NC USD 5985.28 0.017208859 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short SFM4 CURNCY SFM4 CURNCY 2024-06-17 -283372.78 USD 5985.28 N N N N/A N/A COCOA FUTURE Jul24 N/A 5 NC USD 15402.75 0.04428594 N/A DCO US N 1 ICE Futures US Softs 5493004R83R1LVX2IL36 Long CCN4 COMDTY CCN4 COMDTY 2024-07-16 451147.25 USD 15402.75 N N N N/A N/A COFFEE 'C' FUTURE Jul24 N/A 3 NC USD 17572.27 0.050523737 N/A DCO US N 1 ICE Futures US Softs 5493004R83R1LVX2IL36 Long KCN4 COMDTY KCN4 COMDTY 2024-07-19 232571.485 USD 17572.27 N N N N/A N/A COPPER FUTURE Jul24 N/A 2 NC USD 2838.76 0.008161994 N/A DCO US N 1 Commodity Exchange, Inc. N/A Long HGN4 COMDTY HGN4 COMDTY 2024-07-29 227261.24 USD 2838.76 N N N N/A N/A CORN FUTURE Jul24 N/A 7 NC USD -928.69 -0.002670167 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long C N4 COMDTY C N4 COMDTY 2024-07-12 157116.19 USD -928.69 N N N N/A N/A DOLLAR INDEX Jun24 N/A 13 NC USD 1710.76 0.004918772 N/A DFE US N 1 ICE Futures US Currencies 5493004R83R1LVX2IL36 Long DXM4 CURNCY DXM4 CURNCY 2024-06-17 1358440.24 USD 1710.76 N N N N/A N/A GOLD 100 OZ FUTR Aug24 N/A 4 NC USD -4382.48 -0.012600493 N/A DCO US N 1 Commodity Exchange, Inc. N/A Long GCQ4 COMDTY GCQ4 COMDTY 2024-08-28 942702.48 USD -4382.48 N N N N/A N/A JPN YEN CURR FUT Jun24 N/A -5 NC USD 33132.9 0.095263613 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short JYM4 CURNCY JYM4 CURNCY 2024-06-17 -431476.65 USD 33132.9 N N N N/A N/A LIVE CATTLE FUTR Aug24 N/A 2 NC USD 820 0.002357661 N/A DCO US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long LCQ4 COMDTY LCQ4 COMDTY 2024-08-30 141940 USD 820 N N N N/A N/A LME PRI ALUM FUTR Jul24 N/A 4 NC USD 10141.8 0.029159672 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long LAN24 COMDTY LAN24 COMDTY 2024-07-17 254114.2 USD 10141.8 N N N N/A N/A LME ZINC FUTURE Jul24 N/A 3 NC USD 6096.6 0.017528926 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long LXN4 COMDTY LXN4 COMDTY 2024-07-15 215035.65 USD 6096.6 N N N N/A N/A NIKKEI 225 (CME) Jun24 N/A 8 NC USD -42434.76 -0.122008292 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long NXM4 INDEX NXM4 INDEX 2024-06-13 1588034.761 USD -42434.76 N N N N/A N/A S&P500 EMINI FUT Jun24 N/A 11 NC USD 19800.55 0.056930481 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long ESM4 INDEX ESM4 INDEX 2024-06-21 2892724.45 USD 19800.55 N N N N/A N/A SOYBEAN FUTURE Jul24 N/A 3 NC USD 3464.49 0.009961091 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long S N4 COMDTY S N4 COMDTY 2024-07-12 177285.51 USD 3464.49 N N N N/A N/A SUGAR #11 (WORLD) Jul24 N/A 8 NC USD -22123.81 -0.063610311 N/A DCO US N 1 ICE Futures US Softs 5493004R83R1LVX2IL36 Long SBN4 COMDTY SBN4 COMDTY 2024-06-28 186091.81 USD -22123.81 N N N N/A N/A US 10YR NOTE (CBT)Sep24 N/A -3 NC USD 829.22 0.002384171 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short TYU4 COMDTY TYU4 COMDTY 2024-09-19 -327219.84 USD 829.22 N N N N/A N/A US 5YR NOTE (CBT) Sep24 N/A -61 NC USD 4004.96 0.011515049 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short FVU4 COMDTY FVU4 COMDTY 2024-09-30 -6457614.33 USD 4004.96 N N N N/A N/A US LONG BOND(CBT) Sep24 N/A -3 NC USD 3010.76 0.008656528 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short USU4 COMDTY USU4 COMDTY 2024-09-19 -351198.26 USD 3010.76 N N N N/A N/A WTI CRUDE FUTURE Jul24 N/A -4 NC USD 4657.92 0.013392437 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Short CLN4 COMDTY CLN4 COMDTY 2024-06-20 -312617.92 USD 4657.92 N N N ProShares Investment Grade-Int 549300QI16S9YVH36114 ProShares Investment Grade-Interest Rate Hedged ETF 74347B607 28603 NS USD 2209418.71 6.352513929 Long EC RF US N 1 N N N Real Estate Select Sector SPDR 549300SPMSTD3BRHL041 Real Estate Select Sector SPDR Fund 81369Y860 -34425 NS USD -1309871.25 -3.766137818 Short EC RF US N 1 N N N SPDR S&P Biotech ETF 549300Y3ODFMPD5XXL58 SPDR S&P Biotech ETF 78464A870 379 NS USD 33780.27 0.097124929 Long EC RF US N 1 N N N SPDR S&P Homebuilders ETF 549300MSE80LL1UJS132 SPDR S&P Homebuilders ETF 78464A888 15469 NS USD 1628885.7 4.683367191 Long EC RF US N 1 N N N SPDR S&P Retail ETF N/A SPDR S&P Retail ETF 78464A714 3801 NS USD 294653.52 0.847186901 Long EC RF US N 1 N N N Technology Select Sector SPDR 549300BR5T0JNM2MW070 Technology Select Sector SPDR Fund 81369Y803 -13 NS USD -2732.08 -0.007855268 Short EC RF US N 1 N N N Utilities Select Sector SPDR F 549300ERQDM80PRYUH21 Utilities Select Sector SPDR Fund 81369Y886 -2437 NS USD -177218.64 -0.509538493 Short EC RF US N 1 N N N Vanguard Emerging Markets Gove N/A Vanguard Emerging Markets Government Bond ETF 921946885 6177 NS USD 391498.26 1.125634602 Long EC RF US N 1 N N N Vanguard FTSE Emerging Markets N/A Vanguard FTSE Emerging Markets ETF 922042858 67575 NS USD 2911131 8.370074962 Long EC RF US N 1 N N N Vanguard FTSE Europe ETF N/A Vanguard FTSE Europe ETF 922042874 10984 NS USD 767232.4 2.205944254 Long EC RF US N 1 N N N Vanguard Growth ETF N/A Vanguard Growth ETF 922908736 2971 NS USD 1041870.28 2.995582248 Long EC RF US N 1 N N N Vanguard Mid-Cap ETF N/A Vanguard Mid-Cap ETF 922908629 1414 NS USD 345864.4 0.994428267 Long EC RF US N 1 N N N Vanguard Mortgage-Backed Secur N/A Vanguard Mortgage-Backed Securities ETF 92206C771 -7380 NS USD -331878.6 -0.954216337 Short EC RF US N 1 N N N Vanguard Russell 2000 ETF N/A Vanguard Russell 2000 ETF 92206C664 1786 NS USD 148523.76 0.427035061 Long EC RF US N 1 N N N Vanguard Total International S N/A Vanguard Total International Stock ETF 921909768 28754 NS USD 1761757.58 5.065400015 Long EC RF US N 1 N N N Vanguard US Momentum Factor ETF N/A Vanguard US Momentum Factor ETF 921935508 2526 NS USD 378975.78 1.089630005 Long EC RF US N 1 N N N Vanguard Value ETF N/A Vanguard Value ETF 922908744 3448 NS USD 555748.64 1.597886793 Long EC RF US N 1 N N N 2025-01-03 Tidal ETF Trust /s/ Aaron Perkovich Aaron Perkovich Treasurer/Principal Financial XXXX