Welcome to our dedicated page for Defiance Nasdaq 100 Enh Opt &0DTEIncETF SEC filings (Ticker: QQQY), a comprehensive resource for investors and traders seeking official regulatory documents including 10-K annual reports, 10-Q quarterly earnings, 8-K material events, and insider trading forms.
Tracking the real yield behind Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY) often means wading through hundreds of pages of fund-specific reports, complex options footnotes and distribution notices. If you have ever wondered how to locate the strike levels behind QQQY’s covered calls or questioned why an ETF shows QQQY insider trading Form 4 transactions, you already know the challenge.
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Use cases: monitor option overwrite coverage before volatility spikes, compare month-to-month holdings via N-PORT, or review the proxy statement executive compensation of the adviser for governance insights. Put simply, our platform turns the maze of fund documents into answers—understanding QQQY SEC documents with AI and seeing 8-K material events explained in context. Access everything from insider buying patterns to distribution tax character, all in one place, with live data that updates the second EDGAR does.
YieldMax Short TSLA Option Income Strategy ETF (Series ID S000084232, LEI 254900ZYVE1183402F16) filed its monthly Form NPORT-P for the period ended 30 April 2025.
- Net assets: US$26.66 million, derived from total assets of US$31.76 million and liabilities of US$5.10 million.
- Liquidity: Cash & cash equivalents stand at US$11.19 million (≈42% of total assets).
- Recent performance: Monthly total returns were +23.26% (Month 1), +9.48% (Month 2) and -6.50% (Month 3).
- Derivatives activity (options on equities): Month 3 showed a realized gain of US$9.62 million but an unrealized depreciation of US$11.54 million, signalling elevated short-term volatility.
- Risk metrics (USD): DV01 exposure of US$419–376 across 3-month and 1-year maturities; no material exposure beyond 1-year maturities. Credit-spread sensitivity is confined to investment-grade paper, with similar magnitudes.
- Securities lending: The fund reports the presence of non-cash collateral arrangements.
The filing does not indicate any borrowings, preferred stock, or controlled foreign corporation exposure. Management also checked “No” for a final filing, implying continued reporting.
Tidal Trust II – YieldMax Short COIN Option Income Strategy ETF filed a Form N-PORT for the period ended 30 April 2025.
The fund reported total assets of US$62.63 million, liabilities of US$11.55 million, and net assets of US$51.08 million. Cash and cash equivalents represent US$27.84 million (≈45% of total assets).
Monthly total returns for the last three months were +20.06% (Month 1), +19.27% (Month 2) and -14.23% (Month 3), indicating significant performance volatility typical of an option-income strategy.
Derivative activity is concentrated in equity options. Realised and unrealised figures show sharp swings: in Month 3 the fund realised a US$18.44 million gain but recorded a US$24.34 million unrealised loss. DV01 exposure to interest-rate risk is modest (3-month DV01 = US$530; 1-year DV01 = US$442), suggesting limited duration exposure. No borrowings, preferred stock, or controlled foreign corporation assets were reported.
Form NPORT-P (monthly) filed by Tidal Trust II for its series YieldMaxTM Short NVDA Option Income Strategy ETF covers the period ended 30-Apr-2025. The fund reports $11.35 million in total assets, $0.98 million in liabilities and $10.37 million in net assets. Cash and cash equivalents total $3.38 million, or roughly 29.7 % of assets, providing ample liquidity. No borrowings, preferred stock, or delayed-delivery payables were outstanding, reflecting a clean balance sheet.
Portfolio risk is modest: DV01 exposure is limited to the 3-month (116.5) and 1-year (95.4) buckets, with zero exposure beyond five years. Credit-spread sensitivity is similarly concentrated in short maturities and exclusively investment-grade.
Performance was volatile. Monthly total returns for the past three months were -5.11 %, +10.14 %, and -5.63 %. Option activity drove these swings—realized option gains/losses ranged from -$0.22 million to $2.56 million, while unrealized changes fluctuated between + $1.46 million and -$3.17 million. Non-derivative gains/losses remained immaterial.
No indication was given that this is the fund’s final Form NPORT-P filing. Overall, the submission appears routine, with derivative-driven returns and a small but liquid asset base.
YieldMax Bitcoin Option Income Strategy ETF, a series of Tidal Trust II, filed its Form N-PORT for the period ended 30 April 2025. The fund reports $115.57 million in total assets and $0.36 million in liabilities, leaving net assets of $115.21 million. Cash and cash equivalents stand at $0.64 million, and the filing shows no borrowings, preferred stock, or delayed-delivery payables.
Interest-rate exposure is minimal: DV01 is $1.37 k for 3-month and $1.03 k for 1-year maturities; a 100-bp shock (DV100) would move the portfolio by $137 k and $103 k respectively, with no exposure beyond one year. Credit-spread risk is similarly small and limited to investment-grade positions.
The options-focused strategy produced high short-term volatility. Monthly total returns were -13.92 %, -1.03 %, and +13.14 % over the last three months. Equity option contracts generated realized losses of $7.25 million and $15.89 million in months 1–2, followed by a $12.23 million gain in month 3. Unrealized P&L fluctuations mirrored this pattern, underscoring the income-generation strategy’s sensitivity to market swings.
There is no use of controlled foreign corporations, securities lending collateral is not detailed, and the balance sheet remains straightforward. Overall, the filing signals solid asset coverage but significant return variability driven by option positions.
Tidal Trust II – YieldMax Short N100 Option Income Strategy ETF ("QQQY") filed its monthly Form NPORT-P covering the period ended 30 April 2025.
The fund reported total assets of $11.85 million, liabilities of $0.30 million and net assets of $11.55 million. Cash and cash equivalents not elsewhere classified total $0.67 million.
Performance: monthly total returns for the past three months were +2.59%, +7.08% and -4.33%, indicating recent volatility after two positive months.
Derivatives activity: Option strategies generated realized gains/(losses) of -$77.5k, $786.4k and -$270.6k across the last three months, with corresponding unrealized moves of $286.0k, -$141.3k and -$228.8k.
Risk metrics: Interest-rate DV01 exposure in U.S. dollars is modest (e.g., 3-month DV01 $165) and credit-spread sensitivity is limited to investment-grade exposures.
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