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[NPORT-P] Tidal Trust II Defiance Nasdaq 100 Enhanced Options & 0DTE Income ETF SEC Filing

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Rhea-AI Filing Summary

Form N-PORT-P snapshot for Tidal Trust II – YieldMax R2000 0DTE Covered Call Strategy ETF (Series ID S000090039) as of 30 April 2025.

Size & Capital Structure: The fund reports total assets of US$3.20 million, liabilities of US$1.05 million and net assets of US$2.15 million, implying a liability-to-asset ratio of roughly 33 %. No short- or long-term borrowings, preferred stock or delayed-delivery payables are outstanding, indicating an un-levered balance sheet. Cash and cash equivalents outside the portfolio amount to US$47.7 k.

Performance: Monthly total returns show -3.36 % (Month 2) and -6.40 % (Month 3); Month 1 data are not yet available, suggesting the ETF is in early launch phase. Derivative activity—principally equity options consistent with the fund’s 0-day-to-expiration covered-call strategy—drove results: Month 2 realised gains of US$30.2 k were more than offset by unrealised losses of US$114.6 k, while Month 3 recorded a sizeable realised loss of US$320.6 k but an unrealised gain of US$2.4 k. Non-derivative movements were immaterial (<US$30).

Risk & Exposure: Item B.3 credit spread, duration and other risk metrics were blank, indicating fixed-income exposure below the 25 % reporting threshold. Securities-lending disclosures list the Yes/No toggle but no quantitative data, implying no active lending or non-cash collateral at period-end.

Key takeaways for investors:

  • Net assets remain modest at US$2.15 m, typical for a newly launched thematic ETF but limiting economies of scale.
  • Returns over the last two reported months are negative, reflecting both market conditions and option-writing outcomes.
  • Absence of leverage and negligible borrowings reduce counter-party and financing risk.
  • Large realised option loss in Month 3 (≈15 % of net assets) highlights strategy volatility and the importance of close monitoring.

Snapshot del modulo N-PORT-P per Tidal Trust II – YieldMax R2000 0DTE Covered Call Strategy ETF (ID Serie S000090039) al 30 aprile 2025.

Dimensioni e struttura del capitale: Il fondo riporta attività totali per 3,20 milioni di dollari USA, passività per 1,05 milioni di dollari USA e patrimonio netto di 2,15 milioni di dollari USA, con un rapporto passività/attività di circa il 33%. Non sono presenti prestiti a breve o lungo termine, azioni privilegiate o pagamenti a consegna differita, indicando un bilancio non indebitato. Liquidità e equivalenti di cassa esterni al portafoglio ammontano a 47,7 mila dollari USA.

Performance: I rendimenti totali mensili mostrano -3,36% (Mese 2) e -6,40% (Mese 3); i dati del Mese 1 non sono ancora disponibili, suggerendo che l’ETF è in fase iniziale di lancio. L’attività sui derivati – principalmente opzioni azionarie coerenti con la strategia di covered call a scadenza zero del fondo – ha influenzato i risultati: nel Mese 2 i guadagni realizzati di 30,2 mila dollari sono stati ampiamente compensati da perdite non realizzate di 114,6 mila dollari, mentre nel Mese 3 si è registrata una consistente perdita realizzata di 320,6 mila dollari ma un guadagno non realizzato di 2,4 mila dollari. I movimenti non derivati sono stati irrilevanti (<30 dollari USA).

Rischio ed esposizione: La voce B.3 relativa a spread di credito, duration e altri parametri di rischio è vuota, indicando un’esposizione a reddito fisso inferiore alla soglia di segnalazione del 25%. Le dichiarazioni sul prestito titoli mostrano l’opzione Sì/No ma nessun dato quantitativo, implicando assenza di prestito attivo o garanzie non in contanti a fine periodo.

Principali conclusioni per gli investitori:

  • Il patrimonio netto rimane modesto a 2,15 milioni di dollari USA, tipico per un ETF tematico appena lanciato ma con economie di scala limitate.
  • I rendimenti degli ultimi due mesi riportati sono negativi, riflettendo sia le condizioni di mercato sia i risultati dell’attività di scrittura di opzioni.
  • L’assenza di leva finanziaria e di prestiti riduce il rischio controparte e di finanziamento.
  • La grande perdita realizzata su opzioni nel Mese 3 (circa il 15% del patrimonio netto) evidenzia la volatilità della strategia e l’importanza di un monitoraggio attento.

Instantánea del formulario N-PORT-P para Tidal Trust II – YieldMax R2000 0DTE Covered Call Strategy ETF (ID de serie S000090039) al 30 de abril de 2025.

Tamaño y estructura de capital: El fondo reporta activos totales por 3,20 millones de dólares estadounidenses, pasivos por 1,05 millones de dólares y activos netos por 2,15 millones de dólares, lo que implica una relación pasivo/activo de aproximadamente 33%. No hay préstamos a corto o largo plazo, acciones preferentes ni cuentas por pagar con entrega diferida, indicando un balance sin apalancamiento. El efectivo y equivalentes de efectivo fuera de la cartera ascienden a 47,7 mil dólares.

Desempeño: Los rendimientos totales mensuales muestran -3,36% (Mes 2) y -6,40% (Mes 3); los datos del Mes 1 aún no están disponibles, lo que sugiere que el ETF está en fase inicial de lanzamiento. La actividad en derivados —principalmente opciones sobre acciones consistentes con la estrategia de covered call a vencimiento cero del fondo— impulsó los resultados: en el Mes 2, las ganancias realizadas de 30,2 mil dólares fueron más que compensadas por pérdidas no realizadas de 114,6 mil dólares, mientras que en el Mes 3 se registró una pérdida realizada considerable de 320,6 mil dólares pero una ganancia no realizada de 2,4 mil dólares. Los movimientos no derivados fueron insignificantes (<30 dólares).

Riesgo y exposición: El ítem B.3 sobre spread de crédito, duración y otras métricas de riesgo estaba en blanco, indicando una exposición a renta fija por debajo del umbral de reporte del 25%. Las divulgaciones sobre préstamo de valores muestran el interruptor Sí/No pero sin datos cuantitativos, lo que implica ausencia de préstamo activo o colateral no en efectivo al cierre del período.

Puntos clave para inversores:

  • Los activos netos permanecen modestos en 2,15 millones de dólares, típico para un ETF temático recién lanzado pero con economías de escala limitadas.
  • Los rendimientos en los últimos dos meses reportados son negativos, reflejando tanto las condiciones del mercado como los resultados de la escritura de opciones.
  • La ausencia de apalancamiento y préstamos mínimos reduce el riesgo de contraparte y de financiamiento.
  • La gran pérdida realizada en opciones en el Mes 3 (≈15% de los activos netos) destaca la volatilidad de la estrategia y la importancia de una supervisión estrecha.

2025년 4월 30일 기준 Tidal Trust II – YieldMax R2000 0DTE Covered Call Strategy ETF (시리즈 ID S000090039)의 N-PORT-P 스냅샷.

규모 및 자본 구조: 펀드는 총 자산 320만 달러, 부채 105만 달러, 순자산 215만 달러를 보고하며, 부채 대비 자산 비율은 약 33%입니다. 단기 또는 장기 차입금, 우선주 또는 지연 납부 채무가 없으며, 이는 레버리지 없는 재무 상태를 나타냅니다. 포트폴리오 외 현금 및 현금성 자산은 4만 7,700달러입니다.

성과: 월별 총 수익률은 -3.36% (2개월차) 및 -6.40% (3개월차)를 기록했으며, 1개월차 데이터는 아직 없어 ETF가 초기 출시 단계임을 시사합니다. 파생상품 활동—주로 펀드의 만기 0일 커버드 콜 전략과 일치하는 주식 옵션—이 결과를 주도했습니다: 2개월차에 실현 이익 3만 2,000달러가 미실현 손실 11만 4,600달러로 상쇄되었고, 3개월차에는 큰 실현 손실 32만 600달러가 발생했으나 미실현 이익 2,400달러가 있었습니다. 비파생상품 움직임은 미미했습니다(<30달러).

위험 및 노출: B.3 항목의 신용 스프레드, 듀레이션 및 기타 위험 지표는 공란으로 고정수익 노출이 25% 보고 기준 이하임을 나타냅니다. 증권 대여 공시는 예/아니오 토글만 있고 정량적 데이터가 없어, 기간 말에 적극적인 대여나 현금 외 담보가 없음을 의미합니다.

투자자를 위한 주요 시사점:

  • 순자산은 215만 달러로 신생 테마 ETF에 일반적이나 규모의 경제는 제한적입니다.
  • 최근 두 달간 수익률이 부진하여 시장 상황과 옵션 매도 결과를 반영합니다.
  • 레버리지 부재와 미미한 차입금은 상대방 위험과 자금 조달 위험을 줄입니다.
  • 3개월차 큰 실현 옵션 손실(순자산의 약 15%)은 전략의 변동성과 면밀한 모니터링의 중요성을 강조합니다.

Instantané du formulaire N-PORT-P pour Tidal Trust II – YieldMax R2000 0DTE Covered Call Strategy ETF (ID de série S000090039) au 30 avril 2025.

Taille et structure du capital : Le fonds rapporte un actif total de 3,20 millions de dollars US, des passifs de 1,05 million de dollars US et un actif net de 2,15 millions de dollars US, ce qui implique un ratio passif/actif d’environ 33 %. Aucun emprunt à court ou long terme, action privilégiée ou dette à livraison différée n’est en cours, indiquant un bilan sans effet de levier. La trésorerie et les équivalents hors portefeuille s’élèvent à 47,7 k$ US.

Performance : Les rendements totaux mensuels affichent -3,36 % (mois 2) et -6,40 % (mois 3) ; les données du mois 1 ne sont pas encore disponibles, suggérant que l’ETF est en phase de lancement initiale. L’activité sur dérivés – principalement des options sur actions cohérentes avec la stratégie de covered call à expiration zéro du fonds – a influencé les résultats : le mois 2 a enregistré des gains réalisés de 30,2 k$ US largement compensés par des pertes latentes de 114,6 k$ US, tandis que le mois 3 a connu une perte réalisée importante de 320,6 k$ US mais un gain latent de 2,4 k$ US. Les mouvements non dérivés étaient insignifiants (<30 $ US).

Risque et exposition : L’item B.3 concernant les écarts de crédit, la duration et d’autres métriques de risque était vide, indiquant une exposition aux titres à revenu fixe inférieure au seuil de déclaration de 25 %. Les divulgations sur le prêt de titres affichent un interrupteur Oui/Non mais aucune donnée quantitative, ce qui implique aucune activité de prêt ou garantie non monétaire à la fin de la période.

Points clés pour les investisseurs :

  • Les actifs nets restent modestes à 2,15 millions de dollars US, typique d’un ETF thématique récemment lancé mais limitant les économies d’échelle.
  • Les rendements des deux derniers mois reportés sont négatifs, reflétant à la fois les conditions du marché et les résultats de la stratégie d’écriture d’options.
  • L’absence d’effet de levier et les emprunts négligeables réduisent les risques de contrepartie et de financement.
  • La forte perte réalisée sur options au mois 3 (≈15 % des actifs nets) souligne la volatilité de la stratégie et l’importance d’un suivi rigoureux.

N-PORT-P-Snapshot für Tidal Trust II – YieldMax R2000 0DTE Covered Call Strategy ETF (Serien-ID S000090039) zum 30. April 2025.

Größe und Kapitalstruktur: Der Fonds meldet Gesamtvermögen von 3,20 Mio. USD, Verbindlichkeiten von 1,05 Mio. USD und Nettovermögen von 2,15 Mio. USD, was ein Verhältnis von Verbindlichkeiten zu Vermögenswerten von etwa 33 % impliziert. Es bestehen keine kurzfristigen oder langfristigen Kredite, Vorzugsaktien oder Zahlungsverpflichtungen mit verzögerter Lieferung, was auf eine schuldenfreie Bilanz hinweist. Zahlungsmittel und Zahlungsmitteläquivalente außerhalb des Portfolios belaufen sich auf 47,7 Tsd. USD.

Performance: Die monatlichen Gesamterträge zeigen -3,36 % (Monat 2) und -6,40 % (Monat 3); Daten für Monat 1 liegen noch nicht vor, was auf eine frühe Markteinführungsphase des ETFs hindeutet. Die Derivateaktivitäten – hauptsächlich Aktienoptionen, die mit der 0-Tage-Laufzeit-Covered-Call-Strategie des Fonds übereinstimmen – beeinflussten die Ergebnisse: Im Monat 2 wurden realisierte Gewinne von 30,2 Tsd. USD durch unrealisierte Verluste von 114,6 Tsd. USD übertroffen, während im Monat 3 ein erheblicher realisierter Verlust von 320,6 Tsd. USD, aber ein unrealisierter Gewinn von 2,4 Tsd. USD verbucht wurde. Nicht-derivative Bewegungen waren unerheblich (<30 USD).

Risiko & Exposition: Punkt B.3 zu Credit Spreads, Duration und anderen Risikokennzahlen war leer, was auf eine Fixed-Income-Exposition unterhalb der Meldegrenze von 25 % hinweist. Angaben zum Wertpapierleihe zeigen einen Ja/Nein-Schalter, jedoch keine quantitativen Daten, was auf keine aktive Verleihung oder nicht-bargeldliche Sicherheiten zum Periodenende hindeutet.

Wichtige Erkenntnisse für Investoren:

  • Das Nettovermögen bleibt mit 2,15 Mio. USD überschaubar, typisch für einen neu aufgelegten thematischen ETF, jedoch mit begrenzten Skaleneffekten.
  • Die Renditen der letzten zwei gemeldeten Monate sind negativ und spiegeln sowohl Marktbedingungen als auch Ergebnisse der Optionsschreibstrategie wider.
  • Das Fehlen von Hebelwirkung und vernachlässigbare Kredite reduzieren Gegenparteirisiko und Finanzierungsrisiken.
  • Der hohe realisierte Optionsverlust im Monat 3 (ca. 15 % des Nettovermögens) unterstreicht die Volatilität der Strategie und die Bedeutung einer sorgfältigen Überwachung.

Positive
  • No leverage: Borrowings reported at US$0, lowering financing and counter-party risk.
  • Clean balance sheet: No preferred shares, standby commitments or delayed-delivery obligations.
  • Cash buffer of US$47.7 k provides operating liquidity.
Negative
  • Consecutive negative returns: -3.36 % and -6.40 % over last two months could deter inflows.
  • Large realised derivative loss: US$320.6 k in Month 3 equals ~15 % of NAV.
  • High liability ratio: Liabilities comprise ~33 % of total assets.
  • Small asset base: Net assets of US$2.15 m limit economies of scale and trading flexibility.

Insights

TL;DR: Small, un-levered ETF shows early-launch losses from aggressive 0DTE option writing; scale and performance are key watch-points.

The filing confirms that YieldMax R2000 0DTE Covered Call Strategy ETF is still sub-scale with US$2.15 m in net assets. Management has avoided leverage, which is prudent given the inherent gamma risk of 0-day options. However, the realised option loss of US$320 k in Month 3 equates to roughly 15 % of NAV—material for any fund, magnified by small asset base. Negative returns in consecutive months (-3.36 % and -6.40 %) will hinder asset gathering if not reversed quickly. On the positive side, liabilities are limited to routine payables, and cash is modest but sufficient for operations. Investors should assess whether the fund can achieve critical mass and stabilise option-writing results.

TL;DR: Risk profile dominated by short-dated equity options; single large monthly drawdown underscores volatility.

Item B.3 data gaps imply minimal fixed-income positions, leaving portfolio risk concentrated in equity derivatives. The Month 3 realised loss (US$320 k) represents an outsized hit versus NAV, illustrating tail risk when 0DTE calls move in-the-money. Lack of borrowings and zero securities-lending activity do mitigate counter-party exposure, but strategy-intrinsic risks remain high. With liabilities already one-third of assets, additional drawdowns could quickly erode capital. Monitoring realised/ unrealised P&L momentum and bid-ask liquidity is critical before position sizing.

Snapshot del modulo N-PORT-P per Tidal Trust II – YieldMax R2000 0DTE Covered Call Strategy ETF (ID Serie S000090039) al 30 aprile 2025.

Dimensioni e struttura del capitale: Il fondo riporta attività totali per 3,20 milioni di dollari USA, passività per 1,05 milioni di dollari USA e patrimonio netto di 2,15 milioni di dollari USA, con un rapporto passività/attività di circa il 33%. Non sono presenti prestiti a breve o lungo termine, azioni privilegiate o pagamenti a consegna differita, indicando un bilancio non indebitato. Liquidità e equivalenti di cassa esterni al portafoglio ammontano a 47,7 mila dollari USA.

Performance: I rendimenti totali mensili mostrano -3,36% (Mese 2) e -6,40% (Mese 3); i dati del Mese 1 non sono ancora disponibili, suggerendo che l’ETF è in fase iniziale di lancio. L’attività sui derivati – principalmente opzioni azionarie coerenti con la strategia di covered call a scadenza zero del fondo – ha influenzato i risultati: nel Mese 2 i guadagni realizzati di 30,2 mila dollari sono stati ampiamente compensati da perdite non realizzate di 114,6 mila dollari, mentre nel Mese 3 si è registrata una consistente perdita realizzata di 320,6 mila dollari ma un guadagno non realizzato di 2,4 mila dollari. I movimenti non derivati sono stati irrilevanti (<30 dollari USA).

Rischio ed esposizione: La voce B.3 relativa a spread di credito, duration e altri parametri di rischio è vuota, indicando un’esposizione a reddito fisso inferiore alla soglia di segnalazione del 25%. Le dichiarazioni sul prestito titoli mostrano l’opzione Sì/No ma nessun dato quantitativo, implicando assenza di prestito attivo o garanzie non in contanti a fine periodo.

Principali conclusioni per gli investitori:

  • Il patrimonio netto rimane modesto a 2,15 milioni di dollari USA, tipico per un ETF tematico appena lanciato ma con economie di scala limitate.
  • I rendimenti degli ultimi due mesi riportati sono negativi, riflettendo sia le condizioni di mercato sia i risultati dell’attività di scrittura di opzioni.
  • L’assenza di leva finanziaria e di prestiti riduce il rischio controparte e di finanziamento.
  • La grande perdita realizzata su opzioni nel Mese 3 (circa il 15% del patrimonio netto) evidenzia la volatilità della strategia e l’importanza di un monitoraggio attento.

Instantánea del formulario N-PORT-P para Tidal Trust II – YieldMax R2000 0DTE Covered Call Strategy ETF (ID de serie S000090039) al 30 de abril de 2025.

Tamaño y estructura de capital: El fondo reporta activos totales por 3,20 millones de dólares estadounidenses, pasivos por 1,05 millones de dólares y activos netos por 2,15 millones de dólares, lo que implica una relación pasivo/activo de aproximadamente 33%. No hay préstamos a corto o largo plazo, acciones preferentes ni cuentas por pagar con entrega diferida, indicando un balance sin apalancamiento. El efectivo y equivalentes de efectivo fuera de la cartera ascienden a 47,7 mil dólares.

Desempeño: Los rendimientos totales mensuales muestran -3,36% (Mes 2) y -6,40% (Mes 3); los datos del Mes 1 aún no están disponibles, lo que sugiere que el ETF está en fase inicial de lanzamiento. La actividad en derivados —principalmente opciones sobre acciones consistentes con la estrategia de covered call a vencimiento cero del fondo— impulsó los resultados: en el Mes 2, las ganancias realizadas de 30,2 mil dólares fueron más que compensadas por pérdidas no realizadas de 114,6 mil dólares, mientras que en el Mes 3 se registró una pérdida realizada considerable de 320,6 mil dólares pero una ganancia no realizada de 2,4 mil dólares. Los movimientos no derivados fueron insignificantes (<30 dólares).

Riesgo y exposición: El ítem B.3 sobre spread de crédito, duración y otras métricas de riesgo estaba en blanco, indicando una exposición a renta fija por debajo del umbral de reporte del 25%. Las divulgaciones sobre préstamo de valores muestran el interruptor Sí/No pero sin datos cuantitativos, lo que implica ausencia de préstamo activo o colateral no en efectivo al cierre del período.

Puntos clave para inversores:

  • Los activos netos permanecen modestos en 2,15 millones de dólares, típico para un ETF temático recién lanzado pero con economías de escala limitadas.
  • Los rendimientos en los últimos dos meses reportados son negativos, reflejando tanto las condiciones del mercado como los resultados de la escritura de opciones.
  • La ausencia de apalancamiento y préstamos mínimos reduce el riesgo de contraparte y de financiamiento.
  • La gran pérdida realizada en opciones en el Mes 3 (≈15% de los activos netos) destaca la volatilidad de la estrategia y la importancia de una supervisión estrecha.

2025년 4월 30일 기준 Tidal Trust II – YieldMax R2000 0DTE Covered Call Strategy ETF (시리즈 ID S000090039)의 N-PORT-P 스냅샷.

규모 및 자본 구조: 펀드는 총 자산 320만 달러, 부채 105만 달러, 순자산 215만 달러를 보고하며, 부채 대비 자산 비율은 약 33%입니다. 단기 또는 장기 차입금, 우선주 또는 지연 납부 채무가 없으며, 이는 레버리지 없는 재무 상태를 나타냅니다. 포트폴리오 외 현금 및 현금성 자산은 4만 7,700달러입니다.

성과: 월별 총 수익률은 -3.36% (2개월차) 및 -6.40% (3개월차)를 기록했으며, 1개월차 데이터는 아직 없어 ETF가 초기 출시 단계임을 시사합니다. 파생상품 활동—주로 펀드의 만기 0일 커버드 콜 전략과 일치하는 주식 옵션—이 결과를 주도했습니다: 2개월차에 실현 이익 3만 2,000달러가 미실현 손실 11만 4,600달러로 상쇄되었고, 3개월차에는 큰 실현 손실 32만 600달러가 발생했으나 미실현 이익 2,400달러가 있었습니다. 비파생상품 움직임은 미미했습니다(<30달러).

위험 및 노출: B.3 항목의 신용 스프레드, 듀레이션 및 기타 위험 지표는 공란으로 고정수익 노출이 25% 보고 기준 이하임을 나타냅니다. 증권 대여 공시는 예/아니오 토글만 있고 정량적 데이터가 없어, 기간 말에 적극적인 대여나 현금 외 담보가 없음을 의미합니다.

투자자를 위한 주요 시사점:

  • 순자산은 215만 달러로 신생 테마 ETF에 일반적이나 규모의 경제는 제한적입니다.
  • 최근 두 달간 수익률이 부진하여 시장 상황과 옵션 매도 결과를 반영합니다.
  • 레버리지 부재와 미미한 차입금은 상대방 위험과 자금 조달 위험을 줄입니다.
  • 3개월차 큰 실현 옵션 손실(순자산의 약 15%)은 전략의 변동성과 면밀한 모니터링의 중요성을 강조합니다.

Instantané du formulaire N-PORT-P pour Tidal Trust II – YieldMax R2000 0DTE Covered Call Strategy ETF (ID de série S000090039) au 30 avril 2025.

Taille et structure du capital : Le fonds rapporte un actif total de 3,20 millions de dollars US, des passifs de 1,05 million de dollars US et un actif net de 2,15 millions de dollars US, ce qui implique un ratio passif/actif d’environ 33 %. Aucun emprunt à court ou long terme, action privilégiée ou dette à livraison différée n’est en cours, indiquant un bilan sans effet de levier. La trésorerie et les équivalents hors portefeuille s’élèvent à 47,7 k$ US.

Performance : Les rendements totaux mensuels affichent -3,36 % (mois 2) et -6,40 % (mois 3) ; les données du mois 1 ne sont pas encore disponibles, suggérant que l’ETF est en phase de lancement initiale. L’activité sur dérivés – principalement des options sur actions cohérentes avec la stratégie de covered call à expiration zéro du fonds – a influencé les résultats : le mois 2 a enregistré des gains réalisés de 30,2 k$ US largement compensés par des pertes latentes de 114,6 k$ US, tandis que le mois 3 a connu une perte réalisée importante de 320,6 k$ US mais un gain latent de 2,4 k$ US. Les mouvements non dérivés étaient insignifiants (<30 $ US).

Risque et exposition : L’item B.3 concernant les écarts de crédit, la duration et d’autres métriques de risque était vide, indiquant une exposition aux titres à revenu fixe inférieure au seuil de déclaration de 25 %. Les divulgations sur le prêt de titres affichent un interrupteur Oui/Non mais aucune donnée quantitative, ce qui implique aucune activité de prêt ou garantie non monétaire à la fin de la période.

Points clés pour les investisseurs :

  • Les actifs nets restent modestes à 2,15 millions de dollars US, typique d’un ETF thématique récemment lancé mais limitant les économies d’échelle.
  • Les rendements des deux derniers mois reportés sont négatifs, reflétant à la fois les conditions du marché et les résultats de la stratégie d’écriture d’options.
  • L’absence d’effet de levier et les emprunts négligeables réduisent les risques de contrepartie et de financement.
  • La forte perte réalisée sur options au mois 3 (≈15 % des actifs nets) souligne la volatilité de la stratégie et l’importance d’un suivi rigoureux.

N-PORT-P-Snapshot für Tidal Trust II – YieldMax R2000 0DTE Covered Call Strategy ETF (Serien-ID S000090039) zum 30. April 2025.

Größe und Kapitalstruktur: Der Fonds meldet Gesamtvermögen von 3,20 Mio. USD, Verbindlichkeiten von 1,05 Mio. USD und Nettovermögen von 2,15 Mio. USD, was ein Verhältnis von Verbindlichkeiten zu Vermögenswerten von etwa 33 % impliziert. Es bestehen keine kurzfristigen oder langfristigen Kredite, Vorzugsaktien oder Zahlungsverpflichtungen mit verzögerter Lieferung, was auf eine schuldenfreie Bilanz hinweist. Zahlungsmittel und Zahlungsmitteläquivalente außerhalb des Portfolios belaufen sich auf 47,7 Tsd. USD.

Performance: Die monatlichen Gesamterträge zeigen -3,36 % (Monat 2) und -6,40 % (Monat 3); Daten für Monat 1 liegen noch nicht vor, was auf eine frühe Markteinführungsphase des ETFs hindeutet. Die Derivateaktivitäten – hauptsächlich Aktienoptionen, die mit der 0-Tage-Laufzeit-Covered-Call-Strategie des Fonds übereinstimmen – beeinflussten die Ergebnisse: Im Monat 2 wurden realisierte Gewinne von 30,2 Tsd. USD durch unrealisierte Verluste von 114,6 Tsd. USD übertroffen, während im Monat 3 ein erheblicher realisierter Verlust von 320,6 Tsd. USD, aber ein unrealisierter Gewinn von 2,4 Tsd. USD verbucht wurde. Nicht-derivative Bewegungen waren unerheblich (<30 USD).

Risiko & Exposition: Punkt B.3 zu Credit Spreads, Duration und anderen Risikokennzahlen war leer, was auf eine Fixed-Income-Exposition unterhalb der Meldegrenze von 25 % hinweist. Angaben zum Wertpapierleihe zeigen einen Ja/Nein-Schalter, jedoch keine quantitativen Daten, was auf keine aktive Verleihung oder nicht-bargeldliche Sicherheiten zum Periodenende hindeutet.

Wichtige Erkenntnisse für Investoren:

  • Das Nettovermögen bleibt mit 2,15 Mio. USD überschaubar, typisch für einen neu aufgelegten thematischen ETF, jedoch mit begrenzten Skaleneffekten.
  • Die Renditen der letzten zwei gemeldeten Monate sind negativ und spiegeln sowohl Marktbedingungen als auch Ergebnisse der Optionsschreibstrategie wider.
  • Das Fehlen von Hebelwirkung und vernachlässigbare Kredite reduzieren Gegenparteirisiko und Finanzierungsrisiken.
  • Der hohe realisierte Optionsverlust im Monat 3 (ca. 15 % des Nettovermögens) unterstreicht die Volatilität der Strategie und die Bedeutung einer sorgfältigen Überwachung.

NPORT-P: Filer Information

Filer CIK
0001924868
Filer CCC
********
Filer Investment Company Type
Is this a LIVE or TEST Filing? LIVE TEST
Would you like a Return Copy?
Is this an electronic copy of an official filing submitted in paper format?

Submission Contact Information

Name
Phone
E-Mail Address

Notification Information

Notify via Filing Website only?
Series ID
S000090039
Class (Contract) ID
C000256916

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 for Registrant: (e.g., 811-______)
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
Street Address 2
Suite 203
City
Milwaukee
State, if applicable
WISCONSIN
Foreign country, if applicable
UNITED STATES OF AMERICA
Zip / Postal Code
53204
Telephone number
844-986-7700

Item A.2. Information about the Series.

a. Name of Series.
YieldMax R2000 0DTE Covered Call Strategy ETF
b. EDGAR series identifier (if any).
S000090039
c. LEI of Series.
254900ONBGCVVW6C0P04

Item A.3. Reporting period.

a. Date of fiscal year-end.
2025-07-31
b. Date as of which information is reported.
2025-04-30

Item A.4. Final filing

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

NPORT-P: Part B: Information About the Fund

Report the following information for the Fund and its consolidated subsidiaries.

Item B.1. Assets and liabilities. Report amounts in U.S. dollars.

a. Total assets, including assets attributable to miscellaneous securities reported in Part D.
3202671.200000000000
b. Total liabilities.
1048718.000000000000
c. Net assets.
2153953.200000000000

Item B.2. Certain assets and liabilities. Report amounts in U.S. dollars.

a. Assets attributable to miscellaneous securities reported in Part D.
0.000000000000
b. Assets invested in a Controlled Foreign Corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities.
0.000000000000

c. Borrowings attributable to amounts payable for notes payable, bonds, and similar debt, as reported pursuant to rule 6-04(13)(a) of Regulation S-X [17 CFR 210.6-04(13)(a)].

Amounts payable within one year.
Banks or other financial institutions for borrowings.
0.000000000000
Controlled companies.
0.000000000000
Other affiliates.
0.000000000000
Others.
0.000000000000
Amounts payable after one year.
Banks or other financial institutions for borrowings.
0.000000000000
Controlled companies.
0.000000000000
Other affiliates.
0.000000000000
Others.
0.000000000000

d. Payables for investments purchased either (i) on a delayed delivery, when-issued, or other firm commitment basis, or (ii) on a standby commitment basis.

(i) On a delayed delivery, when-issued, or other firm commitment basis:
0.000000000000
(ii) On a standby commitment basis:
0.000000000000
e. Liquidation preference of outstanding preferred stock issued by the Fund.
0.000000000000
f. Cash and cash equivalents not reported in Parts C and D.
47651.280000000000

Item B.3. Portfolio level risk metrics.

If the average value of the Fund's debt securities positions for the previous three months, in the aggregate, exceeds 25% or more of the Fund's net asset value, provide:

c. Credit Spread Risk (SDV01, CR01 or CS01). Provide the change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by investment grade and non-investment grade exposures, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

Investment grade.
Maturity period.
3 month.
1 year.
5 years.
10 years.
30 years.
Non-Investment grade.
Maturity period.
3 month.
1 year.
5 years.
10 years.
30 years.

For purposes of Item B.3., calculate value as the sum of the absolute values of:
(i) the value of each debt security,
(ii) the notional value of each swap, including, but not limited to, total return swaps, interest rate swaps, and credit default swaps, for which the underlying reference asset or assets are debt securities or an interest rate;
(iii) the notional value of each futures contract for which the underlying reference asset or assets are debt securities or an interest rate; and
(iv) the delta-adjusted notional value of any option for which the underlying reference asset is an asset described in clause (i),(ii), or (iii).

Report zero for maturities to which the Fund has no exposure. For exposures that fall between any of the listed maturities in (a) and (b), use linear interpolation to approximate exposure to each maturity listed above. For exposures outside of the range of maturities listed above, include those exposures in the nearest maturity.


Item B.4. Securities lending.

a. For each borrower in any securities lending transaction, provide the following information:

b. Did any securities lending counterparty provide any non-cash collateral? Yes No

Item B.5. Return information.

a. Monthly total returns of the Fund for each of the preceding three months. If the Fund is a Multiple Class Fund, report returns for each class. Such returns shall be calculated in accordance with the methodologies outlined in Item 26(b) (1) of Form N-1A, Instruction 13 to sub-Item 1 of Item 4 of Form N-2, or Item 26(b) (i) of Form N-3, as applicable.

Monthly Total Return Record: 1
Monthly total returns of the Fund for each of the preceding three months - Month 1.
N/A
Monthly total returns of the Fund for each of the preceding three months - Month 2.
-3.360000000000
Monthly total returns of the Fund for each of the preceding three months - Month 3.
-6.400000000000
b. Class identification number(s) (if any) of the Class(es) for which returns are reported.
C000256916

c. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to derivatives for each of the following categories: commodity contracts, credit contracts, equity contracts, foreign exchange contracts, interest rate contracts, and other contracts. Within each such asset category, further report the same information for each of the following types of derivatives instrument: forward, future, option, swaption, swap, warrant, and other. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers.

Asset category.
Equity Contracts
Monthly net realized gain(loss) - Month 1
N/A
Monthly net change in unrealized appreciation (or depreciation) - Month 1
N/A
Monthly net realized gain(loss) - Month 2
30191.200000000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2
-114635.260000000000
Monthly net realized gain(loss) - Month 3
-320578.290000000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3
2373.940000000000
Instrument type.
Option
Monthly net realized gain(loss) - Month 1
N/A
Monthly net change in unrealized appreciation (or depreciation) - Month 1
N/A
Monthly net realized gain(loss) - Month 2
30191.200000000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2
-114635.260000000000
Monthly net realized gain(loss) - Month 3
-320578.290000000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3
2373.940000000000

d. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to investment other than derivatives. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers.
Month 1


Monthly net realized gain(loss) - Month 1
N/A
Monthly net change in unrealized appreciation (or depreciation) - Month 1
N/A
Month 2
Monthly net realized gain(loss) - Month 2
.000000000000
Monthly net change in unrealized appreciation (or depreciation) - Month 2
-25.190000000000
Month 3
Monthly net realized gain(loss) - Month 3
.000000000000
Monthly net change in unrealized appreciation (or depreciation) - Month 3
22.630000000000

Item B.6. Flow information.

Provide the aggregate dollar amounts for sales and redemptions/repurchases of Fund shares during each of the preceding three months. If shares of the Fund are held in omnibus accounts, for purposes of calculating the Fund's sales, redemptions, and repurchases, use net sales or redemptions/repurchases from such omnibus accounts. The amounts to be reported under this Item should be after any front-end sales load has been deducted and before any deferred or contingent deferred sales load or charge has been deducted. Shares sold shall include shares sold by the Fund to a registered unit investment trust. For mergers and other acquisitions, include in the value of shares sold any transaction in which the Fund acquired the assets of another investment company or of a personal holding company in exchange for its own shares. For liquidations, include in the value of shares redeemed any transaction in which the Fund liquidated all or part of its assets. Exchanges are defined as the redemption or repurchase of shares of one Fund or series and the investment of all or part of the proceeds in shares of another Fund or series in the same family of investment companies.
Month 1
a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions).
N/A
b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions.
N/A
c. Total net asset value of shares redeemed or repurchased, including exchanges.
N/A
Month 2
a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions).
3669555.000000000000
b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions.
.000000000000
c. Total net asset value of shares redeemed or repurchased, including exchanges.
.000000000000
Month 3
a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions).
.000000000000
b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions.
.000000000000
c. Total net asset value of shares redeemed or repurchased, including exchanges.
2203460.000000000000

Item B.7. Highly Liquid Investment Minimum information.

a. If applicable, provide the Fund's current Highly Liquid Investment Minimum.
b. If applicable, provide the number of days that the Fund's holdings in Highly Liquid Investments fell below the Fund's Highly Liquid Investment Minimum during the reporting period.
c. Did the Fund's Highly Liquid Investment Minimum change during the reporting period? Yes No N/A

Item B.8. Derivatives Transactions.

For portfolio investments of open-end management investment companies, provide the percentage of the Fund's Highly Liquid Investments that it has pledged as margin or collateral in connection with derivatives transactions that are classified among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]:

(1) Moderately Liquid Investments
(2) Less Liquid Investments
(3) Illiquid Investments

For purposes of Item B.8, when computing the required percentage, the denominator should only include assets (and exclude liabilities) that are categorized by the Fund as Highly Liquid Investments.

Classification

Item B.9. Derivatives Exposure for limited derivatives users.

If the Fund is excepted from the rule 18f-4 [17 CFR 270.18f-4] program requirement and limit on fund leverage risk under rule 18f-4(c)(4) [17 CFR 270.18f-4(c)(4)], provide the following information:

a. Derivatives exposure (as defined in rule 18f-4(a) [17 CFR 270.18f-4(a)]), reported as a percentage of the Fund's net asset value.
b. Exposure from currency derivatives that hedge currency risks, as provided in rule 18f-4(c)(4)(i)(B) [17 CFR 270.18f-4(c)(4)(i)(B)], reported as a percentage of the Fund's net asset value.
c. Exposure from interest rate derivatives that hedge interest rate risks, as provided in rule 18f-4(c)(4)(i)(B) [17 CFR 270.18f-4(c)(4)(i)(B)], reported as a percentage of the Fund's net asset value.
d. The number of business days, if any, in excess of the five-business-day period described in rule 18f-4(c)(4)(ii) [17 CFR 270.18f-4(c)(4)(ii)], that the Fund's derivatives exposure exceeded 10 percent of its net assets during the reporting period.

Item B.10. VaR information.

For Funds subject to the limit on fund leverage risk described in rule 18f-4(c)(2) [17 CFR 270.18f-4(c)(2)], provide the following information, as determined in accordance with the requirement under rule 18f-4(c)(2)(ii) to determine the fund's compliance with the applicable VaR test at least once each business day:

a. Median daily VaR during the reporting period, reported as a percentage of the Fund's net asset value.
b. For Funds that were subject to the Relative VaR Test during the reporting period, provide:
i. As applicable, the name of the Fund's Designated Index, or a statement that the Fund's Designated Reference Portfolio is the Fund's Securities Portfolio.
Russell 2000 Total Return Index
ii. As applicable, the index identifier for the Fund's Designated Index.
RU20INTR
iii. Median VaR Ratio during the reporting period, reported as a percentage of the VaRof the Fund's Designated Reference Portfolio.
c. Backtesting Results. Number of exceptions that the Fund identified as a result of its backtesting of its VaR calculation model (as described in rule 18f-4(c)(1)(iv) [17 CFR 270.18f-4(c)(1)(iv)] during the reporting period.

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

Item C.1. Identification of investment.

a. Name of issuer (if any).
RUT 12/19/2025 210.26 C
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
N/A
c. Title of the issue or description of the investment.
RUT 12/19/2025 210.26 C
d. CUSIP (if any).
N/A

At least one of the following other identifiers:

Identifier.
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
4RUT 251219C00210260
Description of other unique identifier.
USER DEFINED

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
-6.000000000000
Units
Number of contracts
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
United States Dollar
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
-1046530.240000000000
Exchange rate.
Percentage value compared to net assets of the Fund.
-48.5864892515

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile. Long Short N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If "other," provide a brief description.
Derivative-equity
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If "other", provide a brief description.
OTHER
If "other", provide a brief description.
N/A

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
UNITED STATES OF AMERICA
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

Item C.6. Is the investment a Restricted Security?

Is the investment a Restricted Security? Yes No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category.
N/A

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). 1 2 3 N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
ii. Annualized rate.
c. Currently in default? [Y/N] Yes No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. Yes No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes No
ii. Contingent convertible? [Y/N] Yes No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes No
d. Repurchase rate.
e. Maturity date.

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

Item C.11. For derivatives, also provide:

a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other).
Option

b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Record: 1
Name of counterparty.
Chicago Board Options Exchange
LEI (if any) of counterparty.
529900RLNSGA90UPEH54
Counterparty Record: 2
Name of counterparty.
Chicago Board Options Exchange
LEI (if any) of counterparty.
529900RLNSGA90UPEH54
i. Type, selected from among the following (put, call). Respond call for warrants. Put Call
ii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased

2. If the reference instrument is an index or custom basket, and if the index's or custom basket's components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index's or custom basket's components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index's or custom basket's components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index's or custom basket's components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.

If the index's or custom basket's components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.

Index name.
Russell 2000 Index
Index identifier, if any.
US7827001089

If the index's or custom basket's components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.

Narrative description.

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.
100.000000000000
v. Exercise price or rate.
210.260000000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2025-12-19
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
26823.420000000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

Item C.1. Identification of investment.

a. Name of issuer (if any).
RUT 12/19/2025 210.26 C
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
N/A
c. Title of the issue or description of the investment.
RUT 12/19/2025 210.26 C
d. CUSIP (if any).
N/A

At least one of the following other identifiers:

Identifier.
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
4RUT 251219C00210260
Description of other unique identifier.
USER DEFINED

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
17.000000000000
Units
Number of contracts
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
United States Dollar
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
2965169.010000000000
Exchange rate.
Percentage value compared to net assets of the Fund.
137.6617193911

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile. Long Short N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If "other," provide a brief description.
Derivative-equity
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If "other", provide a brief description.
OTHER
If "other", provide a brief description.
N/A

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
UNITED STATES OF AMERICA
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

Item C.6. Is the investment a Restricted Security?

Is the investment a Restricted Security? Yes No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category.
N/A

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). 1 2 3 N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
ii. Annualized rate.
c. Currently in default? [Y/N] Yes No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. Yes No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes No
ii. Contingent convertible? [Y/N] Yes No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes No
d. Repurchase rate.
e. Maturity date.

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

Item C.11. For derivatives, also provide:

a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other).
Option

b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Record: 1
Name of counterparty.
Chicago Board Options Exchange
LEI (if any) of counterparty.
529900RLNSGA90UPEH54
Counterparty Record: 2
Name of counterparty.
Chicago Board Options Exchange
LEI (if any) of counterparty.
529900RLNSGA90UPEH54
i. Type, selected from among the following (put, call). Respond call for warrants. Put Call
ii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased

2. If the reference instrument is an index or custom basket, and if the index's or custom basket's components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index's or custom basket's components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index's or custom basket's components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index's or custom basket's components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.

If the index's or custom basket's components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.

Index name.
Russell 2000 Index
Index identifier, if any.
US7827001089

If the index's or custom basket's components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.

Narrative description.

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.
100.000000000000
v. Exercise price or rate.
210.260000000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2025-12-19
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
-139084.740000000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

Item C.1. Identification of investment.

a. Name of issuer (if any).
US TREASURY N/B
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
254900HROIFWPRGM1V77
c. Title of the issue or description of the investment.
United States Treasury Note/Bond
d. CUSIP (if any).
91282CGE5

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
US91282CGE57

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
40000.000000000000
Units
Principal amount
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
United States Dollar
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
39962.450000000000
Exchange rate.
Percentage value compared to net assets of the Fund.
1.8553072555

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile. Long Short N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If "other," provide a brief description.
Debt
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If "other", provide a brief description.
U.S. Treasury

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
UNITED STATES OF AMERICA
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

Item C.6. Is the investment a Restricted Security?

Is the investment a Restricted Security? Yes No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category.
N/A

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). 1 2 3 N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.
2026-01-15

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
Fixed
ii. Annualized rate.
3.875000000000
c. Currently in default? [Y/N] Yes No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. Yes No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes No
ii. Contingent convertible? [Y/N] Yes No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes No
d. Repurchase rate.
e. Maturity date.

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

Item C.11. For derivatives, also provide:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

Item C.1. Identification of investment.

a. Name of issuer (if any).
First American Government Obli
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
549300R5MYM6VZF1RM44
c. Title of the issue or description of the investment.
First American Government Obligations Fund
d. CUSIP (if any).
31846V336

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
US31846V3362
Identifier.
Ticker (if ISIN is not available)
Ticker (if ISIN is not available).
FGXXX

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
149194.800000000000
Units
Number of shares
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
United States Dollar
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
149194.800000000000
Exchange rate.
Percentage value compared to net assets of the Fund.
6.9265571787

Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

Payoff profile. Long Short N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If "other," provide a brief description.
Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If "other", provide a brief description.
Registered fund

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
UNITED STATES OF AMERICA
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

Item C.6. Is the investment a Restricted Security?

Is the investment a Restricted Security? Yes No

Item C.7.

a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category.
N/A

b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.

Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.

Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).

Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). 1 2 3 N/A

Item C.9. For debt securities

For debt securities, also provide:

a. Maturity date.

b. Coupon.

i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
ii. Annualized rate.
c. Currently in default? [Y/N] Yes No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes No
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. Yes No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes No
ii. Contingent convertible? [Y/N] Yes No

iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, also provide:

a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes No
d. Repurchase rate.
e. Maturity date.

f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

Item C.11. For derivatives, also provide:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No

NPORT-P: Part E: Explanatory Notes (if any)

The Fund may provide any information it believes would be helpful in understanding the information reported in response to any Item of this Form. The Fund may also explain any assumptions that it made in responding to any Item of this Form. To the extent responses relate to a particular Item, provide the Item number(s), as applicable.

NPORT-P: Signatures

The Registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.

Registrant:
Tidal Trust II
By(Signature):
/s/ Aaron Perkovich
Name:
Aaron Perkovich
Title:
Treasurer/Principal Financial Officer
Date:
2025-06-27

Documents

Source: View Original Filing on SEC EDGAR

FAQ

What are the net assets of QQQY's YieldMax R2000 0DTE Covered Call ETF?

US$2,153,953 as of 30 April 2025.

How did the ETF perform in the last reported months?

Month 2 return was -3.36 %; Month 3 return was -6.40 %; Month 1 data not available.

Does the fund use leverage or have outstanding debt?

No; all borrowings lines were reported at US$0.

What drove recent losses in the filing?

A US$320.6 k realised loss from equity option positions in Month 3.

How much cash does the ETF hold outside portfolio positions?

Cash and cash equivalents total US$47,651.

Is this the fund's final Form N-PORT filing?

The registrant marked No, indicating routine ongoing filings.
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Jan 30, 2024
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QQQY Latest SEC Filings

Jun 27, 2025
[NPORT-P] Tidal Trust II Defiance Nasdaq 100 Enhanced Options & 0DTE Income ETF SEC Filing
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[NPORT-P] Tidal Trust II Defiance Nasdaq 100 Enhanced Options & 0DTE Income ETF SEC Filing
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[NPORT-P] Tidal Trust II Defiance Nasdaq 100 Enhanced Options & 0DTE Income ETF SEC Filing
Jun 27, 2025
[NPORT-P] Tidal Trust II Defiance Nasdaq 100 Enhanced Options & 0DTE Income ETF SEC Filing

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