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.
Stock Titan solves it. Our AI reads each N-CSR annual shareholder report—think of it as QQQY’s equivalent to an annual report 10-K simplified—and pinpoints portfolio holdings, option premiums and expense ratio shifts in plain English. Real-time alerts notify you the moment a Form 497 prospectus update, 8-K material event, or even a sponsor’s QQQY Form 4 insider transactions real-time post to EDGAR. Need the latest distribution breakdown? We flag every 19a-1 notice so you can see whether monthly income came from premium or capital gains. That means no more guessing when analysts ask for a QQQY earnings report filing analysis or a "quarterly earnings report 10-Q filing" that traditional corporations publish.
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.
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.
Tidal Trust II – YieldMax Semiconductor Portfolio Option Income ETF filed its monthly Form N-PORT (as of 30 Apr 2025, fiscal year-end 31 Jul 2025). The report shows a small, unlevered portfolio with total assets of $3.73 million, liabilities of $106.8 thousand, and net assets of $3.62 million. Cash and cash equivalents not otherwise disclosed total $6.4 thousand, indicating the fund is substantially invested.
The fund recorded a -1.95 % total return for April (Month 3 of the period), its only reported monthly figure in the filing. Options activity was the dominant driver of performance: equity-option derivatives generated a $38.5 k realized gain offset by a $30.3 k unrealized loss, resulting in a net positive impact of roughly $8.2 k. Non-derivative investments showed a comparatively small -$2.7 k realized loss and a $3.2 k unrealized gain, nearly netting to zero. No borrowings, preferred stock, or delayed-delivery payables were reported, underscoring the absence of leverage and counterparty funding risk.
Key operational data remain sparse: the filing does not disclose securities-lending collateral details, flow information on share sales/redemptions, nor credit spread risk metrics due to inapplicability. With net assets under $4 million and limited historical return data, the information is unlikely to materially influence QQQY’s valuation but provides investors a snapshot of balance-sheet health, early performance, and risk posture.
Tidal Trust II – YieldMax NFLX Option Income Strategy ETF (symbol QQQY) filed its April 30, 2025 Form N-PORT. The fund reported total assets of $134.64 million and net assets of $132.66 million, implying modest leverage with liabilities of only $1.97 million (≈1.5 % of assets).
Recent performance has been volatile: monthly total returns were -0.11 %, -3.50 %, and +16.28 % over the past three months. Options on equities drive results, generating realized gains of $12.96 million in Month 1 and a realized loss of $15.49 million in Month 3, offset by large swings in unrealized appreciation. Interest-rate DV01 exposure is low relative to assets (3-month DV01 $1.64 k), indicating limited fixed-income sensitivity. Cash and equivalents totaled $0.16 million. No borrowings, preferred stock, or controlled foreign corporations are reported, and securities-lending collateral is exclusively cash.
Form N-PORT (April 30 2025) – YieldMax NVDA Option Income Strategy ETF
The Series (S000077657) of Tidal Trust II reported $1.34 billion in total assets, $54.8 million in liabilities and $1.28 billion in net assets. Cash and cash equivalents stood at $5.0 million; the Fund has no borrowings, preferred stock, or delayed-delivery payables.
Performance for the last three months was volatile:
- Month 1: +6.10 %
- Month 2: -11.19 %
- Month 3: -2.20 %
Derivatives impact: Equity option positions generated a $33.7 million realized gain and $41.3 million unrealized gain in Month 1, followed by realized losses of $96.9 million and $234.8 million in Months 2-3. Unrealized marks likewise swung between -$66.1 million and +$207.0 million.
Risk metrics: DV01 exposure is modest—about $24 k for 3-month and $22 k for 1-year tenors, with zero exposure beyond one year. Credit-spread sensitivity mirrors this low duration profile. No non-investment-grade exposure is reported.
Securities lending: Counterparties provided only cash collateral; no non-cash collateral is disclosed.
Overall, the filing confirms a sizeable asset base with limited balance-sheet leverage but highlights significant option-driven earnings volatility in recent months.
Form NPORT-P filed for Tidal Trust II – YieldMax Nasdaq 100 0DTE Covered Call Strategy ETF (metadata symbol: QQQY) provides a snapshot of the fund’s financial position and recent performance as of 30 April 2025.
Balance-sheet highlights: total assets of $5.97 million versus liabilities of just $4.8 thousand leave net assets at $5.96 million. Cash & cash equivalents account for $71.9 thousand. The filing shows no borrowings, preferred stock, or payables on delayed-delivery commitments, signalling a clean capital structure with minimal leverage exposure.
Performance and flows: the ETF reported three consecutive negative monthly total returns: -2.98 % (Month 1), -6.60 % (Month 2) and -7.05 % (Month 3). Derivative activity—primarily equity options—drove volatility: Month 1 produced a realized gain of $30.1 k but an unrealized loss of $163.1 k; Month 2 recorded a realized loss of $31.3 k and unrealized loss of $338.8 k; Month 3 showed a sizable realized loss of $573.3 k partially offset by an unrealized gain of $124.5 k. Non-derivative investments contributed immaterial gains or losses.
Risk metrics & financing: the fund did not disclose credit-spread, interest-rate or other portfolio-level risk statistics, suggesting debt securities exposure was below the 25 % reporting threshold. Securities-lending activity was noted, but no detail on borrowers or collateral was provided. The absence of bank lines, swaps, or other leverage instruments limits financing risk.
Key takeaways for investors: the ETF remains small with less than $6 million in assets and faces near-term headwinds from option strategy losses that have driven three straight negative monthly returns. However, the low liability profile and ample cash cushion help preserve liquidity.
Tidal Trust II – YieldMax MSFT Option Income Strategy ETF (symbol: QQQY) filed its monthly Form N-PORT for the period ended 30 April 2025.
- Net assets: $107.79 million, derived from total assets of $110.20 million and liabilities of $2.42 million.
- Liquidity & leverage: Cash and cash equivalents were modest at $47.97 thousand. The fund reported no borrowings, preferred stock, or delayed-delivery payables, indicating minimal balance-sheet leverage.
- Performance: Monthly total returns were -2.99 % (Feb), -3.26 % (Mar) and +4.53 % (Apr), showing a rebound after two months of declines.
- Derivatives activity (options on equities): Realized and unrealized results were highly volatile. For April (Month 3) the fund booked a realized loss of $13.49 million but an unrealized gain of $17.80 million, highlighting significant mark-to-market swings inherent in the option-income strategy.
- Risk metrics: Interest-rate DV01 exposure is negligible relative to assets (3-month DV01 ≈ $2.17 thousand), reflecting the equity-option focus. Credit-spread sensitivity is similarly low.
- Securities lending: Counterparties did not provide non-cash collateral, suggesting limited lending activity.
Overall, the filing confirms a modest-sized, un-levered ETF with option-driven income that experienced marked performance volatility over the latest quarter.
Tidal Trust II filed a monthly Form N-PORT (Part P) covering the YieldMax MSTR Short Option Income Strategy ETF for the period ended 30 April 2025.
Balance-sheet snapshot
- Total assets: $6.35 million
- Total liabilities: $1.00 million
- Net assets: $5.35 million
Performance & derivatives detail
- Monthly total return sequence: Month 2 +6.43 %, Month 3 -19.63 % (Month 1 data not available).
- Equity option activity drove volatility: Month 2 produced a $71.5 k realized loss but a $232 k unrealized gain; Month 3 swung to a $104 k realized gain yet a sharp $1.32 million unrealized loss.
- Non-derivative investments added marginal negative marks (-$1.10 k unrealized in Month 3).
Risk & structural items The fund did not report credit-spread, interest-rate or other risk metrics because debt exposure is below the 25 % threshold. Securities-lending disclosures indicate no non-cash collateral. The filing is not marked as a final filing, implying ongoing reporting.
Overall, the April snapshot depicts a small, options-focused ETF with ample liquidity, zero leverage, but high mark-to-market volatility that reduced NAV by roughly one-fifth in the latest month.
Tidal Trust II – YieldMax MRNA Option Income Strategy ETF filed its monthly Form N-PORT-P for the period ended 30 April 2025.
The fund reported $83.1 million in total assets, $6.8 million in liabilities and $76.3 million in net assets. Cash and cash equivalents not otherwise disclosed total just $54.8 thousand.
Recent performance has been weak: monthly total returns were -19.39 % (Month 1), -8.12 % (Month 2) and a marginal +0.13 % (Month 3). Derivative results were volatile—April (Month 1) showed a $1.08 million realized gain but a $17.26 million unrealized loss, while March (Month 3) reversed with a $20.71 million unrealized gain.
Interest-rate sensitivity is modest: DV01 equals $1,635 (3-month) and $1,238 (1-year); DV100 scales to $163.5 k and $123.8 k, respectively. Credit-spread exposure is similar in magnitude for investment-grade holdings; the fund shows no exposure beyond one-year maturities and no non-investment-grade credit risk.
Defiance Nasdaq-100 Enhanced Options & 0DTE Income ETF (NYSE Arca: QQQY) filed its April 30, 2025 Form NPORT-P. The report covers the YieldMax META Option Income Strategy ETF series within Tidal Trust II, but the portfolio metrics apply to the QQQY vehicle disclosed in the header.
The fund reported $155.95 million in total assets against $14.29 million in liabilities, leaving net assets of $141.67 million. Leverage is nil; no borrowings or delayed-delivery payables were outstanding and cash balances were not separately disclosed. Portfolio rate sensitivity is modest with a DV01 of just $2,540 on 3-month exposures and $1,599 on 1-year exposures, indicating limited interest-rate risk.
Performance was weak:
- Monthly total returns over the last three months were -2.09%, -11.92%, and -6.65%.
- Derivative activity (options on equities) produced large swings—Month 1 realised gains of $27.8 m but unrealised losses of $32.9 m; Month 2 realised gains of $0.8 m with unrealised losses of $22.2 m; Month 3 realised losses of $34.6 m offset by unrealised gains of $24.9 m.
No securities lending cash collateral was disclosed and the fund declared this is not its final NPORT-P filing. No risk factors, legal proceedings, or major transactions were reported.
Tidal Trust II – YieldMax MARA Option Income Strategy ETF filed a Form NPORT-P for the period ended 30 April 2025.
The fund shows $45.06 million in total assets against $2.73 million in liabilities, producing net assets of $42.33 million. Cash and cash equivalents account for $0.83 million, and the filing reports no borrowings, preferred stock, or controlled-foreign-corporation holdings.
Performance was highly volatile: monthly total returns were -19.42 %, -20.61 %, and +16.27 % over the past three months. Equity option strategies drove results, with realized losses of $0.78 million, $13.66 million, and $0.11 million, and corresponding unrealized changes of -$7.21 million, +$4.54 million, and +$5.74 million.
Risk metrics show limited interest-rate exposure beyond the 1-year tenor (DV01 of $237-$437) and no reportable credit-spread risk in non-investment-grade assets. The fund received non-cash collateral in securities-lending activities but discloses no counterparty specifics.
Overall, the ETF remains adequately capitalized yet subject to sharp swings tied to its option-income strategy.
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