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Tracking the real yield behind Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY) often means wading through hundreds of pages of fund-specific reports, complex options footnotes and distribution notices. If you have ever wondered how to locate the strike levels behind QQQY’s covered calls or questioned why an ETF shows QQQY insider trading Form 4 transactions, you already know the challenge.
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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.
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 GOOGL Option Income Strategy ETF (Series S000077654) filed its Form N-PORT for the period ended 30-Apr-2025.
The fund reported $108.62 million in total assets against $1.29 million in liabilities, giving net assets of $107.33 million. Cash and cash equivalents outside the detailed schedules totalled $0.22 million; no borrowings or preferred stock are outstanding.
Performance was volatile: monthly total returns were -13.49 %, -6.64 %, and +6.06 % for the last three months. Option activity drove these swings—Month 1 realised a $8.77 million gain with a $26.68 million unrealised loss, Month 2 showed a $1.89 million gain with a $9.79 million unrealised loss, and Month 3 reversed with a $31.47 million realised loss offset by a $37.35 million unrealised gain.
Risk metrics indicate low fixed-income sensitivity: DV01 exposure in U.S. dollars is only $1.9 k (3-month) and $1.2 k (1-year); credit-spread risk is entirely investment-grade with no high-yield exposure. The fund accepted non-cash collateral on securities-lending transactions and reported no controlled foreign corporations or standby commitments.
Tidal Trust II – YieldMax Gold Miners Option Income Strategy ETF filed its monthly Form N-PORT for the period ended 30 Apr 2025.
- Net assets: US$69.54 million (assets US$74.74 m; liabilities US$5.19 m)
- Liquidity: Cash & cash equivalents of US$0.24 m
- Risk profile: Low fixed-income exposure—DV01 of only US$1,464 (3-mo) and US$1,005 (1-yr); no positions beyond 1-yr maturity
- Performance: Monthly total returns: Feb 2.04%, Mar 12.35%, Apr 2.07%
- Derivatives activity: Equity option strategy generated realized gains of US$9.17 m in Apr, but unrealized depreciation of –US$8.24 m the same month
- Assets & liabilities details: No borrowings, preferred stock, standby commitments or CFC holdings reported
- Final filing: Fund does not anticipate that this will be its final Form N-PORT
The filing is largely routine, confirming stable asset levels, modest leverage, and ongoing option-income generation with recent strong but volatile gains.
Tidal Trust II – YieldMax Dorsey Wright Hybrid 5 Income ETF (Series ID S000088913, LEI 25490090HOMCC5V4G792) has filed its Form N-PORT for the period ended 30 April 2025.
Balance sheet (Part B.1)
- Total assets: $9,248,951.11
- Total liabilities: $2,100.63
- Net assets: $9,246,850.48
- No borrowings, preferred stock, payables on firm commitments, or controlled foreign corporation exposure were reported.
Performance (Part B.5)
- Month 1 (most recent): -14.42 %
- Month 2: -5.69 %
- Month 3: +4.09 %
Realised & unrealised results (USD)
- Month 1: realised -$719,574.96; unrealised -$1,784,219.50
- Month 2: realised -$2,159,581.78; unrealised +$1,067,055.03
- Month 3: realised -$7,648.96; unrealised +$167,190.86
Capital flows (Part B.6)
- Month 1 gross share sales: $3,453,392.50
- No redemptions or dividend reinvestments were reported; Months 2–3 data were not provided.
Risk profile & leverage: The fund reports no credit spread exposure (Item B.3) and no securities-lending non-cash collateral, indicating a conservative balance sheet free of structural leverage.
Key takeaways for investors: The ETF remains small (< $10 m AUM) and loss-making year-to-date, with pronounced monthly volatility. Positive asset flows signal investor interest, yet sustained negative returns and large realised losses merit caution.
Tidal Trust II – YieldMax Dorsey Wright Featured 5 Income ETF filed its monthly Form N-PORT for the period ended 30 April 2025. The report covers one series (EDGAR ID S000088912) and class ID C000255304, with LEI 254900Z7JPAFHAG4OV37.
Balance-sheet snapshot: total assets stand at $13.26 million, against minimal liabilities of $3.1 thousand, leaving net assets of $13.26 million. No borrowings, payables on firm-commitment purchases, preferred stock or CFC investments are reported. Cash & cash equivalents are not separately disclosed.
Performance (three most-recent months, NAV total return):
- Month 1: -13.16%
- Month 2: -5.41%
- Month 3: +3.41%
Flows (Month 1 only): shares sold totalled $11.26 million versus redemptions of $0.97 million, implying net positive inflows of ~$10.29 million. No dividend-reinvestment sales were recorded.
Risk & other disclosures: the fund did not report credit-spread, duration or VaR metrics, suggesting fixed-income exposure below the 25 % NAV threshold. Securities-lending collateral and final-filing status were left blank. No derivatives detail was provided in Item B.5(c).
Key takeaways for investors: While the fund attracted meaningful net inflows and maintains a clean balance sheet with negligible leverage, recent performance has been volatile and negative overall for the past quarter. Realised losses signal trading headwinds, though the most recent month shows tentative recovery.
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