0001145549-24-039888.txt : 20240627 0001145549-24-039888.hdr.sgml : 20240627 20240627112156 ACCESSION NUMBER: 0001145549-24-039888 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240430 FILED AS OF DATE: 20240627 DATE AS OF CHANGE: 20240627 PERIOD START: 20240731 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Tidal Trust II CENTRAL INDEX KEY: 0001924868 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23793 FILM NUMBER: 241076860 BUSINESS ADDRESS: STREET 1: 234 WEST FLORIDA STREET, SUITE 203 CITY: MILWAUKEE STATE: WI ZIP: 53204 BUSINESS PHONE: (844) 986-7676 MAIL ADDRESS: STREET 1: 234 WEST FLORIDA STREET, SUITE 203 CITY: MILWAUKEE STATE: WI ZIP: 53204 FORMER COMPANY: FORMER CONFORMED NAME: Tidal ETF Trust II DATE OF NAME CHANGE: 20220421 0001924868 S000084091 Carbon Collective Short Duration Green Bond ETF C000248351 Carbon Collective Short Duration Green Bond ETF NPORT-P 1 primary_doc.xml NPORT-P false 0001924868 XXXXXXXX S000084091 C000248351 Tidal Trust II 811-23793 0001924868 549300BGXECFCIZF2P89 234 West Florida Street Suite 203 Milwaukee 53204 844-986-7700 Carbon Collective Short Duration Green Bond ETF S000084091 254900W9HBZ31YITGZ07 2024-07-31 2024-04-30 N 10036410.960000000000 1601.820000000000 10034809.140000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GKE8 500000.000000000000 PA USD 487074.300000000000 4.8538471754 Long DBT CORP US N 2 2025-12-06 Variable 1.530000000000 N N N N N N AVANGRID INC 549300OX0Q38NLSKPB49 Avangrid Inc 05351WAB9 500000.000000000000 PA USD 457196.100000000000 4.5561016021 Long DBT CORP US N 2 2029-06-01 Fixed 3.800000000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 AES Corp/The 00130HCE3 1500000.000000000000 PA USD 1390336.260000000000 13.8551340698 Long DBT CORP US N 2 2026-01-15 Fixed 1.375000000000 N N N N N N SONOCO PRODUCTS CO GKOMIK4RDJGHEF0VNP11 Sonoco Products Co 835495AM4 500000.000000000000 PA USD 484797.300000000000 4.8311561609 Long DBT CORP US N 2 2025-02-01 Fixed 1.800000000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 Micron Technology Inc 595112BS1 250000.000000000000 PA USD 202464.140000000000 2.0176182444 Long DBT CORP US N 2 2032-04-15 Fixed 2.703000000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PCM6 1000000.000000000000 PA USD 985644.050000000000 9.8222500921 Long DBT CORP US N 2 2025-08-09 Variable 0.768000000000 N N N N N N First American Government Obli 549300R5MYM6VZF1RM44 First American Government Obligations Fund 31846V336 3044301.820000000000 NS USD 3044301.820000000000 30.3374162630 Long STIV RF US N 1 N N N 2024-06-27 Tidal Trust II /s/ Aaron Perkovich Aaron Perkovich Treasurer/Principal Financial Officer XXXX NPORT-EX 2 ccsb.htm CCSB ETF - 04.30.24 PART F

Carbon Collective Short Duration Green Bond ETF
  
Schedule of Investments
  
as of April 30, 2024 (Unaudited)
  
   
CORPORATE BONDS - 40.0%
Par
    
Value
  
Banks - 14.7%
  
Bank of America Corp., 1.53% (SOFR + 0.65%), 12/06/2025
  
$
500,000
    
$
487,030
  
JPMorgan Chase & Co., 0.77% (SOFR + 0.49%), 08/09/2025
    
1,000,000
      
985,599
  
             
1,472,629
  
                 
Electric - 18.5%
  
AES Corp., 1.38%, 01/15/2026
    
1,500,000
      
1,389,288
  
Avangrid, Inc., 3.80%, 06/01/2029
    
500,000
      
455,549
  
             
1,844,837
  
                 
Packaging & Containers - 4.8%
  
Sonoco Products Co., 1.80%, 02/01/2025
    
500,000
      
484,725
  
                 
Semiconductors - 2.0%
  
Micron Technology, Inc., 2.70%, 04/15/2032
    
250,000
      
202,651
  
TOTAL CORPORATE BONDS (Cost $4,006,234)
      
4,004,842
  
                 
SHORT-TERM INVESTMENTS - 30.3%
Shares
          
Money Market Funds - 30.3%
                
First American Government Obligations Fund - Class X, 5.23%(a)
    
3,044,302
      
3,044,302
  
TOTAL SHORT-TERM INVESTMENTS (Cost $3,044,302)
      
3,044,302
  
                 
TOTAL INVESTMENTS - 70.3% (Cost $7,050,536)
    
$
7,049,144
  
Other Assets in Excess of Liabilities - 29.7%
      
2,982,995
  
TOTAL NET ASSETS - 100.0%
          
$
10,032,139
  
                 
Percentages are stated as a percent of net assets.
          

SOFR - Secured Overnight Financing Rate

(a)
The rate shown represents the annualized 7-day effective yield as of April 30, 2024.
Summary of Fair Value Exposure at April 30, 2024 (Unaudited)

The Fund utilizes various methods to measure the fair value of its investments on a recurring basis. U.S. GAAP establishes a hierarchy that prioritizes inputs to valuation methods. The three levels of inputs are:

• Level 1 — Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access.
• Level 2 — Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment spreads, credit risk, yield curves, default rates and similar data.
• Level 3 — Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund’s own assumptions about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available.

The following is a summary of the inputs used to value the Fund's investments as of April 30, 2024:

Carbon Collective Short Duration Green Bond ETF

  
   
Level 1
    
Level 2
    
Level 3
    
Total
  
Assets:
                        
  Corporate Bonds(a)
  
$
–
    
$
4,004,842
    
$
–
    
$
4,004,842
  
  Money Market Funds
    
3,044,302
      
–
      
–
      
3,044,302
  
Total Assets
  
$
3,044,302
    
$
4,004,842
    
$
–
    
$
7,049,144
  
                                 
   
(a) Refer to the Schedule of Investments for industry classifications.