0002000324-24-001088.txt : 20240328 0002000324-24-001088.hdr.sgml : 20240328 20240328145140 ACCESSION NUMBER: 0002000324-24-001088 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240131 FILED AS OF DATE: 20240328 DATE AS OF CHANGE: 20240328 PERIOD START: 20241031 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: 24797982 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 S000083695 YieldMaxTM Magnificent 7 Fund of Option Income ETFs C000247704 YieldMaxTM Magnificent 7 Fund of Option Income ETFs YMAG NPORT-P 1 primary_doc.xml NPORT-P false 0001924868 XXXXXXXX S000083695 C000247704 Tidal Trust II 811-23793 0001924868 549300BGXECFCIZF2P89 234 West Florida Street Suite 203 Milwaukee 53204 8449867676 Yieldmax Magnificent 7 Fund Of Option Income ETF S000083695 25490066J5AG9XG87622 2024-10-31 2024-01-31 N 1985171.97 1011209.45 973962.52 0 0 0 0 0 0 0 0 0 0 0 0 0 0 N YieldMax AAPL Option Income St 549300Q672Z3OTWBIV69 YieldMax AAPL Option Income Strategy ETF 88634T857 7550 NS USD 138920 14.26338254 Long EC RF US N 1 N N N Yieldmax Amzn Option Income ET 5493006A16BQWRTCWU76 Yieldmax Amzn Option Income ETF 88634T840 6640 NS USD 139833.09 14.35713255 Long EC RF US N 1 N N N YieldMax GOOGL Option Income S 5493009IF5UN4O7FP638 YieldMax GOOGL Option Income Strategy ETF 88634T790 7580 NS USD 132801.6 13.63518588 Long EC RF US N 1 N N N Yieldmax Meta Option Income St 549300AHI52ML3CFNR76 Yieldmax Meta Option Income Strategy Etf 88634T816 6446 NS USD 141618.62 14.54045891 Long EC RF US N 1 N N N YieldMax MSFT Option Income St 529900FST0HX3U5LMT27 YieldMax MSFT Option Income Strategy ETF 88634T428 6210 NS USD 141401.7 14.518187 Long EC RF US N 1 N N N YieldMax NVDA Option Income St 549300NB95KDV3FTQM03 YieldMax NVDA Option Income Strategy ETF 88634T774 5842 NS USD 144647.92 14.8514873 Long EC RF US N 1 N N N Yieldmax Tsla Option Income Et 549300X6ZY65U9N3R703 Yieldmax Tsla Option Income Etf 88634T709 16362 NS USD 145949.04 14.98507766 Long EC RF US N 1 N N N 2024-03-27 Tidal Trust II /s/ Aaron Perkovich Aaron Perkovich Assistant Treasurer XXXX NPORT-EX 2 ymag.htm SCHEDULE OF INVESTMENTS

 

YieldMax Magnificent 7 Fund of Option Income ETF

Schedule of Investments

as of January 31, 2024 (Unaudited)

 

EXCHANGE TRADED FUNDS - 100.8%  Shares   Value 
YieldMax AAPL Option Income Strategy ETF (a)   26,499   $487,582 
YieldMax AMZN Option Income Strategy ETF (a)   23,222    489,037 
YieldMax GOOGL Option Income Strategy ETF (a)   26,517    464,578 
YieldMax META Option Income Strategy ETF (a)   22,467    493,600 
YieldMax MSFT Option Income Strategy ETF (a)   21,665    493,312 
YieldMax NVDA Option Income Strategy ETF (a)   20,278    502,083 
YieldMax TLSA Option Income Strategy ETF (a)   56,697    505,737 
TOTAL EXCHANGE TRADED FUNDS (Cost $3,461,816)        3,435,929 
           
TOTAL INVESTMENTS - 100.8% (Cost $3,461,816)       $3,435,929 
Liabilities in Excess of Other Assets - (0.8)%        (27,065)
TOTAL NET ASSETS - 100.0%       $3,408,864 

 

Percentages are stated as a percent of net assets.
 
(a) Affiliated company as defined by the Investment Company Act of 1940.                

 

 

 

 

Summary of Fair Value Exposure at January 31, 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 January 31, 2024:  

 

YieldMax Magnificent 7 Fund of Option Income ETF

 

   Level 1   Level 2   Level 3   Total 
Assets:                
Exchange Traded Funds  $3,435,929   $—   $—   $3,435,929 
Total Assets  $3,435,929   $—   $—   $3,435,929