0002000324-24-001771.txt : 20240628 0002000324-24-001771.hdr.sgml : 20240628 20240628130323 ACCESSION NUMBER: 0002000324-24-001771 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240430 FILED AS OF DATE: 20240628 DATE AS OF CHANGE: 20240628 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: 241083789 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 S000079922 DGA Absolute Return ETF C000241400 DGA Absolute Return ETF HF NPORT-P 1 primary_doc.xml NPORT-P false 0001924868 XXXXXXXX S000079922 C000241400 Tidal Trust II 811-23793 0001924868 549300BGXECFCIZF2P89 234 West Florida Street Suite 203 Milwaukee 53204 8449867676 DGA Absolute Return ETF S000079922 54930002PFJPYE5ZIV16 2024-07-31 2024-04-30 N 17729177.12 21954.51 17707222.61 0 0 0 0 0 0 0 0 0 0 0 0 0 0 N First American Government Obli 549300R5MYM6VZF1RM44 First American Government Obligations Fund 31846V336 28259.55 NS USD 28259.55 0.15959335138216799 Long STIV RF US N 1 N N N Invesco QQQ Trust Series 1 549300VY6FEJBCIMET58 Invesco QQQ Trust Series 1 46090E103 2033 NS USD 863191.47 4.874798770037037 Long EC RF US N 1 N N N Invesco S&P 500 Equal Weight E N/A Invesco S&P 500 Equal Weight ETF 46137V357 6504 NS USD 1048444.8 5.921000842943602 Long EC RF US N 1 N N N ProShares Short S&P500 N/A ProShares Short S&P500 74347B425 330703 NS USD 4110638.29 23.21447231187207 Long EC RF US N 1 N N N SPDR Dow Jones Industrial Aver 54930039F2SG3UG2OZ18 SPDR Dow Jones Industrial Average ETF Trust 78467X109 2294 NS USD 867430.22 4.898736742091481 Long EC RF US N 1 N N N SPDR Portfolio S&P 500 Growth 549300VUPJJVH7HVPB06 SPDR Portfolio S&P 500 Growth ETF 78464A409 39554 NS USD 2781437.28 15.70792518545064 Long EC RF US N 1 N N N SPDR Portfolio S&P 500 Value E 549300Q000TDS51V8H46 SPDR Portfolio S&P 500 Value ETF 78464A508 58176 NS USD 2790120.96 15.756965513181628 Long EC RF US N 1 N N N SPDR S&P 500 ETF Trust 549300NZAMSJ8FXPQQ63 SPDR S&P 500 ETF Trust 78462F103 1042 NS USD 523063.16 2.9539537143707935 Long EC RF US N 1 N N N Vanguard Total Stock Market ET N/A Vanguard Total Stock Market ETF 922908769 10499 NS USD 2610156.39 14.740631252503356 Long EC RF US N 1 N N N Vanguard Total World Stock ETF N/A Vanguard Total World Stock ETF 922042742 19745 NS USD 2103632.3 11.880080497841552 Long EC RF US N 1 N N N 2024-06-27 Tidal Trust II /s/ Aaron Perkovich Aaron Perkovich Assistant Treasurer XXXX NPORT-EX 2 dgaetf_soi.htm SCHEDULE OF INVESTMENTS

 

DGA Absolute Return ETF

Schedule of Investments

as of April 30, 2024 (Unaudited)

 

EXCHANGE TRADED FUNDS - 99.9%  Shares   Value 
Invesco QQQ Trust Series 1   2,033   $863,192 
Invesco S&P 500 Equal Weight ETF   6,504    1,048,445 
ProShares Short S&P 500   330,703    4,110,638 
SPDR Dow Jones Industrial Average ETF Trust   2,294    867,430 
SPDR Portfolio S&P 500 Growth ETF   39,554    2,781,437 
SPDR Portfolio S&P 500 Value ETF   58,176    2,790,121 
SPDR S&P 500 ETF Trust   1,042    523,063 
Vanguard Total Stock Market ETF   10,499    2,610,156 
Vanguard Total World Stock ETF   19,745    2,103,632 
TOTAL EXCHANGE TRADED FUNDS (Cost $16,625,861)        17,698,114 
           
SHORT-TERM INVESTMENTS - 0.2%          
Money Market Funds - 0.2%          
First American Government Obligations Fund - Class X, 5.23%(a)   28,260    28,260 
TOTAL SHORT-TERM INVESTMENTS (Cost $28,260)        28,260 
           
TOTAL INVESTMENTS - 100.1% (Cost $16,654,121)       $17,726,374 
Liabilities in Excess of Other Assets - (0.1)%        (19,151)
TOTAL NET ASSETS - 100.0%       $17,707,223 

    

Percentages are stated as a percent of net assets.  

 
(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:

 

DGA Absolute Return ETF 

               

   Level 1   Level 2   Level 3   Total 
Assets:                
  Exchange Traded Funds  $17,698,114   $—   $—   $17,698,114 
  Money Market Funds   28,260    —    —    28,260 
Total Assets  $17,726,374   $—   $—   $17,726,374