{"ticker":"BALT","name":"Innovator Defined Wealth Shield ETF","page_url":null,"cite_as":"TickerInside, Innovator Defined Wealth Shield ETF (BALT), holdings and contracts from SEC Form N-PORT for the period ended 2026-07-31, filed 2026-09-28, https://tickerinside.com/api/v1/etf/balt.json, CC BY 4.0","cite_html":"<a href=\"https://tickerinside.com/api/v1/etf/balt.json\">TickerInside</a> (https://tickerinside.com/api/v1/etf/balt.json)","identifiers":{"asset_type":"etf","exchange":"Cboe BZX","composite_figi":"BBG011MFV0P6","share_class_figi":"BBG011MFV1P4","cik":null,"series_id":"S000072431","class_id":null},"source_layer":"sec_nport_derivatives","category":{"id":"defined-outcome","label":"Defined Outcome","group":"options","group_label":"Option strategies","asset_class":"equity","rule":"In its filing for 2026-07-31, its options on SPY cap and buffer its return, and its name says so.","basis":"contracts","as_of":"2026-07-31","facets":{"underlying":"SPY"},"measured":{},"method":"https://tickerinside.com/etf/category/"},"as_of":null,"holdings_as_of":"2026-07-31","report_date":"2026-07-31","filed":"2026-09-28","filing_url":"https://www.sec.gov/Archives/edgar/data/1415726/000089418926028237/","net_assets":2766882154,"multi_class":false,"stock_pct":0.0,"unmapped_pct":0.0,"abroad":[],"expense_ratio":0.69,"expense_ratio_gross":0.69,"expense_ratio_source":"sec_filing","expense_ratio_as_of":"2026-10-01","expense_ratio_filing_url":"https://www.sec.gov/Archives/edgar/data/1415726/000121390026105647/","yield":null,"aum_b":null,"aum_source":null,"aum_date":null,"etf_class_net_assets_b":null,"etf_class_net_assets_as_of":null,"derivative_positions":4,"vol":null,"beta":null,"mdd3":null,"r1":null,"r3":null,"r5":null,"last_close":null,"last_close_date":null,"day_change_pct":null,"high_52w":null,"low_52w":null,"currency":null,"held_outright":{},"summary":"On 2026-07-31, BALT held money market funds (0.4%), as percent of net assets. It carried options on SPY (102.2% in written calls, 79.7% in written puts, 0.2% in purchased calls and 99.7% in purchased puts), as notional exposure in percent of net assets.","composition":[{"kind":"money_market_funds","label":"Money market funds","pct":0.38}],"derivatives":[{"instrument":"option","description":"call option, written","underlying":null,"underlying_ticker":"SPY","underlying_kind":"etf","direction":"short","notional_pct":102.1744,"value_pct":-1.1823,"positions":1,"option_type":"call","option_side":"written","expires_first":"2026-09-30","expires_last":"2026-09-30"},{"instrument":"option","description":"put option, purchased","underlying":null,"underlying_ticker":"SPY","underlying_kind":"etf","direction":"long","notional_pct":99.6536,"value_pct":2.0764,"positions":1,"option_type":"put","option_side":"purchased","expires_first":"2026-09-30","expires_last":"2026-09-30"},{"instrument":"option","description":"put option, written","underlying":null,"underlying_ticker":"SPY","underlying_kind":"etf","direction":"short","notional_pct":79.7234,"value_pct":-0.1628,"positions":1,"option_type":"put","option_side":"written","expires_first":"2026-09-30","expires_last":"2026-09-30"},{"instrument":"option","description":"call option, purchased","underlying":null,"underlying_ticker":"SPY","underlying_kind":"etf","direction":"long","notional_pct":0.2495,"value_pct":99.1759,"positions":1,"option_type":"call","option_side":"purchased","expires_first":"2026-09-30","expires_last":"2026-09-30"}],"underlyings":[{"underlying":null,"underlying_ticker":"SPY","underlying_kind":"etf","long_pct":0.0,"short_pct":0.0,"options":{"purchased_calls_pct":0.25,"purchased_puts_pct":99.65,"written_puts_pct":79.72,"written_calls_pct":102.17},"instruments":["option"],"complete":true,"net_pct":0.0}],"exposure":{"stocks_pct":0.0,"swaps_futures_long_pct":0,"swaps_futures_short_pct":0,"options_notional_pct":281.8,"complete":true,"long_exposure_pct":null},"exposure_notes":[],"weekly":null,"weeks_end":null,"license":"CC BY 4.0","attribution":"Credit TickerInside with a link to the page the figure comes from (cite_as gives it) wherever the medium allows a link, and by name where it does not. How you mark the link is up to you.","source":"https://tickerinside.com/api/#derivative-funds"}