{"ticker":"DVSP","name":"WEBs SPY Defined Volatility ETF","page_url":null,"cite_as":"TickerInside, WEBs SPY Defined Volatility ETF (DVSP), holdings and contracts from SEC Form N-PORT for the period ended 2026-07-31, filed 2026-09-22, https://tickerinside.com/api/v1/etf/dvsp.json, CC BY 4.0","cite_html":"<a href=\"https://tickerinside.com/api/v1/etf/dvsp.json\">TickerInside</a> (https://tickerinside.com/api/v1/etf/dvsp.json)","identifiers":{"asset_type":"etf","exchange":"Nasdaq","composite_figi":"BBG01R78RYN5","share_class_figi":"BBG01R78RZK5","cik":null,"series_id":"S000088972","class_id":null},"source_layer":"sec_nport_derivatives","category":{"id":"leveraged-equity","label":"Leveraged Equity","group":"leveraged-inverse","group_label":"Leveraged and inverse","asset_class":"equity","rule":"In its filing for 2026-07-31, its stocks and contracts come to 158% of net assets on SPY, about 1.5x.","basis":"contracts","as_of":"2026-07-31","facets":{"leverage":1.5,"underlying":"SPY"},"measured":{"net_exposure_pct":157.9},"method":"https://tickerinside.com/etf/category/"},"as_of":null,"holdings_as_of":"2026-07-31","report_date":"2026-07-31","filed":"2026-09-22","filing_url":"https://www.sec.gov/Archives/edgar/data/1580843/000100371526003543/","net_assets":1439376,"multi_class":false,"stock_pct":48.01,"unmapped_pct":0.0,"abroad":[],"expense_ratio":0.89,"expense_ratio_gross":0.89,"expense_ratio_source":"sec_filing","expense_ratio_as_of":"2026-02-26","expense_ratio_filing_url":"https://www.sec.gov/Archives/edgar/data/1580843/000121390026020693/","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":1,"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":{"SPY":48.0071},"summary":"On 2026-07-31, DVSP held stocks and ETFs held outright (48.0%), as percent of net assets. It carried swaps on SPY (109.9% long), as notional exposure in percent of net assets. Stocks held plus long swaps and futures come to 157.9% of net assets.","composition":[{"kind":"stocks","label":"Stocks and ETFs held outright","pct":48.01}],"derivatives":[{"instrument":"swap","description":"total return swap","underlying":null,"underlying_ticker":"SPY","underlying_kind":"etf","direction":"long","notional_pct":109.9299,"value_pct":-3.9307,"positions":1,"option_type":null,"option_side":null,"expires_first":"2027-03-02","expires_last":"2027-03-02"}],"underlyings":[{"underlying":null,"underlying_ticker":"SPY","underlying_kind":"etf","long_pct":109.93,"short_pct":0.0,"options":{},"instruments":["swap"],"complete":true,"net_pct":109.93}],"exposure":{"stocks_pct":48.01,"swaps_futures_long_pct":109.93,"swaps_futures_short_pct":0,"options_notional_pct":0,"complete":true,"long_exposure_pct":157.94},"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"}