{"ticker":"JANZ","name":"TrueShares Structured Outcome (January) ETF","page_url":null,"cite_as":"TickerInside, TrueShares Structured Outcome (January) ETF (JANZ), holdings and contracts from SEC Form N-PORT for the period ended 2026-06-30, filed 2026-08-27, https://tickerinside.com/api/v1/etf/janz.json, CC BY 4.0","cite_html":"<a href=\"https://tickerinside.com/api/v1/etf/janz.json\">TickerInside</a> (https://tickerinside.com/api/v1/etf/janz.json)","identifiers":{"asset_type":"etf","exchange":"Cboe BZX","composite_figi":"BBG01WJZL4B6","share_class_figi":"BBG01WJZL5B3","cik":"0001936157","series_id":"S000092056","class_id":"C000259970"},"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 2026-06-30, its options on SPY cap and buffer its return, and its name says so.","basis":"contracts","as_of":"2026-06-30","facets":{"underlying":"SPY"},"measured":{},"method":"https://tickerinside.com/etf/category/"},"as_of":null,"holdings_as_of":"2026-06-30","report_date":"2026-06-30","filed":"2026-08-27","filing_url":"https://www.sec.gov/Archives/edgar/data/1936157/000193615726000393/","net_assets":40908103,"multi_class":false,"stock_pct":0.0,"unmapped_pct":0.0,"abroad":[],"expense_ratio":0.8,"expense_ratio_gross":0.8,"expense_ratio_source":"sec_filing","expense_ratio_as_of":"2026-04-30","expense_ratio_filing_url":"https://www.sec.gov/Archives/edgar/data/1936157/000199937126009496/","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":10,"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 2026-06-30, JANZ held US Treasury bills (87.7%) and money market funds (2.7%), as percent of net assets. It carried options on SPY (97.8% in written puts and 82.8% in purchased calls), as notional exposure in percent of net assets.","composition":[{"kind":"treasury_bills","label":"US Treasury bills","pct":87.71},{"kind":"money_market_funds","label":"Money market funds","pct":2.72}],"derivatives":[{"instrument":"option","description":"put option, written","underlying":null,"underlying_ticker":"SPY","underlying_kind":"etf","direction":"short","notional_pct":97.815,"value_pct":-1.1165,"positions":2,"option_type":"put","option_side":"written","expires_first":"2026-12-31","expires_last":"2026-12-31"},{"instrument":"option","description":"call option, purchased","underlying":null,"underlying_ticker":"SPY","underlying_kind":"etf","direction":"long","notional_pct":82.7615,"value_pct":10.7111,"positions":8,"option_type":"call","option_side":"purchased","expires_first":"2026-12-31","expires_last":"2026-12-31"}],"underlyings":[{"underlying":null,"underlying_ticker":"SPY","underlying_kind":"etf","long_pct":0.0,"short_pct":0.0,"options":{"purchased_calls_pct":82.76,"written_puts_pct":97.81},"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":180.58,"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"}