{"ticker":"MST","name":"Defiance Leveraged Long Plus Income MSTR ETF","page_url":null,"cite_as":"TickerInside, Defiance Leveraged Long Plus Income MSTR ETF (MST), holdings and contracts from SEC Form N-PORT for the period ended 2026-06-30, filed 2026-08-28, https://tickerinside.com/api/v1/etf/mst.json, CC BY 4.0","cite_html":"<a href=\"https://tickerinside.com/api/v1/etf/mst.json\">TickerInside</a> (https://tickerinside.com/api/v1/etf/mst.json)","identifiers":{"asset_type":"etf","exchange":"Nasdaq","composite_figi":"BBG01TR9R337","share_class_figi":"BBG01TR9R3Y3","cik":"0001924868","series_id":"S000090830","class_id":"C000258199"},"source_layer":"sec_nport_derivatives","category":{"id":"option-income","label":"Option Income","group":"options","group_label":"Option strategies","asset_class":"equity","rule":"In its filing for 2026-06-30, it writes calls on MSTR (106% of net assets).","basis":"contracts","as_of":"2026-06-30","facets":{"underlying":"MSTR"},"measured":{},"method":"https://tickerinside.com/etf/category/"},"as_of":null,"holdings_as_of":"2026-06-30","report_date":"2026-06-30","filed":"2026-08-28","filing_url":"https://www.sec.gov/Archives/edgar/data/1924868/000200032426004176/","net_assets":11671443,"multi_class":false,"stock_pct":0.0,"unmapped_pct":0.0,"abroad":[],"expense_ratio":1.91,"expense_ratio_gross":2.02,"expense_ratio_source":"sec_filing","expense_ratio_as_of":"2026-07-27","expense_ratio_filing_url":"https://www.sec.gov/Archives/edgar/data/1924868/000199937126016018/","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":8,"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, MST held US Treasury bills (31.6%) and money market funds (9.3%), as percent of net assets. It carried swaps and options on MSTR (106.0% in written calls and 138.9% in purchased calls), Strategy Inc Swap CS (57.5% long) and Strategy Inc Swap Marex (56.0% long), and 1 more underlying, as notional exposure in percent of net assets.","composition":[{"kind":"treasury_bills","label":"US Treasury bills","pct":31.65},{"kind":"money_market_funds","label":"Money market funds","pct":9.31}],"derivatives":[{"instrument":"option","description":"call option, purchased","underlying":null,"underlying_ticker":"MSTR","underlying_kind":"stock","direction":"long","notional_pct":138.886,"value_pct":19.902,"positions":3,"option_type":"call","option_side":"purchased","expires_first":"2026-07-02","expires_last":"2026-07-02"},{"instrument":"option","description":"call option, written","underlying":null,"underlying_ticker":"MSTR","underlying_kind":"stock","direction":"short","notional_pct":105.9852,"value_pct":-2.8471,"positions":2,"option_type":"call","option_side":"written","expires_first":"2026-07-02","expires_last":"2026-07-02"},{"instrument":"swap","description":"swap","underlying":"Strategy Inc Swap CS","underlying_ticker":null,"underlying_kind":"other","direction":"long","notional_pct":57.4501,"value_pct":2.069,"positions":1,"option_type":null,"option_side":null,"expires_first":"2028-01-11","expires_last":"2028-01-11"},{"instrument":"swap","description":"swap","underlying":"Strategy Inc Swap Marex","underlying_ticker":null,"underlying_kind":"other","direction":"long","notional_pct":56.0469,"value_pct":2.1431,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-09-25","expires_last":"2026-09-25"},{"instrument":"swap","description":"swap","underlying":"Strategy Inc Swap Cantor","underlying_ticker":null,"underlying_kind":"other","direction":"long","notional_pct":52.4502,"value_pct":-0.0651,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-09-08","expires_last":"2026-09-08"}],"underlyings":[{"underlying":null,"underlying_ticker":"MSTR","underlying_kind":"stock","long_pct":0.0,"short_pct":0.0,"options":{"written_calls_pct":105.99,"purchased_calls_pct":138.89},"instruments":["option"],"complete":true,"net_pct":0.0},{"underlying":"Strategy Inc Swap CS","underlying_ticker":null,"underlying_kind":"other","long_pct":57.45,"short_pct":0.0,"options":{},"instruments":["swap"],"complete":true,"net_pct":57.45},{"underlying":"Strategy Inc Swap Marex","underlying_ticker":null,"underlying_kind":"other","long_pct":56.05,"short_pct":0.0,"options":{},"instruments":["swap"],"complete":true,"net_pct":56.05},{"underlying":"Strategy Inc Swap Cantor","underlying_ticker":null,"underlying_kind":"other","long_pct":52.45,"short_pct":0.0,"options":{},"instruments":["swap"],"complete":true,"net_pct":52.45}],"exposure":{"stocks_pct":0.0,"swaps_futures_long_pct":165.95,"swaps_futures_short_pct":0,"options_notional_pct":244.87,"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"}