{"ticker":"PAYH","name":"TrueShares S&P Autocallable High Income ETF","page_url":null,"cite_as":"TickerInside, TrueShares S&P Autocallable High Income ETF (PAYH), 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/payh.json, CC BY 4.0","cite_html":"<a href=\"https://tickerinside.com/api/v1/etf/payh.json\">TickerInside</a> (https://tickerinside.com/api/v1/etf/payh.json)","identifiers":{"asset_type":"etf","exchange":"Cboe BZX","composite_figi":"BBG01Z2TWL85","share_class_figi":"BBG01Z2TWM56","cik":null,"series_id":"S000097592","class_id":null},"source_layer":"sec_nport_derivatives","category":{"id":"single-stock-option-income","label":"Single-Stock Option Income","group":"options","group_label":"Option strategies","asset_class":"equity","rule":"In its filing for 2026-07-31, its contracts are on MS and its name says it writes options for income.","basis":"contracts","as_of":"2026-07-31","facets":{"underlying":"MS"},"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/1936157/000193615726000478/","net_assets":26398728,"multi_class":false,"stock_pct":0.0,"unmapped_pct":0.0,"abroad":[],"expense_ratio":null,"expense_ratio_gross":null,"expense_ratio_source":null,"expense_ratio_as_of":null,"expense_ratio_filing_url":null,"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":2,"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, PAYH held US Treasury bills (88.6%) and money market funds (1.5%), as percent of net assets. It carried swaps on MS (100.2% short), as notional exposure in percent of net assets.","composition":[{"kind":"treasury_bills","label":"US Treasury bills","pct":88.59},{"kind":"money_market_funds","label":"Money market funds","pct":1.5}],"derivatives":[{"instrument":"swap","description":"total return swap","underlying":null,"underlying_ticker":"MS","underlying_kind":"stock","direction":"short","notional_pct":100.2156,"value_pct":-0.4794,"positions":1,"option_type":null,"option_side":null,"expires_first":"2027-06-30","expires_last":"2027-06-30"},{"instrument":"swap","description":"total return swap","underlying":null,"underlying_ticker":"MS","underlying_kind":"stock","direction":null,"notional_pct":89.0708,"value_pct":12.9147,"positions":1,"option_type":null,"option_side":null,"expires_first":"2027-06-30","expires_last":"2027-06-30"}],"underlyings":[{"underlying":null,"underlying_ticker":"MS","underlying_kind":"stock","long_pct":0.0,"short_pct":100.22,"options":{},"instruments":["swap"],"complete":false,"net_pct":-100.22}],"exposure":{"stocks_pct":0.0,"swaps_futures_long_pct":0,"swaps_futures_short_pct":100.22,"options_notional_pct":0,"complete":false,"long_exposure_pct":null},"exposure_notes":["1 of 2 derivative positions state a negative notional while their legs read long, so their direction is not stated."],"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"}