{"ticker":"PSEP","name":"Innovator U.S. Equity Power Buffer ETF - September","page_url":null,"cite_as":"TickerInside, Innovator U.S. Equity Power Buffer ETF - September (PSEP), 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/psep.json, CC BY 4.0","cite_html":"<a href=\"https://tickerinside.com/api/v1/etf/psep.json\">TickerInside</a> (https://tickerinside.com/api/v1/etf/psep.json)","identifiers":{"asset_type":"etf","exchange":"Cboe BZX","composite_figi":"BBG00Q4027Z1","share_class_figi":"BBG00Q4028Q9","cik":null,"series_id":"S000066308","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/1415726/000089418926028365/","net_assets":843304937,"multi_class":false,"stock_pct":0.0,"unmapped_pct":0.0,"abroad":[],"expense_ratio":0.79,"expense_ratio_gross":0.79,"expense_ratio_source":"sec_filing","expense_ratio_as_of":"2026-09-01","expense_ratio_filing_url":"https://www.sec.gov/Archives/edgar/data/1415726/000121390026095899/","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, PSEP held money market funds (0.3%), as percent of net assets. It carried options on SPY (101.5% in written calls, 77.2% in written puts, 0.9% in purchased calls and 90.9% in purchased puts), as notional exposure in percent of net assets.","composition":[{"kind":"money_market_funds","label":"Money market funds","pct":0.31}],"derivatives":[{"instrument":"option","description":"call option, written","underlying":null,"underlying_ticker":"SPY","underlying_kind":"etf","direction":"short","notional_pct":101.5281,"value_pct":-4.5945,"positions":1,"option_type":"call","option_side":"written","expires_first":"2026-08-31","expires_last":"2026-08-31"},{"instrument":"option","description":"put option, purchased","underlying":null,"underlying_ticker":"SPY","underlying_kind":"etf","direction":"long","notional_pct":90.871,"value_pct":0.0896,"positions":1,"option_type":"put","option_side":"purchased","expires_first":"2026-08-31","expires_last":"2026-08-31"},{"instrument":"option","description":"put option, written","underlying":null,"underlying_ticker":"SPY","underlying_kind":"etf","direction":"short","notional_pct":77.24,"value_pct":-0.0224,"positions":1,"option_type":"put","option_side":"written","expires_first":"2026-08-31","expires_last":"2026-08-31"},{"instrument":"option","description":"call option, purchased","underlying":null,"underlying_ticker":"SPY","underlying_kind":"etf","direction":"long","notional_pct":0.9086,"value_pct":104.2774,"positions":1,"option_type":"call","option_side":"purchased","expires_first":"2026-08-31","expires_last":"2026-08-31"}],"underlyings":[{"underlying":null,"underlying_ticker":"SPY","underlying_kind":"etf","long_pct":0.0,"short_pct":0.0,"options":{"written_calls_pct":101.53,"written_puts_pct":77.24,"purchased_puts_pct":90.87,"purchased_calls_pct":0.91},"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":270.55,"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"}