{"ticker":"TRIO","name":"MC Trio Equity Buffered ETF","page_url":null,"cite_as":"TickerInside, MC Trio Equity Buffered ETF (TRIO), 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/trio.json, CC BY 4.0","cite_html":"<a href=\"https://tickerinside.com/api/v1/etf/trio.json\">TickerInside</a> (https://tickerinside.com/api/v1/etf/trio.json)","identifiers":{"asset_type":"etf","exchange":"Cboe BZX","composite_figi":"BBG01SP6XYJ5","share_class_figi":"BBG01SP6XZH4","cik":"0001592900","series_id":"S000090665","class_id":"C000257945"},"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/1592900/000159290026004417/","net_assets":120333886,"multi_class":false,"stock_pct":0.0,"unmapped_pct":0.0,"abroad":[],"expense_ratio":0.7,"expense_ratio_gross":0.7,"expense_ratio_source":"sec_filing","expense_ratio_as_of":"2026-05-26","expense_ratio_filing_url":"https://www.sec.gov/Archives/edgar/data/1592900/000159290026002144/","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":12,"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, TRIO held money market funds (1.6%), as percent of net assets. It carried options on SPY (79.7% in written calls, 62.7% in written puts, 0.7% in purchased calls and 69.7% in purchased puts), IWM (16.6% in written calls, 12.9% in written puts, 0.1% in purchased calls and 14.3% in purchased puts) and EFA (14.9% in written calls, 12.5% in written puts, 0.1% in purchased calls and 13.8% in purchased puts), as notional exposure in percent of net assets.","composition":[{"kind":"money_market_funds","label":"Money market funds","pct":1.59}],"derivatives":[{"instrument":"option","description":"call option, written","underlying":null,"underlying_ticker":"SPY","underlying_kind":"etf","direction":"short","notional_pct":79.6578,"value_pct":-1.05,"positions":1,"option_type":"call","option_side":"written","expires_first":"2027-06-17","expires_last":"2027-06-17"},{"instrument":"option","description":"put option, 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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"}