Annual Report for Registered Investment Companies (n-cen)
2019年12月14日 - 6:57AM
Edgar (US Regulatory)
The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.
|
schemaVersion:
N-CEN:Series/Class (Contract) Information
N-CEN:Part A: General Information
Item A.1. Reporting period covered.
a. Report for period ending:
|
2019-09-30 |
b. Does this report cover a period of less than 12 months? |
Yes
X
No
|
N-CEN:Part B: Information About the Registrant
Item B.1. Background information.
a. Full name of Registrant |
Innovator ETFs Trust II |
b. Investment Company Act file number ( e.g., 811-)
|
811-22926 |
c. CIK |
0001595106 |
d. LEI |
549300GL4HYL6KJOF312 |
Item B.2. Address and telephone number of Registrant.
a. Street 1 |
109 North Hale Street |
Street 2 |
|
b. City |
Wheaton |
c. State, if applicable |
ILLINOIS
|
d. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
e. Zip code and zip code extension, or foreign postal
code
| |
f. Telephone number (including country code if foreign) |
800-208-5212 |
g. Public Website, if any |
http://www.innovatoretfs.com/ |
Item B.3. Location of books and records.
Instruction.
Provide the requested information for each person
maintaining
physical possession of each account, book, or other
document
required to be maintained by section 31(a) of the Act (15
U.S.C.
80a-30(a)) and the rules under that section.
|
Location books Record:
1 |
a. Name of person (e.g., a custodian of records) |
U.S. Bancorp Fund Services LLC |
b. Street 1 |
615 East Michigan Street |
Street 2 |
|
c. City |
Milwaukee |
d. State, if applicable |
WISCONSIN
|
e. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
f. Zip code and zip code extension, or foreign postal code |
53202 |
g. Telephone number (including country code if foreign) |
8336121912 |
h. Briefly describe the books and records kept at this location:
|
Journals containing an itemized daily record in detail of all purchases and sales of securities, all receipts and deliveries of securities, all receipts and disbursements of cash and all other debits and credits. General and auxiliary ledgers reflecting all assets, liability, reserve, capital, income and expense accounts. |
Location books Record:
2 |
a. Name of person (e.g., a custodian of records) |
Innovator Capital Management, LLC |
b. Street 1 |
109 North Hale Street |
Street 2 |
|
c. City |
Wheaton |
d. State, if applicable |
ILLINOIS
|
e. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
f. Zip code and zip code extension, or foreign postal code |
60187 |
g. Telephone number (including country code if foreign) |
800-208-5212 |
h. Briefly describe the books and records kept at this location:
|
The books and records required to be maintained by Section 31(a) of the Investment Company Act of 1940. |
Location books Record:
3 |
a. Name of person (e.g., a custodian of records) |
The Bank of New York Mellon |
b. Street 1 |
240 Greenwich St. |
Street 2 |
|
c. City |
New York |
d. State, if applicable |
NEW YORK
|
e. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
f. Zip code and zip code extension, or foreign postal code |
10286 |
g. Telephone number (including country code if foreign) |
212-495-1784 |
h. Briefly describe the books and records kept at this location:
|
Journals containing an itemized daily record in detail of all purchases and sales of securities, all receipts and deliveries of securities, all receipts and disbursements of cash and all other debits and credits. General and auxiliary ledgers reflecting all assets, liability, reserve, capital, income and expense accounts. |
Item B.4. Initial of final filings.
Instruction.
Respond "yes" to Item B.4.b only if the Registrant has filed an application to deregister or will file an application to deregister before its next required filing on this form.
|
a. Is this the first filing on this form by the Registrant?
|
Yes
X
No
|
b. Is this the last filing on this form by the Registrant?
|
Yes
X
No
|
Item B.5. Family of investment companies.
Instruction.
"Family of investment companies" means, except for
insurance company
separate accounts, any two or more registered
investment companies
that (i) share the same investment adviser or
principal underwriter;
and (ii) hold themselves out to investors as
related companies for
purposes of investment and investor
services.In responding to this
item, all Registrants in the family
of investment companies should
report the name of the family of
investment companies identically.
|
Insurance company separate accounts that may not hold
themselves
out to investors as related companies (products) for
purposes of
investment and investor services should consider
themselves part of
the same family if the operational or accounting
or control systems
under which these entities function are
substantially similar.
|
a. Is the Registrant part of a family of
investment
companies?
| X
Yes
No
|
i. Full name of family of investment companies | |
Item B.6. Organization.
Instruction.
For Item B.6.a.i., the Registrant should include all Series that
have been established by the Registrant
and have shares outstanding
(other than shares issued in connection
with an initial investment
to satisfy section 14(a)
of the Act).
|
Indicate the classification of the Registrant by
checking the
applicable item below.
|
X
a. Open-end management investment company registered under the
Act on Form N-1A
i. Total number of Series of the Registrant | |
b. Closed-end management investment company registered under
the Act on Form N-2
c. Separate account offering variable annuity contracts which
is registered under the Act as a management investment company on
Form N-3
d. Separate account offering variable annuity contracts which
is registered under the Act as a unit investment trust on Form
N-4
e. Small business investment company registered under the Act
on Form N-5
f. Separate account offering variable insurance contracts
which is registered under the Act as a unit investment trust on
Form N-6
g. Unit investment trust registered under the Act on Form
N-8B-2
Item B.7. Securities Act registration.
Is the Registrant the issuer of a class
of
securities
registered
under the Securities Act of 1933
("Securities
Act")?
| X
Yes
No
|
Item B.8. Directors.
Provide the information requested below about each person serving as director of the Registrant (management investment companies only):
|
Director Record:
1 |
a. Full Name |
Mark Berg |
b. CRD number, if any |
N/A |
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))?
|
Yes
X
No
|
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
|
File Number Record:
1 |
File Number Record: |
N/A |
Director Record:
2 |
a. Full Name |
Joe Stowell |
b. CRD number, if any |
N/A |
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))?
|
Yes
X
No
|
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
|
File Number Record:
1 |
File Number Record: |
N/A |
Director Record:
3 |
a. Full Name |
Brian J. Wildman |
b. CRD number, if any |
N/A |
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))?
|
Yes
X
No
|
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
|
File Number Record:
1 |
File Number Record: |
N/A |
Director Record:
4 |
a. Full Name |
H. Bruce Bond |
b. CRD number, if any |
N/A |
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))?
| X
Yes
No
|
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
|
File Number Record:
1 |
File Number Record: |
N/A |
Item B.9. Chief compliance officer.
Provide the information requested below about each person serving as chief compliance officer of the Registrant for purposes of rule 38a-1 (17 CFR 270.38a- 1):
|
Chief compliance officer Record:
1 |
a. Full Name | |
b. CRD Number, if any | |
c. Street Address 1 |
10 High Street |
Street Address 2 |
Suite 302 |
d. City |
Boston |
e. State, if applicable |
MASSACHUSETTS
|
f. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
g. Zip code and zip code extension, or foreign postal code | |
h. Telephone number (including country code if foreign) | |
i. Has the chief compliance officer
changed
since the
last
filing?
|
Yes
X
No
|
If the chief compliance officer is compensated or employed by any person other than the Registrant, or an affiliated person of the Registrant, for providing chief compliance officer services, provide:
|
CCO employer Record:
1 |
i. Name of the person |
Foreside Officer Fund Services, LLC |
ii. Person's IRS Employer Identification Number | |
Item B.10. Matters for security holder vote.
Instruction.
Registrants registered on Forms N-3, N-4 or N-6, should respond "yes" to this Item only if security holder votes were solicited on contract-level matters.
|
Were any matters submitted by the
Registrant for
its
security
holders' vote during the reporting
period?
|
Yes
X
No
|
Item B.11. Legal proceeding.
Instruction.
For purposes of this Item, the following proceedings should be described: (1) any bankruptcy, receivership or similar proceeding with respect to the Registrant or any of its significant subsidiaries; (2) any proceeding to which any director, officer or other affiliated person of the Registrant is a party adverse to the Registrant or any of its subsidiaries; and (3) any proceeding involving the revocation or suspension of the right of the Registrant to sell securities.
|
a. Have there been any material legal
proceedings, other
than
routine litigation incidental to the
business, to which the
Registrant or any of its subsidiaries was a
party or of which any
of
their property was the subject during the
reporting period?
|
Yes
X
No
|
b. Has any proceeding previously reported been terminated?
|
Yes
X
No
|
Item B.12. Fidelity bond and insurance (management investment
companies only).
a. Were any claims with respect to the
Registrant
filed
under a fidelity bond (including, but not
limited
to, the fidelity
insuring agreement of the bond)
during the
reporting period?
|
Yes
X
No
|
|
Item B.13. Directors and officers/errors and omissions insurance
(management investment companies only).
a. Are the Registrant's officers or
directors
covered
in
their
capacities as officers or directors under
any
directors
and
officers/errors and omissions insurance policy
owned by
the
Registrant or anyone else?
| X
Yes
No
|
i. If yes, were any claims filed under the policy during the reporting period with respect to the Registrant?
|
Yes
X
No
|
Item B.14. Provision of financial support.
Instruction.
For purposes of this Item, a provision of financial support includes any (1) capital contribution, (2) purchase of a security from a Money Market Fund in reliance on rule 17a-9 under the Act (17 CFR 270.17a-9), (3) purchase of any defaulted or devalued security at fair value reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio, (4) execution of letter of credit or letter of indemnity, (5) capital support agreement (whether or not the Registrant ultimately received support), (6) performance guarantee, or (7) other similar action reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio. Provision of financial support does not include any (1) routine waiver of fees or reimbursement of Registrant's expenses, (2) routine inter-fund lending, (3) routine inter-fund purchases of Registrant's shares, or (4) action that would qualify as financial support as defined above, that the board of directors has otherwise determined not to be reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio.
|
Did an affiliated person, promoter, or principal underwriter of the Registrant, or an affiliated person of such a person, provide any form of financial support to the Registrant during the reporting period?
|
Yes
X
No
|
Item B.15. Exemptive orders.
a. During the reporting period, did the Registrant rely on any orders from the Commission granting an exemption from one or more provisions of the Act, Securities Act or Exchange Act?
| X
Yes
No
|
Release number Record:
1 |
i. If yes, provide below the release number for each order
|
IC-32856 |
Item B.16. Principal underwriters.
a. Provide the information requested below about each principal underwriter: |
Principal underwriter Record:
1 |
i. Full name |
Foreside Fund Services LLC |
ii. SEC file number (e.g., 8-) |
8-32480 |
iii. CRD number |
000031334 |
iv. LEI, if any | |
v. State, if applicable |
PENNSYLVANIA
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Is the principal underwriter an affiliated person of the Registrant, or its investment adviser(s) or depositor?
|
Yes
X
No
|
b. Have any principal underwriters been hired or terminated during the reporting period?
|
Yes
X
No
|
Item B.17. Independent public accountant.
Provide the following information about eachthe independent public accountant:
|
Public accountant Record:
1 |
a. Full Name |
Cohen & Company |
b. PCAOB Number |
00925 |
c. LEI, if any |
N/A |
d. State, if applicable |
OHIO
|
e. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
f. Has the independent public accountant changed since the last filing? |
Yes
X
No
|
Item B.18. Report on internal control (management investment
companies only).
Instruction.
Small business investment companies are not
required to respond to
this item.
|
For the reporting period, did an independent public accountant's report on internal control note any material weaknesses?
|
Yes
X
No
|
Item B.19. Audit opinion.
For the reporting period, did an
independent
public
accountant issue an opinion other than an
unqualified opinion
with
respect to its audit of the Registrant's
financial statements?
|
Yes
X
No
|
Item B.20. Change in valuation methods.
Instruction.
Responses to this item need not include changes to valuation techniques used for individual securities (e.g., changing from market approach to income approach for a private equity security). In responding to Item B.20.c., provide the applicable "asset type" category specified in Item C.4.a. of Form N-PORT. In responding to Item B.20.d., provide a brief description of the type of investments involved. If the change in valuation methods applies only to certain sub-asset types included in the response to Item B.20.c., please provide the sub-asset types in the response to Item B.20.d. The responses to Item B.20.c. and Item B.20.d. should be identical only if the change in valuation methods applies to all assets within that category.
|
Have there been material changes in the method of valuation (e.g., change from use of bid price to mid price for fixed income securities or change in trigger threshold for use of fair value factors on international equity securities) of the Registrant's assets during the reporting period?
|
Yes
X
No
|
Item B.21. Change in accounting principles and practices.
Have there been any changes in accounting principles or practices, or any change in the method of applying any such accounting principles or practices, which will materially affect the financial statements filed or to be filed for the current year with the Commission and which has not been previously reported?
|
Yes
X
No
|
Item B.22. Net asset value error corrections (open-end management
investment companies only).
a. During the reporting period, were any payments made to shareholders or shareholder accounts reprocessed as a result of an error in calculating the Registrant's net asset value (or net asset value per share)?
|
Yes
X
No
|
Item B.23. Rule 19a-1 notice (management investment companies
only).
During the reporting period, did the Registrant
pay any
dividend or make
any distribution in the nature of a
dividend
payment,
required to be accompanied by a written statement
pursuant
to section 19(a)
of the Act (15 U.S.C. 80a-19(a)) and rule
19a-1
thereunder (17 CFR
270.19a-1)?
| X
Yes
No
|
Payment dividend series info Record:
1 |
a. If yes, and to the extent the response relates
only to
certain series of the Registrant,
indicate the series
involved:
|
i. Series name |
Innovator S&P Investment Grade Preferred ETF |
ii. Series identification number | |
N-CEN:Part C: Additional Questions for Management Investment Companies
General Instruction.
Management investment companies that offer multiple series must
complete Part C as to each series separately, even if some
information is the same for two or more series. To begin this
section or add an additional series(s), click on the bar labeled
"Add a New Series" below.
|
Management Investment Record:
1 |
Item C.1. Background information.
a. Full Name of the Fund |
Innovator Lunt Low Vol/High Beta Tactical ETF |
b. Series identication number, if any |
S000055264 |
c. LEI |
549300059DFJC42IV140 |
d. Is this the first filing on this form by the Fund?
|
Yes
X
No
|
Item C.2. Classes of open-end management investment companies.
a. How many Classes of shares of the Fund (if
any) are
authorized?
|
1 |
b. How many new Classes of shares of the Fund
were
added
during the reporting period?
|
0 |
c. How many Classes of shares of the Fund were
terminated during the reporting period?
|
0 |
d. For each Class with shares outstanding,
provide the
information requested below:
|
|
Shares Outstanding Record:
1 |
i. Full name of Class |
Innovator Lunt Low Vol/High Beta Tactical ETF |
ii. Class identification number, if any |
C000173761 |
iii. Ticker symbol, if any |
LVHB |
Item C.3. Type of fund.
Instructions.
1. "Fund of Funds" means a fund that acquires securities issued by
any other investment company in excess of the amounts permitted
under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C.
80a-12(d)(1)(A)), but, for purposes of this Item, does not include
a fund that acquires securities issued by another company solely in
reliance on rule 12d1-1 under the Act (CFR 270.12d1-1).
2. "Index
Fund" means an investment company, including an
Exchange-Traded
Fund, that seeks to track the performance of a
specified index.
3.
"Interval Fund" means a closed-end management investment company
that makes periodic repurchases of its shares pursuant to rule
23c-3 under the Act (17 CFR 270.23c-3).
4. "Master-Feeder Fund"
means a two-tiered arrangement in which one
or more funds (each a
feeder fund) holds shares of a single Fund
(the master fund) in
accordance with section 12(d)(1)(E) of the Act
(15 U.S.C.
80a-12(d)(1)(E)) or pursuant to exemptive relief granted
by the
Commission.
5. "Target Date Fund" means an investment company that
has an
investment objective or strategy of providing varying degrees
of
long-term appreciation and capital preservation through a mix of
equity and fixed income exposures that changes over time based on
an investor's age, target retirement date, or life expectancy.
|
Indicate if the Fund is any one of the types listed below. Check
all that apply.
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i.
X
Exchange-Traded Fund
ii.
Exchange-Traded Managed Fund
b.
X
Index Fund
|
i. Is the index whose performance the Fund tracks,
constructed:
|
1. By an affiliated person of the fund? |
Yes
X
No
|
2. Exclusively for the fund? | X
Yes
No
|
ii. Provide the annualized difference between the Fund's
total return during the reporting period and the index's return
during the reporting period (i.e., the Fund's total return less
the index's return):
|
1. Before Fund fees and expenses: |
-0.170512867319 |
2. After Fund fees and expenses (i.e., net
asset
value):
|
-0.750627435319 |
iii. Provide the annualized standard deviation of the daily
difference between the Fund's total return and the index's
return during the reporting period:
|
1. Before Fund fees and expenses: |
0.085212052812 |
2. After Fund fees and expenses (i.e., net
asset
value):
|
0.085308555488 |
c.
Seeks to achieve performance results that are a multiple
of a
benchmark, the inverse of a benchmark, or a multiple of the
inverse
of a benchmark
d.
Interval Fund
e.
Fund of Funds
f.
Master-Feeder Fund
g.
Money Market Fund
h.
Target Date Fund
i.
Underlying fund to a variable annuity or variable life
insurance contract
N/A
Item C.4. Diversification.
Does the Fund seek to operate as a “non-diversified
company” as such
term is defined in section 5(b)(2) of the Act (15
U.S.C. 80a-
5(b) (2))?
| X
Yes
No
|
Item C.5. Investments in certain foreign corporations.
Instruction.
"Controlled foreign corporation" has the meaning
provided in section
957 of the Internal Revenue Code [26 U.S.C.
957].
|
a. Does the fund invest in a controlled foreign
corporation
for the purpose of investing in certain types of
instruments such
as, but not limited to, commodities?
|
Yes
X
No
|
Item C.6. Securities lending.
Instruction.
For purposes of this Item, other adverse impacts would include, for
example, (1) a loss to the Fund if collateral and indemnification
were not sufficient to replace the loaned securities or their
value, (2) the Fund's ineligibility to vote shares in a proxy, or
(3) the Fund's ineligibility to receive a direct distribution from
the issuer.
|
a. Is the Fund authorized to engage in
securities
lending
transactions?
| X
Yes
No
|
b. Did the Fund lend any of its securities
during the
reporting period?
| X
Yes
No
|
i. If yes, during the reporting period, did any borrower fail
to
return the loaned securities by
the contractual deadline with the
result that:
|
1. The Fund (or its securities lending agent)
liquidated collateral pledged to secure the loaned securities?
|
Yes
X
No
|
2. The Fund was otherwise adversely impacted?
|
Yes
X
No
|
c. Provide the information requested below about each
securities lending agent, if any, retained by the Fund:
|
|
Securities Lending Record:
1 |
i. Full name of securities lending agent |
U.S. Bank, N.A. |
ii. LEI, if any |
6BYL5QZYBDK8S7L73M02 |
iii. Is the securities lending agent an affiliated
person,
or an
affiliated person of an affiliated person, of the
Fund?
|
Yes
X
No
|
iv. Does the securities lending agent or any other
entity
indemnify
the fund against borrower default on loans
administered
by this
agent?
| X
Yes
No
|
v. If the entity providing the indemnification is not the
securities
lending agent, provide the following information:
|
Idemnity Providers Record:
1 |
1. Name of person providing indemnification |
N/A |
2. LEI, if any, of person providing
indemnification
|
N/A |
vi. Did the Fund exercise its indemnification rights
during the
reporting period?
|
Yes
X
No
|
d. If a person providing cash collateral management services
to
the Fund in connection with the Fund's securities lending
activities does not also serve as securities lending agent,
provide
the following information about each cash collateral
manager:
|
Collateral Managers Record:
1 |
i. Full name of cash collateral manager: |
U.S. Bancorp Asset Management, Inc. |
ii. LEI, if any: |
8KUMV9EIJ75IBFMLFD23 |
iii. Is the cash collateral manager an affiliated
person, or an
affiliated person of an affiliated person, of a
securities lending
agent retained by the Fund?
| X
Yes
No
|
iv. Is the cash collateral manager an affiliated
person, or an
affiliated person of an affiliated person, of the
Fund?
|
Yes
X
No
|
e. Types of payments made to one or more
securities
lending agents and cash collateral managers (check all that
apply):
| X
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative
fee)
iii. Administrative fee
X
iv. Cash collateral reinvestment fee
v. Indemnification fee
vi. Other
N/A
|
f. Provide the monthly average of the value of
portfolio securities on loan during the reporting period
|
14,952,282.730000000000 |
g. Provide the net income from securities
lending
activities
|
14,923.730000000000 |
Item C.7. Reliance on certain rules.
Did the Fund rely on any of the following rules
under
the Act during the reporting period? (check all that apply)
|
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1)
c. Rule 15a-4 (17 CFR 270.15a-4)
d. Rule 17a-6 (17 CFR 270.17a-6)
e. Rule 17a-7 (17 CFR 270.17a-7)
f. Rule 17a-8 (17 CFR 270.17a-8)
g. Rule 17e-1 (17 CFR 270.17e-1)
h. Rule 22d-1 (17 CFR 270.22d-1)
i. Rule 23c-1 (17 CFR 270.23c-1)
X
j. Rule 32a-4 (17 CFR 270.32a-4)
N/A
|
Item C.8. Expense limitations.
Instruction.
Provide information concerning any direct or indirect limitations,
waivers or reductions, on the level of expenses incurred by the
fund during the reporting period. A limitation, for example, may
be
applied indirectly (such as when an adviser agrees to accept a
reduced fee pursuant to a voluntary fee waiver) or it may apply
only for a temporary period such as for a new fund in its start-up
phase.
|
a. Did the Fund have an expense limitation
arrangement
in
place during the reporting period?
|
Yes
X
No
|
b. Were any expenses of the Fund reduced or
waived
pursuant
to an expense limitation arrangement during the
reporting
period?
|
Yes
X
No
|
c. Are the fees waived subject to recoupment?
|
Yes
X
No
|
d. Were any expenses previously waived recouped
during
the
period?
|
Yes
X
No
|
Item C.9. Investment advisers.
a. Provide the following information about each investment
adviser (other than a sub-adviser) of the Fund:
|
|
Investment Advisers Record:
1 |
i. Full name |
Innovator Capital Management, LLC |
ii. SEC file number (
e.g., 801-
)
|
801-110111 |
iii.CRD number
|
000287718 |
iv. LEI, if any |
549300JYHCRMRUAPI398 |
v. State, if applicable |
ILLINOIS
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Was the investment adviser hired during
the
reporting
period?
|
Yes
X
No
|
|
b. If an investment adviser (other than a sub- adviser) to the
Fund was terminated during the reporting period, provide the
following with respect to each investment adviser:
|
i. Full name |
|
ii. SEC file number (
e.g., 801-
)
|
|
iii. CRD number
|
|
iv. LEI, if any |
|
v. State, if applicable |
|
vi. Foreign country, if applicable |
|
vii. Termination date |
|
c. For each sub-adviser to the Fund, provide the information
requested:
|
|
Sub Advisors Record:
1 |
i. Full name |
Penserra Capital Management LLC |
ii. SEC file number (
e.g., 801-
), if applicable
|
801-80466 |
iii. CRD number
|
000159042 |
iv. LEI, if any |
549300I8X5UWMSXOJ371 |
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Is the sub-adviser an affiliated person
of the
Fund's
investment
adviser(s)?
|
Yes
X
No
|
viii. Was the sub-adviser hired during the
reporting
period?
|
Yes
X
No
|
|
d. If a sub-adviser was terminated during the reporting period,
provide the following with respect to such sub-adviser:
|
i. Full name |
|
ii. SEC file number (
e.g., 801-
)
|
|
iii. CRD number
|
|
iv. LEI, if any |
|
v. State, if applicable |
|
vi. Foreign country, if applicable |
|
vii. Termination date |
|
Item C.10. Transfer agents.
a. Provide the following information about each person providing
transfer agency services to the Fund:
|
|
Transfer Agents Record:
1 |
i. Full name |
U.S. Bancorp Fund Services, LLC |
ii.SEC file number (
e.g., 84- or 85-
)
|
85-11357 |
iii. LEI, if any |
N1GZ7BBF3NP8GI976H15 |
iv. State, if applicable |
WISCONSIN
|
v. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vi. Is the transfer agent an affiliated
person of the
Fund
or its
investment adviser(s)?
|
Yes
X
No
|
vii. Is the transfer agent a sub-transfer
agent?
|
Yes
X
No
|
b. Has a transfer agent been hired or
terminated during
the
reporting period?
| X
Yes
No
|
Item C.11. Pricing services.
a. Provide the following information about each person that provided
pricing services to the Fund during the reporting period:
|
Pricing Services Record:
1 |
i. Full name |
Intercontinental Exchange Inc. |
ii. LEI, if any, or provide and describe other
identifying number
|
5493000F4ZO33MV32P92 |
Description of other identifying number |
|
iii. State, if applicable |
DELAWARE
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
X
No
|
b. Was a pricing service hired or terminated during the
reporting
period?
|
Yes
X
No
|
Item C.12. Custodians.
a. Provide the following information about each person that
provided custodial services to the Fund during the reporting
period:
|
|
Custodians Record:
1 |
i. Full name |
U.S. Bank National Association |
ii. LEI, if any |
6BYL5QZYBDK8S7L73M02 |
iii. State, if applicable |
WISCONSIN
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the custodian an affiliated person of
the Fund
or its
investment adviser(s)?
|
Yes
X
No
|
vi. Is the custodian a sub-custodian?
|
Yes
X
No
|
vii. With respect to the custodian, check
below to
indicate
the type
of custody:
| X
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR
270.17f-1)
3.Self - rule 17f-2 (17 CFR 270.17f-2)
4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
6.Futures commission merchants and commodity clearing
organizations - rule 17f-6 (17 CFR 270.17f-6)
7.Foreign securities depository - rule 17f-7 (17 CFR
270.17f-7)
8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
9.Other
|
b. Has a custodian been hired or terminated during the
reporting
period?*
| X
Yes
No
|
Item C.13. Shareholder servicing agents.
a. Provide the following information about each shareholder
servicing agent of the Fund:
|
i. Full name |
|
ii. LEI, if any, or provide and describe
other
identifying number
|
|
Description of other identifying number |
|
iii. State, if applicable |
|
iv. Foreign country, if applicable |
|
v. Is the shareholder servicing agent an
affiliated
person
of the
Fund or its investment adviser(s)?
|
Yes
No
|
vi. Is the shareholder servicing agent a
sub-shareholder servicing agent?
|
Yes
No
|
b. Has a shareholder servicing agent been hired
or
terminated
during the reporting period?
|
Yes
X
No
|
Item C.14. Administrators.
a. Provide the following information about each administrator of
the Fund:
|
|
Administrators Record:
1 |
i. Full name |
U.S. Bancorp Fund Services, LLC |
ii. LEI, if any, or other identifying number |
N1GZ7BBF3NP8GI976H15 |
Description of other identifying number |
|
iii. State, if applicable |
WISCONSIN
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the administrator an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
X
No
|
vi. Is the administrator a sub-administrator?
|
Yes
X
No
|
b.Has a third-party administrator been hired or
terminated
during the reporting period?
| X
Yes
No
|
Item C.15. Affiliated broker-dealers.
Provide the following information about each affiliated
broker-dealer:
|
a. Full name |
|
b. SEC file number |
|
c. CRD number
|
|
d. LEI, if any |
|
e. State, if applicable |
|
f. Foreign country, if applicable |
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
|
|
Item C.16. Brokers.
Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal
transactions, and to promote consistent reporting of the information
required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the
confirmation specifies the amount of the commission to be paid by the
Registrant, the transaction should be considered an agency transaction
and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the
confirmation specifies only the net amount to be paid or received by
the Registrant and such net amount is equal to the market value of the
security at the time of the transaction, the transaction should be
considered a principal transaction and included in determining the
amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten
offering, the acquisition should be considered a principal transaction
and included in answering Item C.17 even though the Registrant has
knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale
should be considered a principal transaction and included in answering
Item C.17 even though the Registrant has knowledge of the amount the
offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank
CD), the purchase should be considered a principal transaction and
included in answering Item C.17.
6. The value of called or maturing securities should not be counted in
either agency or principal transactions and should not be included in
determining the amounts shown in Item C.16 and Item C.17. This means
that the acquisition of a security may be included, but it is possible
that its disposition may not be included. Disposition of a repurchase
agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in
paragraphs (1) through (6) above should be evaluated by the Fund based
upon the guidelines established in those paragraphs and classified
accordingly. The agents considered in Item C.16 may be persons or
companies not registered under the Exchange Act as securities brokers.
The persons or companies from whom the investment company purchased or
to whom it sold portfolio instruments on a principal basis may be
persons or entities not registered under the Exchange Act as securities
dealers.
|
a. For each of the ten brokers that received the largest dollar
amount of brokerage commissions (excluding dealer concessions in
underwritings) by virtue of direct or indirect participation in the
Fund’s portfolio transactions, provide the information below:
|
|
Brokers Record:
1 |
i. Full name of broker |
Jane Street Executive Services, LLC |
ii. SEC file number |
8-69254 |
iii. CRD number
|
000167280 |
iv. LEI, if any |
549300HXJLXCPDWAH070 |
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period
|
12,435.820000000000 |
Brokers Record:
2 |
i. Full name of broker |
KCG Securities, LLC |
ii. SEC file number |
8-68357 |
iii. CRD number
|
000151300 |
iv. LEI, if any |
N/A |
v. State, if applicable |
UTAH
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period
|
75.590000000000 |
Brokers Record:
3 |
i. Full name of broker |
Goldman Sachs & Co. LLC |
ii. SEC file number |
8-129 |
iii. CRD number
|
000000361 |
iv. LEI, if any |
FOR8UP27PHTHYVLBNG30 |
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period
|
15.170000000000 |
Brokers Record:
4 |
i. Full name of broker |
Virtu Americas LLC |
ii. SEC file number |
8-68193 |
iii. CRD number
|
000149823 |
iv. LEI, if any |
549300RA02N3BNSWBV74 |
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Gross commissions paid by the Fund for
the
reporting period
|
5,710.860000000000 |
b. Aggregate brokerage commissions paid by Fund
during
the reporting period:
|
18,237.440000000000 |
Item C.17. Principal transactions.
a. For each of the ten entities acting as principals with which the
Fund did the largest dollar amount of principal transactions
(include
all short-term obligations, and U.S. government and tax-free
securities) in both the secondary market and in underwritten
offerings,
provide the information below:
|
|
Principal Transactions Record:
1 |
i. Full name of dealer |
MERRILL LYNCH PROFESSIONAL CLEARING CORP. |
ii. SEC file number |
8-33359 |
iii. CRD number
|
000016139 |
iv. LEI, if any |
549300PMHS66E71I2D34 |
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
|
44,710,946.930000000000 |
Principal Transactions Record:
2 |
i. Full name of dealer |
CANTOR FITZGERALD & CO. |
ii. SEC file number |
8-201 |
iii. CRD number
|
000000134 |
iv. LEI, if any |
5493004J7H4GCPG6OB62 |
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
|
7,521,620.650000000000 |
Principal Transactions Record:
3 |
i. Full name of dealer |
KCG SECURITIES, LLC |
ii. SEC file number |
8-68357 |
iii. CRD number
|
000151300 |
iv. LEI, if any |
N/A |
v. State, if applicable |
UTAH
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
|
1,533,603.520000000000 |
b. Aggregate value of principal purchase/sale
transactions of Fund during the reporting period:
|
53,766,171.100000000000 |
Item C.18. Payments for brokerage and research.
During the reporting period, did the Fund pay
commissions to
broker-dealers for "brokerage and research services"
within the
meaning of section 28(e) of the Exchange Act (15 U.S.C.
78bb)?
|
Yes
X
No
|
Item C.19. Average net assets.
a. Provide the Fund's (other than a money
market fund's)
monthly average net assets during the reporting
period
|
127,328,224.000000000000 |
b. Provide the money market fund's daily
average net
assets during the reporting period
|
|
Item C.20. Lines of credit, interfund lending and interfund
borrowing.
For open-end management investment companies, respond to the
following:
a. Does the Fund have available a line of credit? |
Yes
X
No
|
b. Did the Fund engage in interfund lending?
|
Yes
X
No
|
|
c.Did the Fund engage in interfund borrowing?
|
Yes
X
No
|
|
Item C.21. Swing pricing.
For open-end management investment companies, respond to the
following:
|
a. Did the Fund (if not a Money Market Fund,
Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in
swing pricing?
|
Yes
X
No
|
|
N-CEN:Part E: Additional Questions for Exchange-Traded Funds and Exchange-Traded Managed Funds
Fund Name |
Innovator Lunt Low Vol/High Beta Tactical ETF |
Item E.1. Exchange.
Security Exchanges Record:
1 |
a. Exchange where listed. Provide the name of the
national securities exchange on which the Fund’s shares are
listed:
|
BATS Z-EXCHANGE
|
b. Ticker. Provide the Fund's ticker symbol:
|
LVHB |
Item E.2. Authorized participants.
Instructions: The term "authorized participant" means
a
broker-dealer that is
also a member of a clearing agency registered
with the Commission,
and which has a written agreement with the
Exchange-Traded Fund or
Exchange-Traded Managed Fund or one of its
designated service
providers that allows it place orders to purchase
or redeem
creation units of the Exchange-Traded Fund or
Exchange-Traded
Managed Fund.
|
For each authorized participant of the Fund, provide
the
following information:
|
Authorized Participants Record:
1 |
a. Full Name |
MERRILL LYNCH PROFESSIONAL CLEARING CORP. |
b. SEC file number |
8-33359 |
c. CRD number |
000016139 |
d. LEI, if any |
549300PMHS66E71I2D34 |
e. The dollar value of the Fund shares the
authorized
participant purchased from the Fund during the reporting
period:
|
26,920,215.470000000000 |
f. The dollar value of the Fund shares the
authorized
participant redeemed during
the reporting period:
|
85,175,949.330000000000 |
Authorized Participants Record:
2 |
a. Full Name |
Citadel Securities, LLC. |
b. SEC file number |
8-53574 |
c. CRD number |
000116797 |
d. LEI, if any |
12UUJYTN7D3SW8KCSG25 |
e. The dollar value of the Fund shares the
authorized
participant purchased from the Fund during the reporting
period:
|
5,300,595.000000000000 |
f. The dollar value of the Fund shares the
authorized
participant redeemed during
the reporting period:
|
0.000000000000 |
Authorized Participants Record:
3 |
a. Full Name |
Virtu Americas LLC |
b. SEC file number |
8-68193 |
c. CRD number |
000149823 |
d. LEI, if any |
549300RA02N3BNSWBV74 |
e. The dollar value of the Fund shares the
authorized
participant purchased from the Fund during the reporting
period:
|
1,544,920.400000000000 |
f. The dollar value of the Fund shares the
authorized
participant redeemed during
the reporting period:
|
0.000000000000 |
Authorized Participants Record:
4 |
a. Full Name |
Cantor Fitzgerald & Co. |
b. SEC file number |
8-201 |
c. CRD number |
000000134 |
d. LEI, if any |
5493004J7H4GCPG6OB62 |
e. The dollar value of the Fund shares the
authorized
participant purchased from the Fund during the reporting
period:
|
7,571,007.170000000000 |
f. The dollar value of the Fund shares the
authorized
participant redeemed during
the reporting period:
|
0.000000000000 |
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the
purchase or
redemption of Fund shares during
the
reporting period?
| X
Yes
No
|
Item E.3. Creation units.
Instructions.
The term “creation unit” means a specified number of
Exchange-Traded Fund or Exchange-Traded Managed Fund shares that
the fund will issue to (or redeem from) an authorized participant
in exchange for the deposit (or delivery) of specified securities,
positions, cash, and other assets or positions.
|
a. Number of Fund shares required to form a
creation
unit as of the last business day of the reporting period:
|
50,000.000000000000 |
b. Based on the dollar value paid for each creation unit
purchased by authorized participants during the reporting period,
provide:
|
i. The average percentage of that value
composed of cash:
|
0.430000000000
%
|
ii. The standard deviation of the percentage of
that
value composed of cash:
|
0.310000000000
%
|
iii. The average percentage of that value
composed of
non-cash assets and other positions exchanged on an
"in-kind" basis:
|
99.570000000000
%
|
iv. The standard deviation of the percentage of
that
value composed
of non-cash assets and other positions exchanged on
an "in-kind"
basis:
|
0.310000000000
%
|
c. Based on the dollar value paid for creation units redeemed by
authorized participants during the reporting period, provide:
|
i. The average percentage of that value
composed of
cash:
|
1.350000000000
%
|
ii. The standard deviation of the percentage of
that
value composed of cash:
|
0.630000000000
%
|
iii. The average percentage of that value
composed of
non-cash assets and other positions exchanged on an
"in-kind" basis:
|
98.650000000000
%
|
iv. The standard deviation of the percentage of
that
value composed
of non-cash assets and other positions exchanged on
an "in-kind"
basis:
|
0.630000000000
%
|
d. For creation units purchased by authorized
participants during
the reporting period, provide:
|
i. The average transaction fee charged to an
authorized
participant for transacting in the creation units,
expressed as:
|
1. Dollars per creation unit, if charged on
that basis:
|
0.000000000000 |
2. Dollars for one or more creation units
purchased on
the same day, if charged on that basis:
|
500.000000000000 |
3. A percentage of the value of each creation
unit, if
charged on that basis:
|
0.000000000000
%
|
ii. The average transaction fee charged to an authorized
participant for transacting in those creation units the
consideration for which was fully or partially composed of cash,
expressed as:
|
1. Dollars per creation unit, if charged on
that basis:
|
0.000000000000 |
2. Dollars for one or more creation units
purchased on
the same day, if charged on that basis:
|
500.000000000000 |
3. A percentage of the value of each creation
unit, if
charged on that basis:
|
0.000000000000
%
|
e. For creation units redeemed by authorized
participants during
the reporting period, provide:
|
i. The average transaction fee charged to an
authorized
participant for transacting in the creation units,
expressed as:
|
1. Dollars per creation unit, if charged on
that basis:
|
0.000000000000 |
2. Dollars for one or more creation units
purchased on
the same day, if charged on that basis:
|
500.000000000000 |
3. A percentage of the value of each creation
unit, if
charged on that basis:
|
0.000000000000
%
|
ii. The average transaction fee charged to an authorized
participant for transacting in those creation units the
consideration for which was fully or partially composed of cash,
expressed as:
|
1. Dollars per creation unit, if charged on
that basis:
|
0.000000000000 |
2. Dollars for one or more creation units
purchased on
the same day, if charged on that basis:
|
500.000000000000 |
3. A percentage of the value of each creation
unit, if
charged on that basis:
|
0.000000000000
%
|
Item E.5. In-Kind ETF.
Is the Fund an "In-Kind Exchange-Traded Fund"
as defined
in rule 22e-4 under the Act (17 CFR 270.22e-4)?
|
Yes
No
|
N-CEN:Part G: Attachments
Item G.1a. Attachments.
Attachments applicable to all Registrants. All
Registrants shall file the following attachments, as applicable,
with the current report. Indicate the attachments filed with the
current report by checking the applicable items below:
|
i. Legal proceedings
ii. Provision of financial support
X
iii. Independent public accountant's report on internal
control (management investment companies other than small business
investment companies only)
iv. Change in accounting principles and practices
v. Information required to be filed pursuant to
exemptive orders
vi. Other information required to be included
as an attachment pursuant to Commission rules and regulations
|
Instructions.
1. Item G.1.a.i. Legal proceedings.
(a) If the Registrant responded "YES" to Item B.11.a., provide a
brief description of the proceedings. As part of the description,
provide the case or docket number (if any), and the full names of
the principal parties to the proceeding.
(b) If the Registrant responded "YES" to Item B.11.b., identify the
proceeding and give its date of termination.
2. Item G.1.a.ii. Provision of financial support. If the Registrant
responded "YES" to Item B.14., provide the following information
(unless the Registrant is a Money Market Fund):
(a) Description of nature of support.
(b) Person providing support.
(c) Brief description of relationship between the person providing
support and the Registrant.
(d) Date support provided.
(e) Amount of support.
(f) Security supported (if applicable). Disclose the full name of
the issuer, the title of the issue (including coupon or yield, if
applicable) and at least two identifiers, if available (e.g., CIK,
CUSIP, ISIN, LEI).
(g) Value of security supported on date support was initiated (if
applicable).
(h) Brief description of reason for support.
(i) Term of support.
(j) Brief description of any contractual restrictions relating to
support.
3. Item G.1.a.iii. Independent public accountant's report on
internal control (management investment companies other than small
business investment companies only). Each management investment
company shall furnish a report of its independent public accountant
on the company's system of internal accounting controls. The
accountant's report shall be based on the review, study and
evaluation of the accounting system, internal accounting controls,
and procedures for safeguarding securities made during the audit of
the financial statements for the reporting period. The report
should disclose any material weaknesses in: (a) the accounting
system; (b) system of internal accounting control; or (c)
procedures for safeguarding securities which exist as of the end of
the Registrant's fiscal year.
The accountant's report shall be furnished as an exhibit to the
form and shall: (1) be addressed to the Registrant's shareholders
and board of directors; (2) be dated; (3) be signed manually; and
(4) indicate the city and state where issued.
Attachments that include a report that discloses a material
weakness should include an indication by the Registrant of any
corrective action taken or proposed.
The fact that an accountant's report is attached to this form shall
not be regarded as acknowledging any review of this form by the
independent public accountant.
4. Item G.1.a.iv. Change in accounting principles and practices. If
the Registrant responded "YES" to Item B.21, provide an attachment
that describes the change in accounting principles or practices, or
the change in the method of applying any such accounting principles
or practices. State the date of the change and the reasons
therefor. A letter from the Registrant's independent accountants,
approving or otherwise commenting on the change, shall accompany
the description.
5. Item G.1.a.v. Information required to be filed pursuant to
exemptive orders. File as an attachment any information required to
be reported on Form N-CEN or any predecessor form to Form N-CEN
(e.g., Form N-SAR) pursuant to exemptive orders issued by the
Commission and relied on by the Registrant.
6. Item G.1.a.vi. Other information required to be included as an
attachment pursuant to Commission rules and regulations. File as an
attachment any other information required to be included as an
attachment pursuant to Commission rules and regulations.
|
N-CEN: Signature
Pursuant to the requirements of the Investment Company Act of 1940, the
Registrant has duly caused this report to be signed on its behalf
by the undersigned hereunto duly authorized.
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Registrant |
Innovator ETFs Trust II |
Date |
2019-12-13 |
Signature |
John Southard |
Title |
Innovator S&P Investment... (AMEX:EPRF) 過去 株価チャート から 8 2024 まで 9 2024
Innovator S&P Investment... (AMEX:EPRF) 過去 株価チャート から 9 2023 まで 9 2024
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