Innovator Equity Autocallable Income Strategy ETF
Schedule of Investments
July 31, 2026 (Unaudited)

U.S. TREASURY BILLS - 110.0%
Par  

Value  
3.62%, 08/27/2026 (a)(b)

    $        46,988,000

    $        46,875,246
TOTAL U.S. TREASURY BILLS (Cost $46,865,441)

             46,875,246






TOTAL INVESTMENTS - 110.0% (Cost $46,865,441)

             46,875,246
Money Market Deposit Account - 1.9% (c)

             827,254
Liabilities in Excess of Other Assets - (11.9)%
(0.11978)
            (5,102,639)
TOTAL NET ASSETS - 100.0%




    $        42,599,861


Par amount is in USD unless otherwise indicated.

Percentages are stated as a percent of net assets.



(a)

The rate shown is the annualized yield as of July 31, 2026.
(b)

All or a portion of the security has been pledged as collateral for swap contracts.
(c)

The U.S. Bank Money Market Deposit Account (the “MMDA”) is a short-term vehicle in which the Fund holds cash balances. The MMDA will bear interest at a variable rate that is determined based on market conditions and is subject to change daily. The rate as of July 31, 2026 was 3.45%.





Innovator Equity Autocallable Income Strategy ETF
Schedule of Interest Rate Swap Contracts
July 31, 2026 (Unaudited)

Reference Entity

Long/Short

Fixed Rate Received

Floating Rate Index Paid

Payment Frequency
Maturity Date

Notional Amount

Upfront Payments(Receipts)

Unrealized Appreciation (Depreciation)
Alphabet, Inc

Long

1.07%

1 mo. SOFR

Monthly

05/01/2029

$        4,687,500

$         (24,788)

$             (41,732)
Amazon.com, Inc

Long

1.06%

1 mo. SOFR

Monthly

06/01/2029

            4,687,500

            (40,987)

            10,598
Apple, Inc

Long

12.00%

1 mo. SOFR

Monthly

04/02/2029

             4,687,500

             48,769

             99,829
Berkshire Hathaway, Inc.

Long

5.95%

1 mo. SOFR

Monthly

12/01/2028

             4,687,500

             12,100

             47,492
Broadcom, Inc

Long

1.75%

1 mo. SOFR

Monthly

05/01/2029

             4,687,500

             (32,337)

             (160,562)
Meta Platforms, Inc.

Long

13.11%

1 mo. SOFR

Monthly

10/02/2028

             4,687,500

             (338,431)

             (547,760)
Microsoft Corp.

Long

8.56%

1 mo. SOFR

Monthly

12/01/2028

             4,687,500

             (558,288)

             326,204
NVIDIA Corp.

Long

1.50%

1 mo. SOFR

Monthly

06/01/2029

             4,687,500

             (3,900)

             (89,330)
Oracle Corp.

Long

20.88%

1 mo. SOFR

Monthly

11/01/2028

             4,687,500

             (2,008,319)

             (644,768)
Tesla, Inc.

Long

26.12%

1 mo. SOFR

Monthly

10/02/2028

             4,687,500

             (22,350)

             (648,187)
Total Interest Rate Swaps
    $        (2,968,531)

    $        (1,648,216)


Citibank Global Markets, Inc. is the counterparty for the swaps in the Fund.
1 mo. SOFR - Secured Overnight Financing Rate was 3.66% as of July 31, 2026.
















Summary of Fair Value Disclosure as of July 31, 2026 (Unaudited)

Innovator Equity Autocallable Income Strategy ETF has adopted fair value accounting standards which establish a definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value, a discussion of changes in valuation techniques and related inputs during the period, and expanded disclosure of valuation levels for major security types. These inputs are summarized in the three broad levels listed below. The inputs or valuation methodology used for valuing securities are not an indication of the risk associated with investing in those securities.
Level 1 - Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access.
Level 2 - Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.
Level 3 - Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund’s own assumptions about the assumptions a market participant would use in valuing the asset or liability, and based on the best information available.
The following is a summary of the fair valuation hierarchy of the Fund’s securities as of July 31, 2026:



Level 1

Level 2

Level 3

Total
Assets:







Investments:







  U.S. Treasury Bills
    $        46,875,246

    $        –

    $        –

    $        46,875,246
Total Investments
    $        46,875,246

    $        –

    $        –

    $        46,875,246

Other Financial Instruments:







  Interest Rate Swaps *
    $        –

    $        484,125

    $        –

    $        484,125
Total Other Financial Instruments
    $        –

    $        484,125

    $        –

    $        484,125








Liabilities:







Other Financial Instruments:







  Interest Rate Swaps *
    $        –

    $        (2,132,341)

    $        –

    $        (2,132,341)
Total Other Financial Instruments
    $        –

    $        (2,132,341)

    $        –

    $        (2,132,341)

* The fair value of the Fund's investment represents the unrealized appreciation (depreciation) as of July 31, 2026.




 

Refer to the Schedule of Investments for further disaggregation of investment categories.



Allocation of Portfolio Holdings as of July 31, 2026

(% of Net Assets)


U.S. Treasury Bills
    $        46,875,246

        110.0%
Money Market Deposit Account
             827,254

        1.9 
Liabilities in Excess of Other Assets
             (5,102,639)

        (11.9)

    $        42,599,861

        100.0%