Innovator Equity Defined Protection ETF – 1 Yr September (ZSEP US) – Portfolio Construction MethodologyThe investment strategy governing the actively managed Innovator Equity Defined Protection ETF – 1 Yr September seeks to deliver defined equity outcomes by holding a portfolio of Flexible Exchange Options (FLEX Options) on the SPDR S&P 500 ETF Trust over successive one-year outcome periods. The fund invests at least 80% in FLEX Options on the underlying ETF, using purchased and written call options plus pu ...