CAOS holdings — Alpha Architect Tail Risk ETF
Alpha Architect Tail Risk ETF (CAOS) held 13 positions with net assets of $705M as of June 30, 2026, according to its Form N-PORT report to the SEC. Its top 10 holdings make up 112.9% of the fund, led by SPY 09/18/2026 10010.01 P, SPX US 09/18/26 P13000, SPY 09/18/2026 10.01 C.
CAOS top holdings
- SPY 09/18/2026 10010.01 P — 89.55% ($631M)
- SPX US 09/18/26 P13000 — 15.54% ($110M)
- SPY 09/18/2026 10.01 C — 7.18% ($50.6M)
- FGXXX First American Government Obligations Fund — 0.25% ($1.77M)
- SPX US 11/20/26 P2800 — 0.19% ($1.33M)
- SPX US 10/16/26 P2600 — 0.12% ($856K)
- SPX US 09/18/26 P2500 — 0.06% ($398K)
- SPX US 08/21/26 P2500 — 0.02% ($120K)
- SPX US 07/17/26 P2500 — 0.01% ($49.5K)
- SPX US 11/20/26 P2800 — 0.00% (−$4.95K)
- SPY 09/18/2026 10.01 P — 0.00% (−$6.89K)
- SPY 09/18/2026 10010.01 C — 0.00% (−$6.89K)
- SPX US 09/18/26 P12000 — -12.69% (−$89.5M)
What are CAOS's top 10 holdings?
SPY 09/18/2026 10010.01 P (89.6%), SPX US 09/18/26 P13000 (15.5%), SPY 09/18/2026 10.01 C (7.2%), FGXXX (0.3%), SPX US 11/20/26 P2800 (0.2%), SPX US 10/16/26 P2600 (0.1%), SPX US 09/18/26 P2500 (0.1%), SPX US 08/21/26 P2500 (0.0%), SPX US 07/17/26 P2500 (0.0%), SPX US 11/20/26 P2800 (0.0%).
How many stocks are in CAOS?
Alpha Architect Tail Risk ETF reported 13 holdings as of June 30, 2026.