Alpha Architect Tail Risk ETF (CAOS)

CAOS Holdings List

As of May 31, 2024

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No.	Symbol	Name	% Weight	Shares
1	BOXX	Alpha Architect 1-3 Month Box ETF	64.75%	1,130,000
2	SPX 240621P08200000	SPX US 06/21/24 P8200	31.39%	200
3	SPX 240621C04000000	SPX US 06/21/24 C4000	29.20%	438
4	SPX 240920P09000000	CBOE S&P PUT OPT 09/24 9000	1.35%	7
5	SPXW 240607P05250000	SPXW US 06/07/24 P5250	0.79%	352
6	2SPY 240621C00001010	SPY 06/21/2024 1.01 C	0.33%	12
7	2SPY 240621P01001010	SPY 06/21/2024 1001.01 P	0.31%	12
8	SPX 240621P05000000	SPX US 06/21/24 P5000	0.25%	438
9	2SPY 240920C00001010	SPY 09/20/2024 1.01 C	0.22%	8
10	2SPY 240920P01001010	SPY 09/20/2024 1001.01 P	0.20%	8
11	FGXXX	First American Government Obligations Fund 12/01/2031	0.18%	330,197
12	SPX 240920P02500000	SPX US 09/20/24 P2500	0.14%	2,207
13	SPX 240816P02500000	SPX US 08/16/24 P2500	0.07%	2,187
14	SPX 240719P02500000	SPX US 07/19/24 P2500	0.03%	2,124
15	SPX 240621P02200000	SPX US 06/21/24 P2200	0.01%	2,520
16	2SPY 240621C01001010	SPY 06/21/2024 1001.01 C	0.00%	-12
17	2SPY 240621P00001010	SPY 06/21/2024 1.01 P	0.00%	-12
18	2SPY 240920C01001010	SPY 09/20/2024 1001.01 C	0.00%	-8
19	2SPY 240920P00001010	SPY 09/20/2024 1.01 P	0.00%	-8
20	Cash&Other	Cash & Other	0.00%	-4,380
21	SPX 240621P04000000	SPX US 06/21/24 P4000	-0.02%	-438
22	SPX 240920P08000000	CBOE S&P PUT OPT 09/24 8000	-0.99%	-7
23	SPXW 240607P05300000	SPXW US 06/07/24 P5300	-1.37%	-352
24	SPX 240621C05000000	SPX US 06/21/24 C5000	-6.07%	-438
25	SPX 240621P07200000	SPX US 06/21/24 P7200	-20.76%	-200

As of May 31, 2024