Alpha Architect Tail Risk ETF CAOS
Source: Yahoo Finance (opens in a new tab) Observed · 1 day ago Quotes may be delayed
- Expense ratio
- 0.63%
- Net assets
- $705.1M
- Holdings
- 13
- 12-month distribution yield
- Unavailable
- Asset class
- Derivatives-based
Alpha Architect Tail Risk ETF (CAOS) is an exchange-traded fund listed on Cboe BZX in the United States, issued by Alpha Architect. Its category is Derivatives-based. Its last price was US$91.31 on 20 Oct 2026. Its expense ratio is 0.63% a year, from its prospectus dated 1 Feb 2026. It reported net assets of US$705.09 million as of 30 Jun 2026. Its latest holdings report lists 13 holdings as of 30 Jun 2026. No distributions are recorded for it over the last 12 months.
Fees
- Total annual operating expenses (gross)
- 0.63%
- Net, after fee waivers or reimbursements
- No waiver stated
- Management fee
- 0.63%
- Prospectus date
- 1 Feb 2026
- Filed with the SEC
- 28 Jan 2026
Size and reporting
- Net assets
- $705,090,438
- Total assets
- $795,880,507
- Holdings as of
- 30 Jun 2026
- Report made public
- 26 Aug 2026 (57 days after the month end)
Top holdings
Largest 13 of 13 positions, as of 30 Jun 2026. Weight is the percent of net assets the fund reported.
| # | Holding | Identifier | Weight | Value (USD) | Type | Country | Currency |
|---|---|---|---|---|---|---|---|
| 1 | SPY 09/18/2026 10010.01 P | No identifier reported | 89.55% | $631.4M | Equity derivatives | United States | USD |
| 2 | SPX US 09/18/26 P13000 | No identifier reported | 15.54% | $109.6M | Equity derivatives | United States | USD |
| 3 | SPX US 09/18/26 P12000 | No identifier reported | -12.69% | -$89.5M | Equity derivatives | United States | USD |
| 4 | SPY 09/18/2026 10.01 C | No identifier reported | 7.18% | $50.6M | Equity derivatives | United States | USD |
| 5 | First American Government Obligations Fund | 31846V336 | 0.25% | $1.8M | Short-term investment vehicles (cash funds) | United States | USD |
| 6 | SPX US 11/20/26 P2800 | No identifier reported | 0.19% | $1.3M | Equity derivatives | United States | USD |
| 7 | SPX US 10/16/26 P2600 | No identifier reported | 0.12% | $856K | Equity derivatives | United States | USD |
| 8 | SPX US 09/18/26 P2500 | No identifier reported | 0.06% | $398K | Equity derivatives | United States | USD |
| 9 | SPX US 08/21/26 P2500 | No identifier reported | 0.02% | $120K | Equity derivatives | United States | USD |
| 10 | SPX US 07/17/26 P2500 | No identifier reported | 0.01% | $50K | Equity derivatives | United States | USD |
| 11 | SPX US 11/20/26 P2800 | No identifier reported | 0.00% | -$5K | Equity derivatives | United States | USD |
| 12 | SPY 09/18/2026 10010.01 C | No identifier reported | 0.00% | -$7K | Equity derivatives | United States | USD |
| 13 | SPY 09/18/2026 10.01 P | No identifier reported | 0.00% | -$7K | Equity derivatives | United States | USD |
Breakdowns
Sums of reported weights over every position in the report. Totals can differ from 100% because of derivatives, borrowing and cash.
Asset type
| Type | Weight | Bar |
|---|---|---|
| Equity derivatives | 99.98% | |
| Short-term investment vehicles (cash funds) | 0.25% |
Country
| Country | Weight | Bar |
|---|---|---|
| United States | 100.23% |
Currency exposure
| Currency | Weight | Bar |
|---|---|---|
| US dollar (USD) | 100.23% |
Sector
No sector data
Source: SEC Form N-PORT (opens in a new tab) Holdings as of
Distributions
No distributions in the last five years
Filings and sources
- Form N-PORT report for June 2026 (opens in a new tab)
- Prospectus filing with the fee table (opens in a new tab)
- All SEC filings for this fund series (S000077908) (opens in a new tab)
- Nasdaq Trader symbol directory (opens in a new tab)
- Yahoo Finance quote and distributions (opens in a new tab)
- How the ETF figures are collected
Compare with
Largest funds in the same category:
- CAOS and TQQQ ProShares UltraPro QQQ
- CAOS and SOXL Direxion Daily Semiconductor Bull 3X ETF
- CAOS and BBJP JPMorgan BetaBuilders Japan ETF
- CAOS and QLD ProShares Ultra QQQ