CAOS — Alpha Architect Tail Risk ETF
Data updated: 2026-08-26
CAOS — Alpha Architect Tail Risk ETF. Hedged · $705.09M AUM · 0.63% expense ratio · 1.8% 1-yr return. Holdings, fees, performance and SEC filings.
CAOS Fund Overview
CAOS — Alpha Architect Tail Risk ETF is a US ETF managed by EA Series Trust, categorised as Hedged. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US ETF
- Manager: EA Series Trust
- Category: Hedged
- Assets under management: $705.09M
- 1-year return: 1.8%
- Ticker: CAOS
- SEC CIK: 0001592900
- SEC series ID: S000077908
- Share class ID: C000238588
CAOS Holdings
Top 9 holdings of Alpha Architect Tail Risk ETF by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Spy 09/18/2026 10010.01 P | 89.55% |
| Spx US 09/18/26 P13000 | 15.54% |
| Spy 09/18/2026 10.01 C | 7.18% |
| First American Government Obligations Fund | 0.25% |
| Spx US 11/20/26 P2800 | 0.19% |
| Spx US 10/16/26 P2600 | 0.12% |
| Spx US 09/18/26 P2500 | 0.06% |
| Spx US 08/21/26 P2500 | 0.02% |
| Spx US 07/17/26 P2500 | 0.01% |
CAOS Portfolio Allocation
Asset-class allocation of Alpha Architect Tail Risk ETF by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Derivatives | 100.0% |
| Cash & Equivalents | 0.3% |
CAOS Performance
Total returns for CAOS (as of 2026-09-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 0.7% |
| 1 year | 1.8% |
| 3 years (annualised) | 3.8% |
CAOS Risk Information
Risk metrics for CAOS, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 1.0%
CAOS Costs and Fees
CAOS costs about $63 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.63%
- Gross expense ratio: 0.63%
- Portfolio turnover: 90%
- Brokerage commissions: 2.47 bps of average net assets (SEC N-CEN)
CAOS Cashflows
Over the 12 months to 2026-06, Alpha Architect Tail Risk ETF had net inflows of $281.78M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-06 | $37.14M |
| 2026-05 | $19.01M |
| 2026-04 | −$15.38M |
| 2026-03 | $74.24M |
| 2026-02 | $18.07M |
| 2026-01 | $26.19M |
CAOS Debt Constituents
No individual debt constituents are reported in Alpha Architect Tail Risk ETF's latest SEC N-PORT filing.
CAOS Prospectus and SEC Filings
Official Alpha Architect Tail Risk ETF filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2026-01-28
- Prospectus (485BPOS) — filed 2025-01-28
- Prospectus supplement (497) — filed 2024-06-21
- Portfolio holdings (N-PORT) — filed 2026-08-26
- Portfolio holdings (N-PORT) — filed 2026-06-01
- Portfolio holdings (N-PORT) — filed 2026-02-27
- Annual census (N-CEN) — filed 2024-12-13
- Annual census (N-CEN) — filed 2023-12-14
Related Funds
Other Hedged funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.