CAOS — Alpha Architect Tail Risk ETF
Data updated: 2026-06-01
CAOS — Alpha Architect Tail Risk ETF data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Hedged · $667.31M AUM · 0.63% expense ratio · 3.1% 1-yr return. From SEC regulatory 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: $667.31M
- 1-year return: 3.1%
- Ticker: CAOS
- SEC CIK: 0001592900
- SEC series ID: S000077908
- Share class ID: C000238588
CAOS Holdings
Top 8 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 06/18/2026 10010.01 P | 89.77% |
| Spx US 06/18/26 P12000 | 21.45% |
| Spy 06/18/2026 10.01 C | 6.18% |
| Spx US 06/18/26 P2500 | 0.26% |
| Spxw US 04/02/26 P6400 | 0.08% |
| First American Government Obligations Fund | 0.05% |
| Spx US 05/15/26 P2500 | 0.04% |
| Spx US 04/17/26 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 | 100.1% |
| Cash & Equivalents | 0.1% |
CAOS Performance
Total returns for CAOS (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 1.1% |
| 1 year | 3.1% |
| 3 years (annualised) | 5.4% |
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 2026-03, Alpha Architect Tail Risk ETF had net inflows of $310.25M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-03 | $74.24M |
| 2026-02 | $18.07M |
| 2026-01 | $26.19M |
| 2025-12 | $11.68M |
| 2025-11 | −$20.66M |
| 2025-10 | $26.95M |
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.
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.