ZEGA Buy and Hedge ETF

Schedule of Investments

January 31, 2026 (Unaudited)

 

PURCHASED OPTIONS - 73.0%(a)(b)(c)  Notional
Amount
   Contracts    Value  
Call Options - 71.5%               
SPDR S&P 500 ETF, Expiration: 12/31/2026; Exercise Price: $220.01(d)(e)  $36,120,834    522   $24,825,155 
                
Put Options - 1.5%               
SPDR S&P 500 ETF, Expiration: 4/30/2026; Exercise Price: $615.00   5,881,745    85    47,642 
SPDR S&P 500 ETF, Expiration: 6/18/2026; Exercise Price: $615.00   5,881,745    85    78,498 
SPDR S&P 500 ETF, Expiration: 6/30/2026; Exercise Price: $615.00   5,881,745    85    84,957 
SPDR S&P 500 ETF, Expiration: 9/18/2026; Exercise Price: $615.00   5,881,745    85    129,668 
SPDR S&P 500 ETF, Expiration: 12/18/2026; Exercise Price: $615.00   5,881,745    85    173,357 
Total Put Options             514,122 
                
TOTAL PURCHASED OPTIONS (Cost $24,706,393)             25,339,277 
                
SHORT-TERM INVESTMENTS - 26.9%         
Money Market Funds - 1.0%     Shares    Value  
First American Government Obligations Fund - Class X, 3.61%(f)       344,606    344,606 
                
U.S. Treasury Bills - 25.9%        Principal Amount    Value 
U.S. Treasury Bill, 2/19/2026, 3.27%(g)       $2,647,000    2,642,508 
U.S. Treasury Bill, 4/9/2026, 3.55%(g)        1,283,000    1,274,573 
U.S. Treasury Bill, 6/11/2026, 3.56%(g)        892,000    880,733 
U.S. Treasury Bill, 7/9/2026, 3.59%(g)        2,833,000    2,789,407 
U.S. Treasury Bill, 8/6/2026, 3.58%(g)        1,418,000    1,392,459 
Total U.S. Treasury Bills             8,979,680 
                
TOTAL SHORT-TERM INVESTMENTS (Cost $9,320,019)             9,324,286 
                
TOTAL INVESTMENTS - 99.9% (Cost $34,026,412)            $34,663,563 
Other Assets in Excess of Liabilities - 0.1%             22,470 
TOTAL NET ASSETS - 100.0%            $34,686,033 

 

 

Percentages are stated as a percent of net assets.

 

(a) Exchange-traded.
(b) 100 shares per contract.
(c) Non-income producing security.
(d) FLexible EXchange® Options.
(e) Fair value of this security exceeds 25% of the Fund’s net assets. Additional information for this security, including the financial statements, is available from the SEC’s EDGAR database at www.sec.gov.
(f) The rate shown represents the 7-day annualized effective yield as of January 31, 2026.
(g) The rate shown is the annualized effective yield as of January 31, 2026.