ZEGA Buy and Hedge ETF

Schedule of Investments

July 31, 2026 (Unaudited)

 

PURCHASED OPTIONS - 75.2%(a)(b)(c)   Notional
Amount
  Contracts   Value
Call Options - 73.7%            
State Street SPDR S&P 500 ETF Trust, Expiration: 12/31/2026; Exercise Price: $220.01(d) $ 36,753,876   492 $ 25,923,898
             
Put Options - 1.5%            
State Street SPDR S&P 500 ETF Trust, Expiration: 9/18/2026; Exercise Price: $660.00   14,193,570   190   38,380
State Street SPDR S&P 500 ETF Trust, Expiration: 12/18/2026; Exercise Price: $650.00   7,470,300   100   76,200
State Street SPDR S&P 500 ETF Trust, Expiration: 6/30/2027; Exercise Price: $750.00   7,470,300   100   416,850
            531,430
             
TOTAL PURCHASED OPTIONS (Cost $23,345,687)           26,455,328
             
SHORT-TERM INVESTMENTS - 24.8%            
Money Market Funds - 1.8%       Shares   Value
First American Government Obligations Fund - Class X, 3.58%(e)       641,666   641,666
             
U.S. Treasury Bills - 23.0%       Principal
Amount
  Value
U.S. Treasury Bill, 8/6/2026, 1.82%(f)       1,822,000   1,821,454
U.S. Treasury Bill, 9/3/2026, 3.35%(f)       2,100,000   2,093,472
U.S. Treasury Bill, 12/10/2026, 3.77%(f)       1,338,000   1,319,985
U.S. Treasury Bill, 2/18/2027, 3.83%(f)       2,927,000   2,866,237
            8,101,148
             
TOTAL SHORT-TERM INVESTMENTS (Cost $8,742,201)           8,742,814
             
TOTAL INVESTMENTS - 100.0% (Cost $32,087,888)         $ 35,198,142
Other Assets in Excess of Liabilities - 0.0%(g)           1,321
TOTAL NET ASSETS - 100.0%         $ 35,199,463

 

Percentages are stated as a percent of net assets.

 

(a) Exchange-traded.
(b) 100 shares per contract.
(c) Non-income producing security.
(d) 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.
(e) The rate shown represents the 7-day annualized effective yield as of July 31, 2026.
(f) The rate shown is the annualized effective yield as of July 31, 2026.
(g) Does not round to 0.1% or (0.1)%, as applicable.