WEBs ETF Trust

 

WEBs Consumer Staples XLP Defined Volatility ETF

Schedule of Investments
July 31, 2026 (unaudited)

 

 

SECURITY DESCRIPTION  SHARES   VALUE 
EXCHANGE-TRADED FUNDS – 50.6%        
United States – 50.6%        
State Street Consumer Staples Select Sector SPDR ETF(1)   1,539   $130,892 
TOTAL EXCHANGE-TRADED FUNDS
(Cost - $131,107)
        130,892 

 

   PRINCIPAL     
   AMOUNT     
SHORT-TERM INVESTMENTS – 45.6%        
Time Deposits – 45.6%        
Citibank, New York, 2.98% 08/03/2026(2) $ 100,658   100,658 
JPMorgan Chase, New York, 2.98% 08/03/2026  17,110    17,110 
TOTAL TIME DEPOSITS
(Cost - $117,768)
        117,768 
TOTAL SHORT-TERM INVESTMENTS
(Cost - $117,768)
        117,768 
           
TOTAL INVESTMENTS – 96.2%
(Cost - $248,875)
        248,660 
OTHER ASSETS LESS LIABILITIES – 3.8%        9,712 
NET ASSETS – 100.0%       $258,372 

 

TOTAL RETURN SWAPS

 

Counterparty &
Reference
Instrument
  Rate
Paid/
Received
  Payment
Frequency
  Current
Notional
(000)
   Maturity
Date
  Value and
Unrealized Appreciation/
(Depreciation)
 
Receive Total Return on Reference Instrument                 
Cantor Fitzgerald
State Street Consumer
Staples Select Sector
SPDR ETF
  OBFR + 1.20%  Varies(3)  USD113   08/24/2026  $9,903 

 

(1)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.
(2)Position, or a portion thereof, has been segregated to collateralize derivatives outstanding.
(3)Payment frequency is monthly for financing fee, at maturity for total return, including dividends.

 

Abbreviations used in this schedule:

 

OBFR – Overnight Bank Funding Rate