NPORT-EX 2 AA31_html.htm

 

WEBs ETF Trust

 

WEBs Defined Volatility SPY ETF

Schedule of Investments

January 31, 2025 (unaudited)

 

SECURITY DESCRIPTION  SHARES   VALUE 
EXCHANGE-TRADED FUNDS – 51.6%          
United States –  51.6%          
SPDR S&P 500 ETF Trust   2,070   $1,245,767 
TOTAL EXCHANGE-TRADED FUNDS
(Cost - $1,256,055)		        1,245,767 

 

  

PRINCIPAL
AMOUNT

     
SHORT-TERM INVESTMENTS – 52.0%          
Time Deposits –  52.0%          
ANZ, London, 3.68% 02/03/2025(1)  $1,253,890    1,253,890 
TOTAL SHORT-TERM INVESTMENTS
(Cost - $1,253,890)		        1,253,890 
           
TOTAL INVESTMENTS  – 103.6%
(Cost - $2,509,945)		        2,499,657 
OTHER ASSETS LESS LIABILITIES – (3.6)%        (87,934)
NET ASSETS – 100.0%       $2,411,723 

 

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                   
Clear Street LLC
SPDR S&P 500 ETF
Trust		  OBFR + 1.25%  Monthly  USD 2,188   01/20/2026  $(17,706)

 

(1)Position, or a portion thereof, has been segregated to collateralize derivatives outstanding.