Capitol Series Trust NPORT-P Hull Tactical Us Etf (Jul 2024 report)

Hull

Tactical

US

ETF

Schedule

of

Investments

July

31,

2024

(Unaudited)

Exchange-Traded

Funds

—

32.59%

Shares

Fair

Value

SPDR

S&P

500

ETF

Trust

(a)(b)

40,910‌

$

22,533,637‌

TOTAL  EXCHANGE-TRADED

FUNDS

  (Cost $17,182,743)

22,533,637‌

U.S.

GOVERNMENT

&

AGENCIES

(c)(d)

—

32.21%

Principal

Amount

Fair

Value

United

States

Treasury

Bill,

5.31%,

8/1/2024

$

1,000,000‌

1,000,000‌

United

States

Treasury

Bill,

5.38%,

8/6/2024

(b)

2,000,000‌

1,998,539‌

United

States

Treasury

Bill,

5.31%,

8/8/2024

1,000,000‌

998,979‌

United

States

Treasury

Bill,

5.31%,

8/15/2024

900,000‌

898,156‌

United

States

Treasury

Bill,

5.38%,

8/20/2024

2,000,000‌

1,994,425‌

United

States

Treasury

Bill,

5.39%,

8/29/2024

(b)

1,000,000‌

995,896‌

United

States

Treasury

Bill,

5.37%,

9/3/2024

(b)

2,000,000‌

1,990,334‌

United

States

Treasury

Bill,

5.32%,

9/5/2024

(b)

4,500,000‌

4,476,908‌

United

States

Treasury

Bill,

5.40%,

9/10/2024

1,000,000‌

994,139‌

United

States

Treasury

Bill,

5.31%,

9/19/2024

2,000,000‌

1,985,716‌

United

States

Treasury

Bill,

5.38%,

9/26/2024

1,000,000‌

991,825‌

United

States

Treasury

Bill,

5.38%,

10/24/2024

1,000,000‌

987,995‌

United

States

Treasury

Bill,

5.36%,

11/5/2024

2,000,000‌

1,972,663‌

United

States

Treasury

Bill,

5.30%,

11/14/2024

1,000,000‌

985,136‌

22,270,711‌

TOTAL

U.S.

GOVERNMENT

&

AGENCIES

    (Cost $22,271,100)

22,270,711‌

Description

Number

of

Contracts

Notional

Amount

Exercise

Price

Expiration

Date

Fair

Value

PUT

OPTIONS

PURCHASED

—

0.00%

S&P

500

Index

1‌

$

552,230

$

5,225.00

August

2024

740‌

S&P

500

Index

4‌

2,208,920

5,210.00

August

2024

1,000‌

S&P

500

Index

2‌

1,104,460

5,225.00

August

2024

555‌

TOTAL

PUT

OPTIONS

PURCHASED

    (Cost

4,810)

2,295‌

Description

Number

of

Contracts

Notional

Amount

Exercise

Price

Expiration

Date

Fair

Value

CALL

OPTIONS

PURCHASED

—

0.10%

S&P

500

Index

3‌

1,656,690

5,720.00

August

2024

2,295‌

S&P

500

Index

3‌

1,656,690

5,725.00

August

2024

2,115‌

S&P

500

Index

10‌

5,522,300

5,750.00

August

2024

4,600‌

Hull

Tactical

US

ETF

Schedule

of

Investments

(continued)

July

31,

2024

(Unaudited)

ETF

-

Exchange

Traded

Fund

SPDR

-

Standard

&

Poor's

Receipts

Description

Number

of

Contracts

Notional

Amount

Exercise

Price

Expiration

Date

Fair

Value

CALL

OPTIONS

PURCHASED

—

0.10%

-

continued

S&P

500

Index

10‌

$

5,522,300

$

5,800.00

August

2024

$

1,875‌

S&P

500

Index

6‌

3,313,380

5,850.00

August

2024

495‌

S&P

500

Index

20‌

11,044,600

5,800.00

September

2024

47,200‌

S&P

500

Index

4‌

2,208,920

5,825.00

September

2024

7,620‌

S&P

500

Index

7‌

3,865,610

5,525.00

July

2024

—‌

S&P

500

Index

4‌

2,208,920

5,750.00

August

2024

40‌

S&P

500

Index

4‌

2,208,920

5,800.00

August

2024

20‌

S&P

500

Index

5‌

2,761,150

5,680.00

August

2024

2,875‌

S&P

500

Index

3‌

1,656,690

5,690.00

August

2024

1,365‌

S&P

500

Index

8‌

4,417,840

5,775.00

August

2024

440‌

S&P

500

Index

3‌

1,656,690

5,850.00

August

2024

45‌

TOTAL

CALL

OPTIONS

PURCHASED

    (Cost

131,029)

70,985‌

Total

Investments

—

64.90%

    (Cost

$39,589,681)

44,877,628‌

Other

Assets

in

Excess

of

Liabilities 

—

 35.10%

24,270,770‌

Net

Assets

—

100.00%

$

69,148,398‌

(a)

Represents

an

investment

greater

than

25%

of

the

Fund's

net

assets.

Performance

of

the

Fund

may

be

adversely

impacted

by

concentrated

investments

in

securities.

As

of

July

31,

2024,

the

percentage

of

net

assets

invested

in

SPDR®

S&P

500®

ETF

was

32.59%

of

the

Fund.

The

financial

statements

and

portfolio

holdings

for

these

securities

can

be

found

at

www.sec.gov.

(b)

Securities,

or

a

portion

thereof,

have

been

pledged

as

collateral

on

open

future

contracts

and/or

written

options

contracts.

The

total

collateral

pledged

is

$29,299,871.

(c)

The

rate

shown

represents

effective

yield

at

time

of

purchase.

(d)

Non-income

producing

security.

Hull

Tactical

US

ETF

Schedule

of

Open

Written

Option

Contracts

July

31,

2024

(Unaudited)

Description

Number

of

Contracts

Notional

Amount

Exercise

Price

Expiration

Date

Fair

Value

Written

Call

Options

(0.02)%

S&P

500

Index

(8‌)

August

2024

$

(5,200‌)

S&P

500

Index

(9‌)

(552,230‌)

5,700.00‌

August

2024

(9,540‌)

Total

Written

Call

Options

(Premiums

Received

$42,269)

$

(14,740‌)

Written

Put

Options

(0.2

5

)%

S&P

500

Index

(4‌)

(11,044,600‌)

5,350.00‌

August

2024

(3,380‌)

S&P

500

Index

(1‌)

(4,417,840‌)

5,230.00‌

August

2024

(765‌)

S&P

500

Index

(19‌)

(5,522,300‌)

5,325.00‌

August

2024

(27,265‌)

S&P

500

Index

(10‌)

(2,208,920‌)

5,200.00‌

September

2024

(29,400‌)

S&P

500

Index

(20‌)

(4,970,070‌)

5,250.00‌

September

2024

(69,800‌)

S&P

500

Index

(10‌)

(5,522,300‌)

5,300.00‌

September

2024

(41,600‌)

Total

Written

Put

Options

(Premiums

Received

$205,303)

$

(172,210‌)

Total

Written

Options

(Premiums

Received

$247,572)

$

(186,950‌)

Hull

Tactical

US

ETF

Schedule

of

Futures

Contracts

July

31,

2024

(Unaudited)

LONG

FUTURES

CONTRACTS

Contracts

Expiration

Date

Notional

Value

(a)

Value

Value

and

Unrealized

Appreciation

(Depreciation)

E-mini

S&P

500

Future

89

September

2024

$

24,379,525

$

24,733,100

$

353,575‌

Total

Futures

$

353,575‌

(a)

In

accordance

with

§210.12-13A,

the

notional

amount

should

be

the

current

notional

amount

at

the

close

of

the

period.