Sector Weightings | ||||
Cambria Global Asset Allocation ETF | ||||
Exchange Traded Funds | 100.0 | % | ||
100.0 | % | |||
Percentages are based upon a percentage of total exchange traded funds. |
Cambria Global Asset Allocation ETF | ||||||||
Schedule of Investments | ||||||||
January 31, 2024 (Unaudited) | ||||||||
Shares | Value | |||||||
Exchange Traded Funds - 99.7% Alpha Architect 1-3 Month Box ETF(a) | 4,831 | $ | 509,767 | |||||
Alpha Architect International Quantitative Momentum ETF | 38,799 | 1,061,153 | ||||||
Alpha Architect US Quantitative Momentum ETF | 45,183 | 2,326,925 | ||||||
Cambria Emerging Shareholder Yield ETF(b) | 161,521 | 5,016,842 | ||||||
Cambria Foreign Shareholder Yield ETF(b) | 93,847 | 2,441,899 | ||||||
Cambria Global Real Estate ETF(b) | 137,632 | 3,360,973 | ||||||
Cambria Global Value ETF(b) | 144,640 | 2,971,889 | ||||||
Cambria Micro and SmallCap Shareholder Yield ETF(a)(b) | 44,000 | 1,115,255 | ||||||
Cambria Shareholder Yield ETF(b) | 49,995 | 3,364,664 | ||||||
Cambria Tactical Yield ETF(a)(b) | 44,000 | 1,106,820 | ||||||
Cambria Value and Momentum ETF(b) | 80,092 | 2,250,609 | ||||||
Graniteshares Gold Trust(a) | 86,930 | 1,748,162 | ||||||
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 230,814 | 3,120,605 | ||||||
Schwab US TIPS ETF | 26,929 | 1,410,002 | ||||||
SPDR® FTSE International Government Inflation-Protected Bond ETF | 32,048 | 1,285,125 | ||||||
VanEck Emerging Markets High Yield Bond ETF | 109,868 | 2,068,814 | ||||||
VanEck Gold Miners ETF | 15,733 | 439,580 | ||||||
VanEck International High Yield Bond ETF | 50,757 | 1,051,183 | ||||||
VanEck J. P. Morgan EM Local Currency Bond ETF | 126,730 | 3,164,448 | ||||||
Vanguard® Intermediate-Term Corporate Bond ETF | 19,452 | 1,580,280 | ||||||
Vanguard® Intermediate-Term Treasury ETF | 34,566 | 2,055,986 | ||||||
Vanguard® Long-Term Treasury ETF | 28,986 | 1,751,624 | ||||||
Vanguard® Short-Term Corporate Bond ETF | 13,781 | 1,069,681 | ||||||
Vanguard® Total Bond Market ETF | 34,992 | 2,569,463 | ||||||
Vanguard® Total International Bond ETF | 51,882 | 2,546,369 | ||||||
Total Exchange Traded Funds (Cost $52,705,344) | 51,388,118 | |||||||
Short-Term Investments - 0.3% | ||||||||
Money Market Funds - 0.3% | ||||||||
First American Treasury Obligations Fund - Class X, 5.25%(c) | 170,986 | 170,986 | ||||||
Total Short-Term Investments (Cost $170,986) | 170,986 | |||||||
Total Investments - 100.0% (Cost $52,876,330) | 51,559,104 | |||||||
Other Assets in Excess of Liabilities - 0.0%(d) | 23,510 | |||||||
Total Net Assets - 100.0% | $ | 51,582,614 | ||||||
Percentages are stated as a percent of net assets. |
ETF - Exchange Traded Funds FTSE - Financial Times Stock Exchange SPDR - Standard & Poor’s Depository Receipt TIPS - Treasury Inflated Protected Security |
(a) | Non-income producing security. |
(b) | Affiliated company as defined by the Investment Company Act of 1940. |
(c) | The rate shown represents the 7-day effective yield as of January 31, 2024. |
(d) | Represents less than 0.05% of net assets. |
Cambria Global Asset Allocation ETF |
Level 1 | Level 2 | Level 3 (a) | Total | |||||||||||||
Investments: | ||||||||||||||||
Exchange Traded Funds | $ | 51,388,118 | $ | – | $ | – | $ | 51,388,118 | ||||||||
Short-Term Investments | 170,986 | – | – | 170,986 | ||||||||||||
Total Investments | $ | 51,559,104 | $ | – | $ | – | $ | 51,559,104 |
Transactions with affiliated companies during the period ended January 31, 2024 are as follows: | ||||||||||||||||||||||||||||||||||||||||
Security Name | Market Value as of April 30, 2023 | Purchases | Purchases In-Kind | Sales | Sales In-Kind | Market Value as of January 31, 2024 | Share Balance as of January 31, 2024 | Dividends | Change in Unrealized Gain (Loss) | Realized Gain/Loss | ||||||||||||||||||||||||||||||
Cambria Emerging Shareholder Yield ETF | $ | 4,781,062 | $ | - | $ | 369,250 | $ | (7,216 | ) | $ | (504,619 | ) | $ | 5,016,842 | 161,521 | $ | 249,598 | $ | 371,494 | $ | 6,871 | |||||||||||||||||||
Cambria Foreign Shareholder Yield ETF | 2,422,663 | 23,462 | 179,774 | - | (246,328 | ) | 2,441,899 | 93,847 | 117,798 | 56,486 | 5,842 | |||||||||||||||||||||||||||||
Cambria Global Real Estate ETF | 3,079,046 | 400,349 | 265,996 | (27,067 | ) | (348,017 | ) | 3,360,973 | 137,632 | 130,910 | (2,530 | ) | (6,804 | ) | ||||||||||||||||||||||||||
Cambria Global Value ETF | 3,046,014 | 24,003 | 228,587 | - | (315,123 | ) | 2,971,889 | 144,640 | 164,385 | (24,751 | ) | 13,159 | ||||||||||||||||||||||||||||
Cambria Micro and SmallCap Shareholder Yield ETF | - | 1,108,360 | - | 1,115,255 | 44,000 | - | 6,895 | - | ||||||||||||||||||||||||||||||||
Cambria Shareholder Yield ETF | 3,896,096 | - | 324,679 | (1,027,423 | ) | (427,784 | ) | 3,364,664 | 49,995 | 27,428 | 324,459 | 274,637 | ||||||||||||||||||||||||||||
Cambria Tactical Yield ETF | - | 1,103,080 | - | 1,106,820 | 44,000 | - | 3,740 | - | ||||||||||||||||||||||||||||||||
Cambria Value and Momentum ETF | 2,051,536 | - | 172,852 | (30,343 | ) | (224,749 | ) | 2,250,609 | 80,092 | 16,277 | 195,159 | 86,154 | ||||||||||||||||||||||||||||
$ | 19,276,417 | $ | 2,659,254 | $ | 1,541,138 | $ | (1,092,049 | ) | $ | (2,066,620 | ) | $ | 21,628,951 | 755,727 | $ | 706,396 | $ | 930,952 | $ | 379,859 | ||||||||||||||||||||