0001145549-24-021085.txt : 20240401 0001145549-24-021085.hdr.sgml : 20240401 20240401161229 ACCESSION NUMBER: 0001145549-24-021085 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240131 FILED AS OF DATE: 20240401 DATE AS OF CHANGE: 20240401 PERIOD START: 20240430 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Cambria ETF Trust CENTRAL INDEX KEY: 0001529390 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-22704 FILM NUMBER: 24809358 BUSINESS ADDRESS: STREET 1: 3300 HIGHLAND AVE CITY: MANHATTAN BEACH STATE: CA ZIP: 90266 BUSINESS PHONE: 310-606-5555 MAIL ADDRESS: STREET 1: 3300 HIGHLAND AVE CITY: MANHATTAN BEACH STATE: CA ZIP: 90266 0001529390 S000047294 Cambria Global Asset Allocation ETF C000148305 Cambria Global Asset Allocation ETF GAA NPORT-P 1 primary_doc.xml NPORT-P false 0001529390 XXXXXXXX S000047294 C000148305 Cambria ETF Trust 811-22704 0001529390 254900RHN8DQYNXKZQ96 3300 HIGHLAND AVENUE MANHATTAN BEACH 90266 310-606-5555 Cambria Global Asset Allocation ETF S000047294 54930024LUTEEVNBZ393 2024-04-30 2024-01-31 N 51582614.120000000000 0.000000000000 51582614.120000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 N Alpha Architect US Quantitativ 54930020CGHGZSSOJQ22 Alpha Architect US Quantitative Momentum ETF 02072L409 45183.000000000000 NS USD 2326924.500000000000 4.5110635428 Long EC RF US N 1 N N N Cambria Emerging Shareholder Y 549300H3KS10HVG64A63 Cambria Emerging Shareholder Yield ETF 132061706 161521.000000000000 NS USD 5016842.260000000000 9.7258395015 Long EC RF US N 1 N N N Cambria Value and Momentum ETF 5493004RWF1V4E1W9E15 Cambria Value and Momentum ETF 132061888 80092.000000000000 NS USD 2250609.230000000000 4.3631158839 Long EC RF US N 1 N N N First American Treasury Obliga 549300UU586IAH2B8H03 First American Treasury Obligations Fund 31846V328 170986.440000000000 NS USD 170986.440000000000 0.3314807575 Long STIV RF US N 1 N N N Vanguard Total International B N/A Vanguard Total International Bond ETF 92203J407 51882.000000000000 NS USD 2546368.560000000000 4.9364860689 Long EC RF US N 1 N N N Alpha Architect 1-3 Month Box 549300AINK03GE0FNT25 Alpha Architect 1-3 Month Box ETF 02072L565 4831.000000000000 NS USD 509767.120000000000 0.9882537531 Long EC RF US N 1 N N N Cambria Foreign Shareholder Yi 549300QQK0CKHW2AMB30 Cambria Foreign Shareholder Yield ETF 132061300 93847.000000000000 NS USD 2441898.940000000000 4.7339573259 Long EC RF US N 1 N N N VanEck International High Yiel 54930026GNBH8MZ88E94 VanEck International High Yield Bond ETF 92189F445 50757.000000000000 NS USD 1051182.550000000000 2.0378621129 Long EC RF US N 1 N N N Cambria Micro and SmallCap Sha 254900BVR74GT40DHD80 Cambria Micro and SmallCap Shareholder Yield ETF 132061797 44000.000000000000 NS USD 1115254.800000000000 2.1620749918 Long EC RF US N 1 N N N VanEck J. P. Morgan EM Local C 549300CNWPR88MZBEA63 VanEck J. P. Morgan EM Local Currency Bond ETF 92189H300 126730.000000000000 NS USD 3164448.100000000000 6.1347183620 Long EC RF US N 1 N N N Vanguard Total Bond Market ETF N/A Vanguard Total Bond Market ETF 921937835 34992.000000000000 NS USD 2569462.560000000000 4.9812569677 Long EC RF US N 1 N N N Cambria Global Value ETF 5493006AUU1LFJ2HTM65 Cambria Global Value ETF 132061409 144640.000000000000 NS USD 2971889.150000000000 5.7614163235 Long EC RF US N 1 N N N VanEck Gold Miners ETF/USA 54930031TORTKAM9TJ98 VanEck Gold Miners ETF/USA 92189F106 15733.000000000000 NS USD 439580.020000000000 0.8521863956 Long EC RF US N 1 N N N Vanguard Intermediate-Term Cor N/A Vanguard Intermediate-Term Corporate Bond ETF 92206C870 19452.000000000000 NS USD 1580280.480000000000 3.0635913029 Long EC RF US N 1 N N N Alpha Architect International 549300GKFLYZ2TSALT56 Alpha Architect International Quantitative Momentum ETF 02072L300 38799.000000000000 NS USD 1061152.650000000000 2.0571905246 Long EC RF US N 1 N N N SPDR FTSE International Govern N/A SPDR FTSE International Government Inflation-Protected Bond ETF 78464A490 32048.000000000000 NS USD 1285124.800000000000 2.4913913766 Long EC RF US N 1 N N N Vanguard Short-Term Corporate N/A Vanguard Short-Term Corporate Bond ETF 92206C409 13781.000000000000 NS USD 1069681.220000000000 2.0737243318 Long EC RF US N 1 N N N VanEck Emerging Markets High Y 5493000XZY6IPF1JRM25 VanEck Emerging Markets High Yield Bond ETF 92189F353 109868.000000000000 NS USD 2068814.440000000000 4.0106816517 Long EC RF US N 1 N N N Vanguard Intermediate-Term Tre N/A Vanguard Intermediate-Term Treasury ETF 92206C706 34566.000000000000 NS USD 2055985.680000000000 3.9858113341 Long EC RF US N 1 N N N Cambria Tactical Yield ETF 25490054FLEMCJXPUD44 Cambria Tactical Yield ETF 132061789 44000.000000000000 NS USD 1106820.000000000000 2.1457229706 Long EC RF US N 1 N N N Cambria Global Real Estate ETF 254900HOTGL4VH8QKS79 Cambria Global Real Estate ETF 132061813 137632.000000000000 NS USD 3360973.440000000000 6.5157097936 Long EC RF US N 1 N N N Graniteshares Gold Trust 549300B09UIFB1TCF016 Graniteshares Gold Trust 38748G101 86930.000000000000 NS USD 1748162.300000000000 3.3890533270 Long EC RF US N 1 N N N Schwab US TIPS ETF 5493001H0ESLTZTZWE77 Schwab US TIPS ETF 808524870 26929.000000000000 NS USD 1410002.440000000000 2.7334838764 Long EC RF US N 1 N N N Vanguard Long-Term Treasury ET N/A Vanguard Long-Term Treasury ETF 92206C847 28986.000000000000 NS USD 1751623.980000000000 3.3957642704 Long EC RF US N 1 N N N Cambria Shareholder Yield ETF 5493005B0UWLFHOC1V22 Cambria Shareholder Yield ETF 132061201 49995.000000000000 NS USD 3364663.500000000000 6.5228634830 Long EC RF US N 1 N N N Invesco Optimum Yield Diversif 549300FMDZNC0BEIYQ10 Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF 46090F100 230814.000000000000 NS USD 3120605.280000000000 6.0497230186 Long EC RF US N 1 N N N 2024-04-01 Cambria ETF Trust Aaron Perkovich Aaron Perkovich Treasurer XXXX NPORT-EX 2 globalasstallocetf-nport.htm N-PORT EX

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