0001145549-24-021083.txt : 20240401 0001145549-24-021083.hdr.sgml : 20240401 20240401161227 ACCESSION NUMBER: 0001145549-24-021083 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: 24809353 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 S000043316 Cambria Global Momentum ETF C000134055 Cambria Global Momentum ETF GMOM NPORT-P 1 primary_doc.xml NPORT-P false 0001529390 XXXXXXXX S000043316 C000134055 Cambria ETF Trust 811-22704 0001529390 254900RHN8DQYNXKZQ96 3300 HIGHLAND AVENUE MANHATTAN BEACH 90266 310-606-5555 Cambria Global Momentum ETF S000043316 549300FXSHTXAL865461 2024-04-30 2024-01-31 N 138697955.220000000000 68248.320000000000 138629706.900000000000 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 0.010000000000 N Cambria Micro and SmallCap Sha 254900BVR74GT40DHD80 Cambria Micro and SmallCap Shareholder Yield ETF 132061797 332667.000000000000 NS USD 8432010.650000000000 6.0823980939 Long EC RF US N 1 N N N Cambria Foreign Shareholder Yi 549300QQK0CKHW2AMB30 Cambria Foreign Shareholder Yield ETF 132061300 330544.000000000000 NS USD 8600754.880000000000 6.2041210880 Long EC RF US N 1 N N N Invesco Emerging Markets Sover 549300VQ5VGUIVZMPZ95 Invesco Emerging Markets Sovereign Debt ETF 46138E784 414566.000000000000 NS USD 8324485.280000000000 6.0048350863 Long EC RF US N 1 N N N Vanguard Small-Cap Value ETF N/A Vanguard Small-Cap Value ETF 922908611 46701.000000000000 NS USD 8195091.480000000000 5.9114973719 Long EC RF US N 1 N N N Cambria Shareholder Yield ETF 5493005B0UWLFHOC1V22 Cambria Shareholder Yield ETF 132061201 259038.000000000000 NS USD 17433257.400000000000 12.5754124349 Long EC RF US N 1 N N N iShares Global Industrials ETF 5493003UKBOV50PZCU60 iShares Global Industrials ETF 464288729 66032.000000000000 NS USD 8361632.160000000000 6.0316308438 Long EC RF US N 1 N N N VanEck Gold Miners ETF/USA 54930031TORTKAM9TJ98 VanEck Gold Miners ETF/USA 92189F106 294572.000000000000 NS USD 8230341.680000000000 5.9369249665 Long EC RF US N 1 N N N Cambria Global Value ETF 5493006AUU1LFJ2HTM65 Cambria Global Value ETF 132061409 400924.000000000000 NS USD 8237705.240000000000 5.9422366419 Long EC RF US N 1 N N N Cambria Emerging Shareholder Y 549300H3KS10HVG64A63 Cambria Emerging Shareholder Yield ETF 132061706 572034.000000000000 NS USD 17767376.040000000000 12.8164276166 Long EC RF US N 1 N N N Cambria Value and Momentum ETF 5493004RWF1V4E1W9E15 Cambria Value and Momentum ETF 132061888 313478.000000000000 NS USD 8808825.840000000000 6.3542122659 Long EC RF US N 1 N N N Graniteshares Gold Trust 549300B09UIFB1TCF016 Graniteshares Gold Trust 38748G101 421033.000000000000 NS USD 8466973.630000000000 6.1076185035 Long EC RF US N 1 N N N Grizzle Growth ETF 5493000MPCQDJO68MW67 Grizzle Growth ETF 88636J857 333562.000000000000 NS USD 8708269.780000000000 6.2816765430 Long EC RF US N 1 N N N WisdomTree Managed Futures Str 549300FCBI6VKNXMGC85 WisdomTree Managed Futures Strategy Fund 97717W125 242286.000000000000 NS USD 8446089.960000000000 6.0925541494 Long EC RF US N 1 N N N First American Treasury Obliga 549300UU586IAH2B8H03 First American Treasury Obligations Fund 31846V328 263995.300000000000 NS USD 263995.300000000000 0.1904319831 Long STIV RF US N 1 N N N iShares Global Tech ETF 549300QYME1DLP7BC726 iShares Global Tech ETF 464287291 148753.000000000000 NS USD 10396347.170000000000 7.4993646041 Long EC RF US N 1 N N N 2024-04-01 Cambria ETF Trust Aaron Perkovich Aaron Perkovich Treasurer XXXX NPORT-EX 2 globalmomentumetf-nport.htm N-PORT EX

Sector Weightings
      
Cambria Global Momentum ETF
      
Exchange Traded Funds
    
100.0
%
     
100.0
%
         
Percentages based on total investments.
        
Cambria Global Momentum ETF
  
Schedule of Investments
  
January 31, 2024 (Unaudited)
  
   
   
Shares
    
Value
  
Exchange Traded Funds - 99.8%
Cambria Emerging Shareholder Yield ETF(a)
    
572,034
    
$
17,767,376
  
Cambria Foreign Shareholder Yield ETF(a)
    
330,544
      
8,600,755
  
Cambria Global Value ETF(a)
    
400,924
      
8,237,705
  
Cambria Micro and SmallCap Shareholder Yield ETF(a)(b)
    
332,667
      
8,432,011
  
Cambria Shareholder Yield ETF(a)
    
259,038
      
17,433,257
  
Cambria Value and Momentum ETF(a)
    
313,478
      
8,808,826
  
Graniteshares Gold Trust(b)
    
421,033
      
8,466,974
  
Grizzle Growth ETF(c)(f)
    
333,562
      
8,708,270
  
Invesco Emerging Markets Sovereign Debt ETF
    
414,566
      
8,324,485
  
iShares Global Industrials ETF
    
66,032
      
8,361,632
  
iShares Global Tech ETF
    
148,753
      
10,396,347
  
VanEck Gold Miners ETF
    
294,572
      
8,230,342
  
Vanguard Small-Cap Value ETF
    
46,701
      
8,195,091
  
WisdomTree Managed Futures Strategy Fund
    
242,286
      
8,446,090
  
Total Exchange Traded Funds (Cost $132,349,897)
      
138,409,161
  
                 
Short-Term Investments - 0.2%
                
Money Market Funds - 0.2%
                
First American Treasury Obligations Fund - Class X, 5.25%(d)
    
263,995
      
263,995
  
Total Short-Term Investments (Cost $263,995)
      
263,995
  
                 
Total Investments - 100.0% (Cost $132,613,892)
      
138,673,156
  
Liabilities in Excess of Other Assets - 0.0%(e)
      
(43,450
)
Total Net Assets - 100.0%
          
$
138,629,706
  
                 
Percentages are stated as a percent of net assets.
ETF – Exchange Traded Funds
          

(a)
Affiliated company as defined by the Investment Company Act of 1940.
(b)
Non-income producing security.
(c)
Affiliated investment managed by Tidal Investments LLC, the Fund’s sub-adviser.
(d)
The rate shown represents the 7-day effective yield as of January 31, 2024.
(e)
Represents less than 0.05% of net assets.
(f)
Affiliated investment due to Fund holding more that 5% of outstanding shares.

Cambria Global Momentum ETF
  
   
Level 1
    
Level 2
    
Level 3
    
Total
  
Investments:
                        
  Exchange Traded Funds
  
$
138,409,161
    
$
–
    
$
–
    
$
138,409,161
  
  Short-Term Investments
    
263,995
      
–
      
–
      
263,995
  
Total Investments
  
$
138,673,156
    
$
–
    
$
–
    
$
138,673,156
  
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
    
Realized Gain/Loss
  
Cambria Emerging Shareholder Yield ETF
  
$
21,819,192
    
$
179,000
    
$
689,095
    
$
(1,288,006
)
  
$
(5,050,969
)
  
$
17,767,376
      
572,034
    
$
1,099,294
    
$
1,188,770
    
$
230,293
    
$
230,294
  
Cambria Foreign Shareholder Yield ETF
    
21,697,862
      
18,967,047
      
334,174
      
(28,212,221
)
    
(3,043,075
)
    
8,600,755
      
330,544
      
616,333
      
273,968
      
(1,417,000
)
    
(1,417,000
)
Cambria Global Value ETF
    
-
      
8,948,377
      
324,900
      
(48,453
)
    
(900,277
)
    
8,237,705
      
400,924
      
77,855
      
(89,172
)
    
2,331
      
2,330
  
Cambria Micro and SmallCap Shareholder Yield ETF
    
-
      
8,133,034
      
165,127
      
-
      
(82,141
)
    
8,432,011
      
332,667
      
-
      
214,364
      
1,627
      
1,627
  
Cambria Shareholder Yield ETF
    
-
      
18,372,400
      
687,445
      
(542,857
)
    
(2,408,864
)
    
17,433,257
      
259,038
      
78,934
      
1,258,052
      
67,081
      
67,081
  
Cambria Value and Momentum ETF
    
-
      
9,539,333
      
353,962
      
(435,843
)
    
(1,280,309
)
    
8,808,826
      
313,478
      
22,799
      
594,867
      
36,815
      
36,816
  
Grizzle Growth ETF
    
-
      
9,415,052
      
346,452
      
(419,987
)
    
(1,303,290
)
    
8,708,270
      
333,562
      
29,150
      
597,466
              
72,577
  
 
  
$
43,517,054
    
$
73,554,243
    
$
2,901,155
    
$
(30,947,367
)
  
$
(14,068,925
)
  
$
77,988,200
      
2,542,247
    
$
1,924,365
    
$
4,038,315
    
$
(1,078,853
)
  
$
(1,006,275
)