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
|
|||||||||||||||||||