0001145549-24-040560.txt : 20240627
0001145549-24-040560.hdr.sgml : 20240627
20240627170449
ACCESSION NUMBER: 0001145549-24-040560
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240430
FILED AS OF DATE: 20240627
DATE AS OF CHANGE: 20240627
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: 241080232
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
S000043318
Cambria Global Tail Risk ETF
C000134057
Cambria Global Tail Risk ETF
FAIL
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001529390
XXXXXXXX
S000043318
C000134057
Cambria ETF Trust
811-22704
0001529390
254900RHN8DQYNXKZQ96
3300 HIGHLAND AVENUE
MANHATTAN BEACH
90266
310-606-5555
Cambria Global Tail Risk ETF
S000043318
549300S7LDUSQ9L53R95
2024-04-30
2024-04-30
N
2487278.390000000000
1214.280000000000
2486064.110000000000
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
61074.850000000000
N
N/A
N/A
VanEck J. P. Morgan EM Local C
549300CNWPR88MZBEA63
VanEck J. P. Morgan EM Local Currency Bond ETF
92189H300
21863.000000000000
NS
USD
518371.730000000000
20.8511006581
Long
EC
RF
US
N
1
N
N
N
Vanguard Total International B
N/A
Vanguard Total International Bond ETF
92203J407
10666.000000000000
NS
USD
516341.060000000000
20.7694185328
Long
EC
RF
US
N
1
N
N
N
N/A
N/A
MXEA US 09/20/24 P1900
N/A
6.000000000000
NC
USD
4800.000000000000
0.1930762759
N/A
DE
US
N
2
Options Composite/NBBO Pricing
N/A
Put
Purchased
MSCI EAFE Index
GB00BP689R20
100.000000000000
1900.000000000000
USD
2024-09-20
XXXX
-28752.450000000000
N
N
N
N/A
N/A
MXEA US 12/20/24 P2000
N/A
6.000000000000
NC
USD
18000.000000000000
0.7240360346
N/A
DE
US
N
2
Options Composite/NBBO Pricing
N/A
Put
Purchased
MSCI EAFE Index
GB00BP689R20
100.000000000000
2000.000000000000
USD
2024-12-20
XXXX
-14007.460000000000
N
N
N
N/A
N/A
MXEF US 06/21/24 P950
N/A
3.000000000000
NC
USD
855.000000000000
0.0343917116
N/A
DE
US
N
2
Options Composite/NBBO Pricing
N/A
Put
Purchased
MORGAN STANLEY CAP INTL INDEX EMRG MKT F PRC
MSCI Emerging Markets Index
100.000000000000
950.000000000000
USD
2024-06-21
XXXX
-11306.230000000000
N
N
N
N/A
N/A
MXEF US 09/20/24 P900
N/A
9.000000000000
NC
USD
5580.000000000000
0.2244511707
N/A
DE
US
N
2
Options Composite/NBBO Pricing
N/A
Put
Purchased
MORGAN STANLEY CAP INTL INDEX EMRG MKT F PRC
MSCI Emerging Markets Index
100.000000000000
900.000000000000
USD
2024-09-20
XXXX
-28421.160000000000
N
N
N
N/A
N/A
MXEF US 12/20/24 P900
N/A
9.000000000000
NC
USD
11160.000000000000
0.4489023415
N/A
DE
US
N
2
Options Composite/NBBO Pricing
N/A
Put
Purchased
MORGAN STANLEY CAP INTL INDEX EMRG MKT F PRC
MSCI Emerging Markets Index
100.000000000000
900.000000000000
USD
2024-12-20
XXXX
-15811.140000000000
N
N
N
N/A
N/A
MXEF US 03/21/25 P950
N/A
6.000000000000
NC
USD
18840.000000000000
0.7578243829
N/A
DE
US
N
2
Options Composite/NBBO Pricing
N/A
Put
Purchased
MORGAN STANLEY CAP INTL INDEX EMRG MKT F PRC
MSCI Emerging Markets Index
100.000000000000
950.000000000000
USD
2025-03-21
XXXX
-1977.470000000000
N
N
N
First American Treasury Obliga
549300UU586IAH2B8H03
First American Treasury Obligations Fund
31846V328
123991.810000000000
NS
USD
123991.810000000000
4.9874743576
Long
STIV
RF
US
N
1
N
N
N
iShares TIPS Bond ETF
549300EHD1VQKMRQ0829
iShares TIPS Bond ETF
464287176
5441.000000000000
NS
USD
574188.730000000000
23.0962961772
Long
EC
RF
US
N
1
N
N
N
iShares 7-10 Year Treasury Bon
549300XS1PPZG92M8L16
iShares 7-10 Year Treasury Bond ETF
464287440
6327.000000000000
NS
USD
578477.610000000000
23.2688130476
Long
EC
RF
US
N
1
N
N
N
N/A
N/A
MXEA US 06/21/24 P2000
N/A
3.000000000000
NC
USD
945.000000000000
0.0380118918
N/A
DE
US
N
2
Options Composite/NBBO Pricing
N/A
Put
Purchased
MSCI EAFE Index
GB00BP689R20
100.000000000000
2000.000000000000
USD
2024-06-21
XXXX
-16766.230000000000
N
N
N
N/A
N/A
MXEA US 03/21/25 P2100
N/A
6.000000000000
NC
USD
34500.000000000000
1.3877357330
N/A
DE
US
N
2
Options Composite/NBBO Pricing
N/A
Put
Purchased
MSCI EAFE Index
GB00BP689R20
100.000000000000
2100.000000000000
USD
2025-03-21
XXXX
-2597.480000000000
N
N
N
2024-06-27
Cambria ETF Trust
Aaron Perkovich
Aaron Perkovich
Treasurer