0001752724-20-130195.txt : 20200626 0001752724-20-130195.hdr.sgml : 20200626 20200626132809 ACCESSION NUMBER: 0001752724-20-130195 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200430 FILED AS OF DATE: 20200626 PERIOD START: 20200430 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Cambria ETF Trust CENTRAL INDEX KEY: 0001529390 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: 20992833 BUSINESS ADDRESS: STREET 1: 2321 ROSECRANS AVENUE STREET 2: SUITE 4210 CITY: EL SEGUNDO STATE: CA ZIP: 90245 BUSINESS PHONE: 310-606-5555 MAIL ADDRESS: STREET 1: 2321 ROSECRANS AVENUE STREET 2: SUITE 4210 CITY: EL SEGUNDO STATE: CA ZIP: 90245 0001529390 S000043319 Cambria Value and Momentum ETF C000134058 Cambria Value and Momentum ETF VAMO NPORT-P 1 primary_doc.xml NPORT-P false 0001529390 XXXXXXXX S000043319 C000134058 Cambria ETF Trust 811-22704 0001529390 254900RHN8DQYNXKZQ96 2321 ROSECRANS AVENUE SUITE 4210 EL SEGUNDO 90245 310-606-5555 Cambria Value and Momentum ETF S000043319 5493004RWF1V4E1W9E15 2020-04-30 2020-04-30 N 10824576.29 6509.53 10818066.76 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1371684.62000000 N Xbiotech Inc 5299002WACAY28TQAS52 98400H102 7633.00000000 NS USD 120754.06000000 1.116225871765 Long EC CORP CA N 1 N N Quanta Services Inc SHVRXXEACT60MMH07S24 74762E102 2487.00000000 NS USD 90427.32000000 0.835891680150 Long EC CORP US N 1 N N N Rubicon Project Inc/the 54930018FR2YX1HHSB02 78112V102 11768.00000000 NS USD 84376.56000000 0.779959690320 Long EC CORP US N 1 N N N Old Republic International Cor N/A 680223104 7047.00000000 NS USD 112399.65000000 1.038999411758 Long EC CORP US N 1 N N N International Seaways Inc 549300YUFDGFRNGBWF46 Y41053102 3081.00000000 NS USD 74560.20000000 0.689219263054 Long EC CORP MH N 1 N N N Builders Firstsource Inc 549300W0SKP6L3H7DP63 12008R107 5123.00000000 NS USD 94007.05000000 0.868981973263 Long EC CORP US N 1 N N N Reliance Steel & Aluminum Co 549300E287ZOFT3C5Z56 759509102 1053.00000000 NS USD 94327.74000000 0.871946366136 Long EC CORP US N 1 N N N Oshkosh Corp 549300FEKNPCFSA2B506 688239201 1149.00000000 NS USD 77591.97000000 0.717244325824 Long EC CORP US N 1 N N N Cigna Corp 549300VIWYMSIGT1U456 125523100 455.00000000 NS USD 89079.90000000 0.823436404823 Long EC CORP US N 1 N N N Stamps.com Inc 5299008VAXLEGU4Y4038 852857200 709.00000000 NS USD 112213.43000000 1.037278032105 Long EC CORP US N 1 N N N Corcept Therapeutics Inc 529900EO9LUTFMZ7FF90 218352102 6539.00000000 NS USD 82783.74000000 0.765235987506 Long EC CORP US N 1 N N Stepan Co IZU1EW9GB3WC7CYCSR17 858586100 855.00000000 NS USD 81567.00000000 0.753988691413 Long EC CORP US N 1 N N N Renewable Energy Group Inc 549300HPU3BD8ZI0X358 75972A301 3613.00000000 NS USD 89638.53000000 0.828600266467 Long EC CORP US N 1 N N N Biogen Inc W8J5WZB5IY3K0NDQT671 09062X103 239.00000000 NS USD 70942.37000000 0.655776781322 Long EC CORP US N 1 N N N Cummins Inc ZUNI8PYC725B6H8JU438 231021106 705.00000000 NS USD 115267.50000000 1.065509231521 Long EC CORP US N 1 N N N Lennar Corp 529900G61XVRLX5TJX09 526057104 1958.00000000 NS USD 98037.06000000 0.906234562745 Long EC CORP US N 1 N N N Humana Inc 529900YLDW34GJAO4J06 444859102 273.00000000 NS USD 104236.86000000 0.963544247900 Long EC CORP US N 1 N N N Hanover Insurance Group Inc/th JJYR6MFKFF6CF8DBZ078 410867105 835.00000000 NS USD 83817.30000000 0.774790005085 Long EC CORP US N 1 N N N John B Sanfilippo & Son Inc 5299007IBEYVXKYDUX28 800422107 1098.00000000 NS USD 90178.74000000 0.833593857392 Long EC CORP US N 1 N N N Gibraltar Industries Inc 549300AE5O3GN0YBLM57 374689107 1612.00000000 NS USD 74635.60000000 0.689916245257 Long EC CORP US N 1 N N N Canadian Solar Inc 5493001XSC6TKMBVOM15 136635109 6297.00000000 NS USD 112338.48000000 1.038433968769 Long EC CORP CA N 1 N N N Anixter International Inc 529900ZMALH8DA7UJT76 035290105 1266.00000000 NS USD 117560.76000000 1.086707658661 Long EC CORP US N 1 N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494103 1181.00000000 NS USD 73446.39000000 0.678923430862 Long EC CORP US N 1 N N N Mantech International Corp/va 5299007N03CAU4SWNR02 564563104 923.00000000 NS USD 68818.88000000 0.636147673394 Long EC CORP US N 1 N N N Fti Consulting Inc 549300K17GM8EQD0FQ48 302941109 874.00000000 NS USD 111312.64000000 1.028951313293 Long EC CORP US N 1 N N N CME GLOBEX N/A N/A -48.00000000 NC USD -6965760.00000000 -64.3900629801 N/A DE CORP US N 1 Interactive Brokers N/A Short S&p500 Emini Fut Jun20 SPX Index 2020-06-19 -6965760.00000000 USD -1229860.80000000 N N N Amerisafe Inc N/A 03071H100 1118.00000000 NS USD 71183.06000000 0.658001670531 Long EC CORP US N 1 N N N Agco Corp LYOM0B2GCF1JWXK5ZG04 001084102 1794.00000000 NS USD 94794.96000000 0.876265252406 Long EC CORP US N 1 N N N Boise Cascade Co 549300Z8B8LSRHC7XA55 09739D100 2704.00000000 NS USD 84554.08000000 0.781600648949 Long EC CORP US N 1 N N N Argan Inc 529900E4KZWBV9KGBS83 04010E109 2067.00000000 NS USD 77595.18000000 0.717273998408 Long EC CORP US N 1 N N N Meet Group Inc/the 549300G36FY0SJT18C53 58513U101 12461.00000000 NS USD 76884.37000000 0.710703415921 Long EC CORP US N 1 N N N Dorian Lpg Ltd 549300WP1W2WGMC7F395 Y2106R110 9876.00000000 NS USD 93723.24000000 0.866358491579 Long EC CORP MH N 1 N N N Saia Inc 549300WNPG4N9GBOYB29 78709Y105 1095.00000000 NS USD 101309.40000000 0.936483405469 Long EC CORP US N 1 N N N Nbt Bancorp Inc N/A 628778102 2002.00000000 NS USD 66326.26000000 0.613106403125 Long EC CORP US N 1 N N N Manpowergroup Inc ERO1WSFOSR0JJ6CRQ987 56418H100 1181.00000000 NS USD 87677.44000000 0.810472350976 Long EC CORP US N 1 N N N Schneider National Inc 529900V6GZ6G6E3BLV72 80689H102 3913.00000000 NS USD 85733.83000000 0.792506017036 Long EC CORP US N 1 N N N Arcosa Inc 549300WFHLTCZV7D6V29 039653100 2633.00000000 NS USD 98131.91000000 0.907111336776 Long EC CORP US N 1 N N N Selective Insurance Group Inc 549300R3WGJWLE40R258 816300107 1516.00000000 NS USD 75997.08000000 0.702501488352 Long EC CORP US N 1 N N N Cvs Health Corp 549300EJG376EN5NQE29 126650100 1092.00000000 NS USD 67212.60000000 0.621299549088 Long EC CORP US N 1 N N N Renaissancere Holdings Ltd EK6GB9U3U58PDI411C94 G7496G103 762.00000000 NS USD 111259.62000000 1.028461207240 Long EC CORP BM N 1 N N N Mdc Holdings Inc 5299005FV4VNV75R8R35 552676108 3018.00000000 NS USD 88276.50000000 0.816009939284 Long EC CORP US N 1 N N N Kbr Inc 254900OFQDXZRKRCV808 48242W106 5382.00000000 NS USD 109039.32000000 1.007937207442 Long EC CORP US N 1 N N N Xpel Inc 549300KWSE3IGXLJNW66 98379L100 8951.00000000 NS USD 111708.48000000 1.032610377420 Long EC CORP US N 1 N N N Employers Holdings Inc N/A 292218104 2222.00000000 NS USD 67482.14000000 0.623791121806 Long EC CORP US N 1 N N N Buckle Inc/the 5299007IU0461T3GDL34 118440106 3770.00000000 NS USD 57718.70000000 0.533539876213 Long EC CORP US N 1 N N Werner Enterprises Inc 549300P6XRGOCHHJST37 950755108 1859.00000000 NS USD 74583.08000000 0.689430761102 Long EC CORP US N 1 N N N Owens & Minor Inc 549300LMT5KQQXCEZ733 690732102 14103.00000000 NS USD 99849.24000000 0.922985984604 Long EC CORP US N 1 N N N Construction Partners Inc 549300MHLFL4E8JLZU44 21044C107 5884.00000000 NS USD 107853.72000000 0.996977763150 Long EC CORP US N 1 N N N Ultra Clean Holdings Inc 5493007L6LS7QX18PE75 90385V107 6227.00000000 NS USD 114514.53000000 1.058548930603 Long EC CORP US N 1 N N N Sanmina Corp X5K24XLM8QYRXF00EB42 801056102 4050.00000000 NS USD 112306.50000000 1.038138352180 Long EC CORP US N 1 N N N Zumiez Inc 549300J0PDF58P6HZD25 989817101 3447.00000000 NS USD 72869.58000000 0.673591517011 Long EC CORP US N 1 N N N Sanderson Farms Inc 529900KZGVFTWHUO2759 800013104 722.00000000 NS USD 98293.08000000 0.908601159344 Long EC CORP US N 1 N N N Fresh Del Monte Produce Inc 529900I72V9F0FEZR228 G36738105 2075.00000000 NS USD 59158.25000000 0.546846782446 Long EC CORP KY N 1 N N N Tech Data Corp 549300EK847TAWPJWF34 878237106 835.00000000 NS USD 117434.40000000 1.085539612624 Long EC CORP US N 1 N N N World Fuel Services Corp D3W7PCXCBRQLL17DZ313 981475106 4205.00000000 NS USD 105125.00000000 0.971754032695 Long EC CORP US N 1 N N N Commercial Metals Co 549300OQS2LO07ZJ7N73 201723103 5603.00000000 NS USD 89311.82000000 0.825580225944 Long EC CORP US N 1 N N N Radian Group Inc 54930005OUP720S5U385 750236101 5931.00000000 NS USD 88846.38000000 0.821277793630 Long EC CORP US N 1 N N N Petmed Express Inc 529900PGHW5ASJ1AZL48 716382106 2556.00000000 NS USD 101140.92000000 0.934926010754 Long EC CORP US N 1 N N At&t Inc 549300Z40J86GGSTL398 00206R102 2823.00000000 NS USD 86016.81000000 0.795121826369 Long EC CORP US N 1 N N N Super Micro Computer Inc 54930022CZO1N2UGVW07 86800U104 3458.00000000 NS USD 79188.20000000 0.731999549982 Long EC CORP US N 1 N N N Gentex Corp 549300S3UD8XV1MN0287 371901109 3880.00000000 NS USD 94051.20000000 0.869390086847 Long EC CORP US N 1 N N N Fabrinet 5493004TETZ6IYF7CV44 G3323L100 1788.00000000 NS USD 112197.00000000 1.037126156540 Long EC CORP KY N 1 N N N Spartannash Co 549300TV3QCCSQLF5X16 847215100 5962.00000000 NS USD 102248.30000000 0.945162405339 Long EC CORP US N 1 N N N Tribune Publishing Co 549300OYS3J30M2N5272 89609W107 9230.00000000 NS USD 79101.10000000 0.731194415368 Long EC CORP US N 1 N N N Wr Berkley Corp SQOAGCLKBDWNVYV1OV80 084423102 2062.00000000 NS USD 111348.00000000 1.029278173912 Long EC CORP US N 1 N N N Hub Group Inc N/A 443320106 1551.00000000 NS USD 74618.61000000 0.689759193166 Long EC CORP US N 1 N N N Cosan Ltd 6354007UNEBWHVSGS270 G25343107 8463.00000000 NS USD 112896.42000000 1.043591452193 Long EC CORP BM N 1 N N N Kimball International Inc 549300RYF7HKL9SKYG25 494274103 6282.00000000 NS USD 77080.14000000 0.712513073823 Long EC CORP US N 1 N N N Foundation Building Materials 549300ZVE6MONHB01I28 350392106 6571.00000000 NS USD 76880.70000000 0.710669491191 Long EC CORP US N 1 N N N Voya Financial Inc 549300T065Z4KJ686G75 929089100 2479.00000000 NS USD 111976.43000000 1.035087252502 Long EC CORP US N 1 N N N Arch Capital Group Ltd 549300AYR4P8AFKDCE43 G0450A105 3863.00000000 NS USD 92827.89000000 0.858082059016 Long EC CORP BM N 1 N N N Kemet Corp 529900G5ZS8VVA2TY376 488360207 4312.00000000 NS USD 116467.12000000 1.076598273830 Long EC CORP US N 1 N N N Nordic American Tankers Ltd 213800W4T8AMPKIPIU94 G65773106 18765.00000000 NS USD 112965.30000000 1.044228164848 Long EC CORP BM N 1 N N Pultegroup Inc N/A 745867101 3010.00000000 NS USD 85092.70000000 0.786579542239 Long EC CORP US N 1 N N N Dht Holdings Inc 549300SMD6IVZYT74K40 Y2065G121 9893.00000000 NS USD 71823.18000000 0.663918809094 Long EC CORP MH N 1 N N N Photronics Inc 549300OK5JVNIBNY6F63 719405102 6032.00000000 NS USD 72082.40000000 0.666314985839 Long EC CORP US N 1 N N N Meta Financial Group Inc 5493004X52BH1NBLW813 59100U108 2990.00000000 NS USD 55075.80000000 0.509109448313 Long EC CORP US N 1 N N N Ingles Markets Inc 549300XH5RYBMYP8TF26 457030104 2682.00000000 NS USD 109506.06000000 1.012251656690 Long EC CORP US N 1 N N N Meritage Homes Corp 52990044W9UMFJO2FB97 59001A102 1917.00000000 NS USD 100757.52000000 0.931381939447 Long EC CORP US N 1 N N N Jacobs Engineering Group Inc 549300CZ8QS1GE53O776 469814107 1158.00000000 NS USD 95824.50000000 0.885782109926 Long EC CORP US N 1 N N N Mckesson Corp 549300WZWOM80UCFSF54 58155Q103 494.00000000 NS USD 69777.50000000 0.645008960917 Long EC CORP US N 1 N N N Cannae Holdings Inc 549300OGRF1ICI7D2V77 13765N107 3055.00000000 NS USD 96385.25000000 0.890965568417 Long EC CORP US N 1 N N N Rent-a-center Inc/tx 529900QUHE15UQNCCJ63 76009N100 5698.00000000 NS USD 113418.69000000 1.048419209422 Long EC CORP US N 1 N N N Emcor Group Inc 529900X0SQJB2J7YDU43 29084Q100 1123.00000000 NS USD 71344.19000000 0.659491123347 Long EC CORP US N 1 N N N Nortonlifelock Inc YF6ZV0M6AU4FY94MK914 668771108 3536.00000000 NS USD 75210.72000000 0.695232537093 Long EC CORP US N 1 N N N Benchmark Electronics Inc 549300W18RHYZOZKOP53 08160H101 3582.00000000 NS USD 74004.12000000 0.684078973090 Long EC CORP US N 1 N N N Tegna Inc 549300YC5EDBGX85AO10 87901J105 8765.00000000 NS USD 93960.80000000 0.868554447707 Long EC CORP US N 1 N N N Universal Forest Products Inc 5493007KB485C9OV5572 913543104 2631.00000000 NS USD 108186.72000000 1.000055947149 Long EC CORP US N 1 N N N Cnx Resources Corp 549300JK3KH8PWM3B226 12653C108 10759.00000000 NS USD 114045.40000000 1.054212388683 Long EC CORP US N 1 N N N Topbuild Corp 5493007YSKHOL4RWII46 89055F103 1088.00000000 NS USD 101390.72000000 0.937235110943 Long EC CORP US N 1 N N N Central Garden & Pet Co 5493004DVZLD37DJ0H83 153527205 2905.00000000 NS USD 88341.05000000 0.816606626302 Long EC CORP US N 1 N N N Diodes Inc 549300XP2X1ARVH3BX23 254543101 1807.00000000 NS USD 91958.23000000 0.850043099567 Long EC CORP US N 1 N N N Bmc Stock Holdings Inc 549300GHSZDJ1FJEJG18 05591B109 4557.00000000 NS USD 96836.25000000 0.895134520319 Long EC CORP US N 1 N N N Teekay Tankers Ltd 549300DE8ZAIYS2T6Q22 Y8565N300 5681.00000000 NS USD 115381.11000000 1.066559419161 Long EC CORP MH N 1 N N N Cato Corp/the 529900R4SJUY7GCUU865 149205106 6074.00000000 NS USD 68393.24000000 0.632213144153 Long EC CORP US N 1 N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612E106 1037.00000000 NS USD 113800.38000000 1.051947473838 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NS USD 0.00000000 0.000000 Long STIV RF US N 1 N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112103 2151.00000000 NS USD 103011.39000000 0.952216253470 Long EC CORP US N 1 N N N Ehealth Inc 5299003O8Y5OKXUZQ421 28238P109 1093.00000000 NS USD 116623.10000000 1.078040121098 Long EC CORP US N 1 N N N Cincinnati Financial Corp 254900Q4WEDMZBOZ0002 172062101 1193.00000000 NS USD 78499.40000000 0.725632423440 Long EC CORP US N 1 N N N 2020-05-30 Cambria ETF Trust Mebane T. Faber Mebane T. Faber President