0001752724-21-277166.txt : 20211221 0001752724-21-277166.hdr.sgml : 20211221 20211221140417 ACCESSION NUMBER: 0001752724-21-277166 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20211031 FILED AS OF DATE: 20211221 PERIOD START: 20220430 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: 211508507 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 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 2321 ROSECRANS AVENUE SUITE 4210 EL SEGUNDO 90245 310-606-5555 Cambria Global Tail Risk ETF S000043318 549300S7LDUSQ9L53R95 2022-04-30 2021-10-31 N 5560414.67 3109.12 5557305.55 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 143345.99000000 N Turkey Government Bond 5493000PCHOG3B6S3Q85 EJ3484700 4641000.00000000 PA 451355.84000000 8.121846746396 Long DBT NUSS TR N 2 2022-09-14 Fixed 8.50000000 N N N N N N Ishares 7-10 Year Treasury Bond Etf 549300XS1PPZG92M8L16 464287440 10981.00000000 NS USD 1258752.03000000 22.65040168611 Long EC RF US N 1 N N N The Options Clearing Corporation 549300CII6SLYGKNHA04 N/A 9.00000000 NC USD 75510.00000000 1.358751994480 N/A DE CORP US N 1 Stonex Group Inc. N/A Put Purchased Exchange Index US MXEF 100.00000000 1250.00000000 USD 2022-06-17 XXXX -9601.25000000 N N N Vaneck J. P. Morgan Em Local Currency Bond Etf 549300CNWPR88MZBEA63 92189H300 24910.00000000 NS USD 733350.40000000 13.19615042581 Long EC RF US N 1 N N N The Options Clearing Corporation 549300CII6SLYGKNHA04 N/A 9.00000000 NC USD 77265.00000000 1.390332046795 N/A DE CORP US N 1 Stonex Group Inc. N/A Put Purchased Exchange Index US MXEA 100.00000000 2200.00000000 USD 2022-06-17 XXXX -17026.23000000 N N N The Options Clearing Corporation 549300CII6SLYGKNHA04 N/A 7.00000000 NC USD 61460.00000000 1.105931632641 N/A DE CORP US N 1 Stonex Group Inc. N/A Put Purchased Exchange Index US MXEF 100.00000000 1200.00000000 USD 2022-09-15 XXXX -5798.69000000 N N N The Options Clearing Corporation 549300CII6SLYGKNHA04 N/A 18.00000000 NC USD 70920.00000000 1.276158011502 N/A DE CORP US N 1 Stonex Group Inc. N/A Put Purchased Exchange Index US MXEA 100.00000000 2150.00000000 USD 2022-03-17 XXXX -91017.29000000 N N N The Options Clearing Corporation 549300CII6SLYGKNHA04 N/A 3.00000000 NC USD 15915.00000000 0.286379790652 N/A DE CORP US N 1 Stonex Group Inc. N/A Put Purchased Exchange Index US MXEF 100.00000000 1300.00000000 USD 2021-12-17 XXXX -16156.04000000 N N N Titulos De Tesoreria 549300MHDRBVRF6B9117 N/A 819000000.00000000 PA 221167.31000000 3.979757960222 Long DBT NUSS CO N 2 2022-05-04 Fixed 7.00000000 N N N N N N Ishares Tips Bond Etf 549300EHD1VQKMRQ0829 464287176 10000.00000000 NS USD 1286700.00000000 23.15330673153 Long EC RF US N 1 N N Titulos De Tesoreria 549300MHDRBVRF6B9117 N/A 812500000.00000000 PA 218505.82000000 3.931866226070 Long DBT NUSS CO N 2 2026-08-26 Fixed 7.50000000 N N N N N N The Options Clearing Corporation 549300CII6SLYGKNHA04 N/A 3.00000000 NC USD 33810.00000000 0.608388358275 N/A DE CORP US N 1 Stonex Group Inc. N/A Put Purchased Exchange Index US MXEA 100.00000000 2200.00000000 USD 2022-09-16 XXXX -4013.73000000 N N N The Options Clearing Corporation 549300CII6SLYGKNHA04 N/A 20.00000000 NC USD 116600.00000000 2.098139088285 N/A DE CORP US N 1 Stonex Group Inc. N/A Put Purchased Exchange Index US MXEF 100.00000000 1250.00000000 USD 2022-03-18 XXXX -51974.00000000 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 Vanguard Total International Bond Etf 549300Z9BHDBGHMJLU94 92203J407 13635.00000000 NS USD 772695.45000000 13.90413831033 Long EC RF US N 1 N N N The Options Clearing Corporation 549300CII6SLYGKNHA04 N/A 3.00000000 NC USD 2085.00000000 0.037518181810 N/A DE CORP US N 1 Stonex Group Inc. N/A Put Purchased Exchange Index US MXEA 100.00000000 2100.00000000 USD 2021-12-16 XXXX -28851.69000000 N N N 2021-11-30 Cambria ETF Trust Mebane T. Faber Mebane T. Faber President