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 | ) |