Sector Weightings | ||||
Cambria Trinity ETF | ||||
Exchange Traded Funds | 100.0 | % | ||
100.0 | % | |||
Percentages based on total investments | ||||
Cambria Trinity ETF | |||||||
Schedule of Investments | |||||||
January 31, 2024 (Unaudited) | |||||||
Shares | Value | ||||||
Exchange Traded Funds - 99.7% | 10,407 | $ | 1,098,147 | ||||
Cambria Emerging Shareholder Yield ETF(b) | 308,005 | 9,566,635 | |||||
Cambria Foreign Shareholder Yield ETF(b) | 265,784 | 6,915,700 | |||||
Cambria Global Real Estate ETF(b) | 166,023 | 4,054,282 | |||||
Cambria Global Value ETF(b) | 348,984 | 7,170,504 | |||||
Cambria Micro and SmallCap Shareholder Yield ETF(a) | 139,574 | 3,537,740 | |||||
Cambria Shareholder Yield ETF(b) | 129,350 | 8,705,255 | |||||
Cambria Tactical Yield ETF(a)(b) | 47,112 | 1,185,102 | |||||
Cambria Value and Momentum ETF(b) | 421,363 | 11,840,427 | |||||
First Trust Managed Futures Strategy Fund | 70,759 | 3,365,567 | |||||
Graniteshares Gold Trust(a) | 119,339 | 2,399,907 | |||||
Grizzle Growth ETF(c)(f) | 87,729 | 2,290,332 | |||||
iMGP DBi Managed Futures Strategy ETF | 146,686 | 3,871,044 | |||||
Invesco Emerging Markets Sovereign Debt ETF | 114,579 | 2,300,746 | |||||
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 318,232 | 4,302,497 | |||||
iShares® Global Industrials ETF | 18,298 | 2,317,076 | |||||
iShares® Global Tech ETF | 39,297 | 2,746,467 | |||||
KFA Mount Lucas Managed Futures Index Strategy ETF | 37,270 | 1,063,313 | |||||
Schwab US TIPS ETF | 44,136 | 2,310,961 | |||||
Simplify Managed Futures Strategy ETF | 42,936 | 1,020,589 | |||||
SPDR® FTSE International Government Inflation-Protected Bond ETF | 54,362 | 2,179,916 | |||||
VanEck Gold Miners ETF | 71,392 | 1,994,692 | |||||
VanEck J. P. Morgan EM Local Currency Bond ETF | 287,124 | 7,169,486 | |||||
Vanguard® Intermediate-Term Treasury ETF | 142,038 | 8,448,420 | |||||
Vanguard® Small-Cap Value ETF | 12,770 | 2,240,880 | |||||
Vanguard® Total Bond Market ETF | 76,627 | 5,626,721 | |||||
WisdomTree Managed Futures Strategy Fund | 64,939 | 2,263,774 | |||||
Total Exchange Traded Funds (Cost $110,543,614) | 111,986,180 | ||||||
Short-Term Investments - 0.3% | |||||||
Money Market Funds - 0.3% | |||||||
First American Treasury Obligations Fund - Class X, 5.25%(d) | 330,326 | 330,326 | |||||
Total Short-Term Investments (Cost $330,326) | 330,326 | ||||||
Total Investments - 100.0% (Cost $110,873,940) | 112,316,506 | ||||||
Other Assets in Excess of Liabilities - 0.0%(e) | 19,774 | ||||||
Total Net Assets - 100.0% | $ | 112,336,280 |
Percentages are stated as a percent of net assets. |
ETF – Exchange Traded Funds FTSE – Financial Times Stock Exchange SPDR – Standard & Poor’s Depository Receipts TIPS – Treasury Inflated Protected Security |
(a) | Non-income producing security. |
(b) | Affiliated company as defined by the Investment Company Act of 1940. |
(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 Trinity ETF | ||||||||||||||||
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Investments: | ||||||||||||||||
Exchange Traded Funds | $ | 111,986,180 | $ | – | $ | – | $ | 111,986,180 | ||||||||
Short-Term Investments | 330,326 | – | – | 330,326 | ||||||||||||
Total Investments | $ | 112,316,506 | $ | – | $ | – | $ | 112,316,506 | ||||||||
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 | $ | 9,884,898 | $ | 96,705 | $ | 199,658 | $ | (525,424 | ) | $ | (841,207 | ) | $ | 9,566,635 | 308,005 | $ | 530,882 | $ | 799,044 | $ | (47,039 | ) | ||||||||||||||||||
Cambria Foreign Shareholder Yield ETF | 10,429,729 | 4,552,827 | 34,854 | (7,211,693 | ) | (719,544 | ) | 6,915,700 | 265,784 | 417,920 | 331,734 | (502,207 | ) | |||||||||||||||||||||||||||
Cambria Global Real Estate ETF | 4,513,970 | 71,730 | 92,379 | (223,348 | ) | (363,786 | ) | 4,054,282 | 166,023 | 174,026 | 67,256 | (103,919 | ) | |||||||||||||||||||||||||||
Cambria Global Value ETF | 10,618,324 | 2,416,786 | 215,004 | (4,959,339 | ) | (516,972 | ) | 7,170,504 | 348,984 | 559,977 | (86,774 | ) | (516,525 | ) | ||||||||||||||||||||||||||
Cambria Micro and SmallCap Shareholder Yield ETF | - | 3,469,582 | - | - | - | 3,537,740 | 139,574 | - | 68,158 | - | ||||||||||||||||||||||||||||||
Cambria Shareholder Yield ETF | 4,751,297 | 4,779,438 | 100,502 | (1,339,963 | ) | (686,546 | ) | 8,705,255 | 129,350 | 79,624 | 933,411 | 167,116 | ||||||||||||||||||||||||||||
Cambria Tactical Yield ETF | - | 1,181,104 | - | - | - | 1,185,102 | 47,112 | - | 3,998 | - | ||||||||||||||||||||||||||||||
Cambria Value and Momentum ETF | 9,232,280 | 2,076,666 | 196,712 | (179,062 | ) | (922,491 | ) | 11,840,427 | 421,363 | 79,589 | 1,409,901 | 26,421 | ||||||||||||||||||||||||||||
Grizzle Growth ETF | - | 2,279,916 | - | (55,666 | ) | (101,382 | ) | 2,290,332 | 87,729 | 7,628 | 160,090 | 7,374 | ||||||||||||||||||||||||||||
$ | 49,430,498 | $ | 20,924,754 | $ | 839,109 | $ | (14,494,495 | ) | $ | (4,151,928 | ) | $ | 55,265,977 | 1,913,924 | $ | 1,849,646 | $ | 3,686,818 | $ | (968,779 | ) | |||||||||||||||||||