| Family: | Cambria Funds |
| Name: | Cambria Tail Risk ETF |
| Inception Date: | 6-Apr-2017 |
| Termination Date: | |
| Investment Objective: | The Cambria Tail Risk ETF seeks to mitigate significant downside market risk. The Fund intends to invest in a portfolio of "out of the money" put options purchased on the U.S. stock market. TAIL strategy offers the potential advantage of buying more puts when volatility is low and fewer puts when volatility is high. While a portion of the funds assets will be invested in the basket of long put option premiums, the majority of fund assets will be invested in intermediate term US Treasuries. As the fund is designed to be a hedge against market declines and rising volatility, Cambria expects the fund to produce negative returns in the most years with rising markets or declining volatility. |
| Prospectus | |
| Top 10 Holdings | ||
| United States Treasury Note/Bond 4.25% 05/15/2035 | 91282CNC1 | 89.0660% |
| First American Treasury Obligations Fund 01/01/2040 | FXFXX | 4.7627% |
| SPX US 12/18/26 P6200 | SPX | 1.9112% |
| SPX US 12/18/26 P6100 | SPX | 1.7126% |
| SPX US 09/18/26 P6000 | SPX | 1.1920% |
| SPX US 09/18/26 P5800 | SPX | 0.3646% |
| SPX US 09/18/26 P5600 | SPX | 0.3010% |
| SPX US 06/18/26 P5500 | SPX | 0.2765% |
| SPX US 06/18/26 P5000 | SPX | 0.1838% |
| SPX US 06/18/26 P5300 | SPX | 0.1458% |
| Top 10 Holdings Weight: | 99.9% |
| Number of Holdings: | 13 |
| Shares Outstanding: | 12,550,002 |
| Total Net Assets: | 145,893,800 |
| NAV: | 11.63 |
| Net Expense Ratio: | 0.59% |
| Asset Class: | Equities (Stocks) |
| Developed or Emerging: | Developed Market Funds |
| Country: | US |
| Region: | |
| Strategy: | Downside Protection |
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| Market Cap: | Broad Market / Multi-Cap |
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| Is Currency Hedged: | No |
| US or Ex-US: | Domestic |
