{"ticker":"TAIL","name":"Cambria Tail Risk ETF","page_url":null,"cite_as":"TickerInside, Cambria Tail Risk ETF (TAIL), holdings and contracts from SEC Form N-PORT for the period ended 2026-07-31, filed 2026-09-28, https://tickerinside.com/api/v1/etf/tail.json, CC BY 4.0","cite_html":"<a href=\"https://tickerinside.com/api/v1/etf/tail.json\">TickerInside</a> (https://tickerinside.com/api/v1/etf/tail.json)","identifiers":{"asset_type":"etf","exchange":"Cboe BZX","composite_figi":"BBG00GD9FFB8","share_class_figi":"BBG00GD9FG17","cik":"0001529390","series_id":"S000054369","class_id":"C000170791"},"source_layer":"sec_nport_derivatives","category":{"id":"treasury-intermediate","label":"Intermediate Treasury","group":"bond","group_label":"Bonds","asset_class":"bond","rule":"In its file of 2026-07-31, 100% of its debt is US Treasury debt; its filing gives no duration.","basis":"holdings","as_of":"2026-07-31","facets":{},"measured":{},"method":"https://tickerinside.com/etf/category/"},"as_of":null,"holdings_as_of":"2026-07-31","report_date":"2026-07-31","filed":"2026-09-28","filing_url":"https://www.sec.gov/Archives/edgar/data/1529390/000089418926026616/","net_assets":146940985,"multi_class":false,"stock_pct":0.0,"unmapped_pct":0.0,"abroad":[],"expense_ratio":0.6,"expense_ratio_gross":0.6,"expense_ratio_source":"sec_filing","expense_ratio_as_of":"2026-08-28","expense_ratio_filing_url":"https://www.sec.gov/Archives/edgar/data/1529390/000121390026095008/","yield":null,"aum_b":null,"aum_source":null,"aum_date":null,"etf_class_net_assets_b":null,"etf_class_net_assets_as_of":null,"derivative_positions":8,"vol":null,"beta":null,"mdd3":null,"r1":null,"r3":null,"r5":null,"last_close":null,"last_close_date":null,"day_change_pct":null,"high_52w":null,"low_52w":null,"currency":null,"held_outright":{},"summary":"On 2026-07-31, TAIL held US Treasury notes and bonds (90.9%) and money market funds (2.4%), as percent of net assets. It carried options on S&P 500 Index (287.8% in purchased puts), as notional exposure in percent of net assets.","composition":[{"kind":"treasury_notes_and_bonds","label":"US Treasury notes and bonds","pct":90.9},{"kind":"money_market_funds","label":"Money market funds","pct":2.4}],"derivatives":[{"instrument":"option","description":"put option, purchased","underlying":"S&P 500 Index","underlying_ticker":null,"underlying_kind":"index","direction":"long","notional_pct":287.789,"value_pct":5.6218,"positions":8,"option_type":"put","option_side":"purchased","expires_first":"2026-09-18","expires_last":"2027-09-17"}],"underlyings":[{"underlying":"S&P 500 Index","underlying_ticker":null,"underlying_kind":"index","long_pct":0.0,"short_pct":0.0,"options":{"purchased_puts_pct":287.79},"instruments":["option"],"complete":true,"net_pct":0.0}],"exposure":{"stocks_pct":0.0,"swaps_futures_long_pct":0,"swaps_futures_short_pct":0,"options_notional_pct":287.79,"complete":true,"long_exposure_pct":null},"exposure_notes":[],"weekly":null,"weeks_end":null,"license":"CC BY 4.0","attribution":"Credit TickerInside with a link to the page the figure comes from (cite_as gives it) wherever the medium allows a link, and by name where it does not. How you mark the link is up to you.","source":"https://tickerinside.com/api/#derivative-funds"}