Fund HoldingsCambria Investment Management, L.P.

Total Portfolio Value
$1.23B
Total Bought
$194.77M
Total Sold
$122.57M
Net Transaction
+$72.19M
Filing Period:
Securities
SharesValue ($K)
Q2 2023
Q3 2023
Change
Q2 2023
Q3 2023
Weight (%)
Change
ISHARES TR0290,399+290,399011,9820.97%+11,982
UNITED STS COMMODITY INDEX F(CPER)0199,994+199,994011,8320.96%+11,832
CAMBRIA ETF TR178,004359,669+181,66510,88922,2491.81%+11,361
CAMBRIA ETF TR861,4621,298,736+437,27420,68431,1442.53%+10,460
PROG HOLDINGS INC(PRG)0210,054+210,05406,9760.57%+6,976
VIATRIS INC(VTRS)0660,352+660,35206,5110.53%+6,511
SM ENERGY CO(SM)0163,587+163,58706,4860.53%+6,486
HF SINCLAIR CORP(DINO)0111,917+111,91706,3710.52%+6,371
ALPHA METALLURGICAL RESOUR I56,04959,752+3,7039,21215,5191.26%+6,307
KB HOME(KBH)0145,288+145,28806,7240.55%+6,724
CONSOL ENERGY INC NEW138,626148,276+9,6509,40015,5561.26%+6,155
MARATHON PETE CORP(MPC)73,14878,244+5,0968,52911,8410.96%+3,312
WARRIOR MET COAL INC(HCC)200,938214,637+13,6997,82710,9640.89%+3,137
CNX RES CORP(CNX)434,496471,288+36,7927,69910,6420.86%+2,942
CHEVRON CORP NEW(CVX)47,86261,454+13,5927,53110,3620.84%+2,831
UNITED STATES STL CORP NEW269,619292,389+22,7706,7439,4970.77%+2,754
VALERO ENERGY CORP(VLO)71,25977,322+6,0638,35910,9570.89%+2,599
RYDER SYS INC(R)80,64687,471+6,8256,8389,3550.76%+2,517
CVR ENERGY INC(CVI)360,344390,857+30,51310,79613,3011.08%+2,505
CALIFORNIA RES CORP(CRC)154,752167,856+13,1047,0099,4020.76%+2,393
ADTALEM GLOBAL ED INC(CVSA)191,550205,025+13,4756,5788,7850.71%+2,207
CIVITAS RESOURCES INC115,950123,832+7,8828,04310,0140.81%+1,971
MATSON INC(MATX)96,720104,910+8,1907,5189,3080.76%+1,790
CONOCOPHILLIPS(COP)67,70473,437+5,7337,0158,7980.71%+1,783
APA CORPORATION(APA)0182,651+182,65107,5070.61%+7,507
EXXON MOBIL CORP89,02895,293+6,2659,54811,2050.91%+1,656
MARATHON OIL CORP275,032298,321+23,2896,3317,9800.65%+1,649
AFLAC INC(AFL)121,024131,272+10,2488,44710,0750.82%+1,628
PLAINS GP HLDGS L P(PAGP)660,699707,543+46,8449,79811,4060.93%+1,607
CF INDS HLDGS INC(CF)071,285+71,28506,1120.50%+6,112
ASSURED GUARANTY LTD(AGO)149,048161,669+12,6218,3179,7840.79%+1,467
EOG RES INC(EOG)63,48868,864+5,3767,2668,7290.71%+1,464
JEFFERIES FINL GROUP INC(JEF)222,748241,570+18,8227,3898,8490.72%+1,460
OCCIDENTAL PETE CORP(OXY)122,016132,348+10,3327,1758,5870.70%+1,412
RANGE RES CORP(RRC)244,280264,965+20,6857,1828,5880.70%+1,406
OWENS CORNING NEW(OC)78,57184,448+5,87710,25411,5200.93%+1,266
PIONEER NAT RES CO30,25632,818+2,5626,2687,5330.61%+1,265
SIMPLIFY EXCHANGE TRADED FUN
MANAGED FUTURES
045,026+45,02601,2400.10%+1,240
KRANESHARES TR037,882+37,88201,2340.10%+1,234
METLIFE INC(MET)0112,442+112,44207,0740.57%+7,074
DILLARDS INC(DDS)37,20040,350+3,15012,13813,3481.08%+1,211
COTERRA ENERGY INC288,920313,385+24,4657,3108,4770.69%+1,167
ETHAN ALLEN INTERIORS INC263,872286,216+22,3447,4628,5580.69%+1,096
LOEWS CORP(L)133,292141,951+8,6597,9158,9870.73%+1,072
INTERNATIONAL PAPER CO(IP)0173,505+173,50506,1540.50%+6,154
MR COOPER GROUP INC157,937168,423+10,4867,9989,0210.73%+1,023
CATHAY GEN BANCORP(CATY)0197,984+197,98406,8820.56%+6,882
DUPONT DE NEMOURS INC(DD)103,664112,442+8,7787,4068,3870.68%+981
SYLVAMO CORP(SLVM)0160,795+160,79506,9690.57%+6,969
PENSKE AUTOMOTIVE GRP INC(PAG)77,92583,407+5,48212,98513,9341.13%+949
CAL MAINE FOODS INC(CALM)0145,202+145,20207,0310.57%+7,031
WESTERN UN CO(WU)0373,910+373,91004,9280.40%+4,928
THE CIGNA GROUP(CI)28,27230,666+2,3947,9338,7730.71%+840
MOSAIC CO NEW(MOS)222,952241,831+18,8797,8038,6090.70%+806
LYONDELLBASELL INDUSTRIES N
SHS - A -
70,68076,665+5,9856,4917,2600.59%+770
AMERIPRISE FINL INC(AMP)30,00832,549+2,5419,96710,7310.87%+763
ALLSTATE CORP(ALL)060,794+60,79406,7730.55%+6,773
XEROX HOLDINGS CORP0324,683+324,68305,0940.41%+5,094
INVESCO ACTVELY MNGD ETC FD
OPTIMUM YIELD
548,477540,183-8,2947,4628,0760.66%+614
STEEL DYNAMICS INC(STLD)80,45086,057+5,6078,7639,2270.75%+464
RELIANCE STEEL & ALUMINUM CO(RS)46,19949,573+3,37412,54713,0001.05%+452
DEVON ENERGY CORP NEW(DVN)0134,769+134,76906,4280.52%+6,428
OXFORD INDS INC70,18476,127+5,9436,9087,3180.59%+411
THE ODP CORP163,240174,342+11,1027,6438,0460.65%+403
GREIF INC(GEF)110,608119,974+9,3667,6208,0150.65%+396
DOW INC(DOW)137,640149,295+11,6557,3317,6980.62%+367
OLIN CORP(OLN)129,456140,418+10,9626,6537,0180.57%+365
ALLY FINL INC(ALLY)0199,867+199,86705,3320.43%+5,332
ENCORE WIRE CORP42,64345,345+2,7027,9298,2740.67%+345
PULTE GROUP INC(PHM)165,222177,178+11,95612,83413,1201.06%+286
HUDSON PAC PPTYS INC042,389+42,38902820.02%+282
TILRAY BRANDS INC0215,985+215,98505160.04%+516
COPT DEFENSE PROPERTIES(CDP)011,400+11,40002720.02%+272
REGENCY CTRS CORP(REG)09,042+9,04205370.04%+537
ATKORE INC65,26069,971+4,71110,17710,4390.85%+262
ISHARES TR013,816+13,81601,4170.11%+1,417
PRINCIPAL FINANCIAL GROUP IN(PFG)109,368118,629+9,2618,2948,5500.69%+255
NUCOR CORP(NUE)73,59978,794+5,19512,06912,3191.00%+251
GLOBAL NET LEASE INC(GNL)049,379+49,37904750.04%+475
SNDL INC0245,840+245,84004670.04%+467
STAG INDL INC(STAG)06,346+6,34602190.02%+219
AVALONBAY CMNTYS INC01,235+1,23502120.02%+212
HAVERTY FURNITURE COS INC0221,925+221,92506,3870.52%+6,387
BROADSTONE NET LEASE INC(BNL)014,079+14,07902010.02%+201
ESSENTIAL PPTYS RLTY TR INC09,272+9,27202010.02%+201
PENNYMAC FINL SVCS INC NEW(PFSI)102,672111,366+8,6947,2197,4170.60%+198
FEDERATED HERMES INC(FHI)217,744236,182+18,4387,8067,9990.65%+193
LXP INDUSTRIAL TRUST(LXP)021,641+21,64101930.02%+193
ORION OFFICE REIT INC035,169+35,16901830.01%+183
INNOVATIVE INDL PPTYS INC(IIPR)09,059+9,05906850.06%+685
HELIX ENERGY SOLUTIONS GRP I(HLX)065,417+65,41707310.06%+731
HYDROFARM HLDGS GROUP INC0138,565+138,56501690.01%+169
AURORA CANNABIS INC0386,365+386,36502260.02%+226
AMERICAN FINL GROUP INC OHIO53,56858,104+4,5366,3616,4880.53%+127
CRONOS GROUP INC(CRON)0232,330+232,33004650.04%+465
LINCOLN NATL CORP IND(LNC)0112,980+112,98002,7890.23%+2,789
PERDOCEO ED CORP(PRDO)033,806+33,80605780.05%+578
AFC GAMMA INC024,675+24,67502900.02%+290
PBF ENERGY INC(PBF)013,063+13,06306990.06%+699
CAMBRIA ETF TR564,976548,367-16,60914,54214,6091.19%+67
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