$1.19 Billion is the total value of Cambria Investment Management, L.P.'s 271 reported holdings in Q4 2022. The portfolio turnover from Q3 2022 to Q4 2022 was 40.9% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SCHP | Sell | SCHWAB STRATEGIC TRus tips etf | $20,729,263 | -2.0% | 400,256 | -2.0% | 1.74% | -23.9% |
| IXC | Sell | ISHARES TRglobal energ etf | $14,611,893 | -19.5% | 374,760 | -31.1% | 1.22% | -37.5% |
| SHV | Sell | ISHARES TRshort treas bd | $14,432,145 | -44.3% | 131,296 | -44.2% | 1.21% | -56.8% |
| SHY | Sell | ISHARES TR1 3 yr treas bd | $14,413,519 | -44.2% | 177,572 | -44.1% | 1.21% | -56.7% |
| GMOM | Sell | CAMBRIA ETF TRglb moment etf | $12,988,085 | -2.6% | 458,618 | -2.6% | 1.09% | -24.4% |
| DBE | Sell | INVESCO DB MULTI-SECTOR COMMenergy fd | $12,485,185 | -10.2% | 550,736 | -10.4% | 1.05% | -30.3% |
| STLD | Sell | STEEL DYNAMICS INC | $8,476,452 | -7.2% | 86,760 | -32.6% | 0.71% | -28.0% |
| PDBC | Sell | INVESCO ACTVELY MNGD ETC FDoptimum yield | $7,432,168 | -61.5% | 502,853 | -57.8% | 0.62% | -70.1% |
| FMF | Sell | FIRST TR EXCHANGE-TRADED FDmngd futrs strgy | $4,627,624 | -68.2% | 97,219 | -65.6% | 0.39% | -75.3% |
| VMOT | Sell | EA SERIES TRUSTval momtm trnd | $2,102,727 | -27.4% | 86,248 | -25.9% | 0.18% | -43.8% |
| RFP | Sell | RESOLUTE FST PRODS INC | $1,497,655 | -79.2% | 69,368 | -80.7% | 0.13% | -83.8% |
| MUB | Sell | ISHARES TRnational mun etf | $1,397,353 | +2.1% | 13,242 | -0.7% | 0.12% | -20.9% |
| OAS | Sell | CHORD ENERGY CORPORATION | $1,395,736 | -83.8% | 10,202 | -83.8% | 0.12% | -87.4% |
| IEF | Sell | ISHARES TR7-10 yr trsy bd | $1,060,380 | -92.6% | 11,071 | -92.6% | 0.09% | -94.2% |
| UVV | Sell | UNIVERSAL CORP VA | $633,720 | -3.7% | 12,000 | -16.0% | 0.05% | -25.4% |
| SMG | Sell | SCOTTS MIRACLE-GRO COcl a | $621,952 | -4.3% | 12,800 | -15.8% | 0.05% | -25.7% |
| SGOL | Sell | ABRDN GOLD ETF TRUST | $515,040 | +5.1% | 29,481 | -4.2% | 0.04% | -18.9% |
| VTEB | Sell | VANGUARD MUN BD FDStax exempt bd | $438,810 | -5.2% | 8,866 | -7.8% | 0.04% | -26.0% |
| VICI | Sell | VICI PPTYS INC | $408,240 | -2.3% | 12,600 | -10.0% | 0.03% | -24.4% |
| ADC | Sell | AGREE RLTY CORP | $383,022 | -5.4% | 5,400 | -10.0% | 0.03% | -27.3% |
| PSA | Sell | PUBLIC STORAGE | $353,039 | -13.9% | 1,260 | -10.0% | 0.03% | -31.8% |
| UBA | Sell | URSTADT BIDDLE PPTYS INCcl a | $341,100 | +10.0% | 18,000 | -10.0% | 0.03% | -12.1% |
| NNN | Sell | NATIONAL RETAIL PROPERTIES I | $329,472 | +3.3% | 7,200 | -10.0% | 0.03% | -17.6% |
| BRX | Sell | BRIXMOR PPTY GROUP INC | $326,448 | +10.3% | 14,400 | -10.0% | 0.03% | -15.6% |
| KIM | Sell | KIMCO RLTY CORP | $304,992 | +3.4% | 14,400 | -10.0% | 0.03% | -18.8% |
| SITC | Sell | SITE CTRS CORP | $295,056 | +14.8% | 21,600 | -10.0% | 0.02% | -10.7% |
| BFS | Sell | SAUL CTRS INC | $292,896 | -2.4% | 7,200 | -10.0% | 0.02% | -21.9% |
| CTO | Sell | CTO RLTY GROWTH INC NEW | $296,136 | -12.1% | 16,200 | -10.0% | 0.02% | -30.6% |
| REXR | Sell | REXFORD INDL RLTY INC | $295,056 | -5.4% | 5,400 | -10.0% | 0.02% | -26.5% |
| MAA | Sell | MID-AMER APT CMNTYS INC | $282,582 | -8.8% | 1,800 | -10.0% | 0.02% | -27.3% |
| OFC | Sell | CORPORATE OFFICE PPTYS TRsh ben int | $280,152 | +0.4% | 10,800 | -10.0% | 0.02% | -23.3% |
| ROIC | Sell | RETAIL OPPORTUNITY INVTS COR | $270,540 | -1.6% | 18,000 | -10.0% | 0.02% | -23.3% |
| ALEX | Sell | ALEXANDER & BALDWIN INC NEW | $269,712 | +1.8% | 14,400 | -10.0% | 0.02% | -20.7% |
| RPT | Sell | RPT REALTYsh ben int | $253,008 | +19.3% | 25,200 | -10.0% | 0.02% | -8.7% |
| PGRE | Sell | PARAMOUNT GROUP INC | $235,224 | -14.2% | 39,600 | -10.0% | 0.02% | -33.3% |
| KRC | Sell | KILROY RLTY CORP | $208,818 | -17.5% | 5,400 | -10.0% | 0.02% | -33.3% |
| HIW | Sell | HIGHWOODS PPTYS INC | $201,456 | -6.7% | 7,200 | -10.0% | 0.02% | -26.1% |
| FSP | Sell | FRANKLIN STR PPTYS CORP | $171,990 | -6.5% | 63,000 | -10.0% | 0.01% | -30.0% |
| PDM | Sell | PIEDMONT OFFICE REALTY TR IN | $165,060 | -21.8% | 18,000 | -10.0% | 0.01% | -39.1% |
| AGFY | Exit | AGRIFY CORP | $0 | – | -97,926 | -100.0% | -0.01% | – |
| VTIP | Exit | VANGUARD MALVERN FDSstrm infproidx | $0 | – | -4,667 | -100.0% | -0.02% | – |
| CIO | Exit | CITY OFFICE REIT INC | $0 | – | -22,000 | -100.0% | -0.02% | – |
| LSI | Exit | LIFE STORAGE INC | $0 | – | -2,000 | -100.0% | -0.02% | – |
| BNL | Exit | BROADSTONE NET LEASE INC | $0 | – | -16,000 | -100.0% | -0.03% | – |
| NSA | Exit | NATIONAL STORAGE AFFILIATES | $0 | – | -6,000 | -100.0% | -0.03% | – |
| OLP | Exit | ONE LIBERTY PPTYS INC | $0 | – | -12,000 | -100.0% | -0.03% | – |
| WRE | Exit | WASHINGTON REAL ESTATE INVTsh ben int | $0 | – | -16,000 | -100.0% | -0.03% | – |
| DRE | Exit | DUKE REALTY CORP | $0 | – | -6,000 | -100.0% | -0.03% | – |
| IRCLF | Exit | INTERCURE LTD | $0 | – | -62,966 | -100.0% | -0.03% | – |
| EXR | Exit | EXTRA SPACE STORAGE INC | $0 | – | -2,000 | -100.0% | -0.04% | – |
| BRG | Exit | BLUEROCK RESIDENTIAL GWT REI | $0 | – | -14,000 | -100.0% | -0.04% | – |
| IPI | Exit | INTREPID POTASH INC | $0 | – | -13,834 | -100.0% | -0.06% | – |
| AA | Exit | ALCOA CORP | $0 | – | -17,088 | -100.0% | -0.06% | – |
| ANDE | Exit | ANDERSONS INC | $0 | – | -19,328 | -100.0% | -0.06% | – |
| BXC | Exit | BLUELINX HLDGS INC | $0 | – | -9,856 | -100.0% | -0.07% | – |
| CLR | Exit | CONTINENTAL RES INC | $0 | – | -10,688 | -100.0% | -0.08% | – |
| ARCB | Exit | ARCBEST CORP | $0 | – | -11,584 | -100.0% | -0.09% | – |
| Y | Exit | ALLEGHANY CORP MD | $0 | – | -1,344 | -100.0% | -0.12% | – |
| WOR | Exit | WORTHINGTON INDS INC | $0 | – | -88,530 | -100.0% | -0.36% | – |
| BBBY | Exit | BED BATH & BEYOND INC | $0 | – | -623,944 | -100.0% | -0.41% | – |
| RGR | Exit | STURM RUGER & CO INC | $0 | – | -78,390 | -100.0% | -0.43% | – |
| LYB | Exit | LYONDELLBASELL INDUSTRIES N | $0 | – | -55,575 | -100.0% | -0.45% | – |
| HOPE | Exit | HOPE BANCORP INC | $0 | – | -426,008 | -100.0% | -0.58% | – |
| AGO | Exit | ASSURED GUARANTY LTD | $0 | – | -117,195 | -100.0% | -0.61% | – |
| CMA | Exit | COMERICA INC | $0 | – | -82,485 | -100.0% | -0.63% | – |
| TAIL | Exit | CAMBRIA ETF TRtail risk | $0 | – | -810,965 | -100.0% | -1.48% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2023-02-13
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| VANGUARD TOT BOND MKT ETF | 36 | Q3 2023 | 5.3% |
| CAMBRIA SHAREHOLDER YIELD ETF | 36 | Q3 2023 | 4.6% |
| CAMBRIA GLOBAL VALUE ETF | 36 | Q3 2023 | 3.2% |
| CAMBRIA FORGN SHRHLDR ETF | 36 | Q3 2023 | 3.4% |
| VANGUARD TOTAL INTL BOND | 36 | Q3 2023 | 1.7% |
| ALLSTATE CORP | 36 | Q3 2023 | 1.0% |
| AMERIPRISE FINL INC | 36 | Q3 2023 | 1.0% |
| SPDR SER TR | 36 | Q3 2023 | 0.9% |
| VANGUARD-S/T CORP (ETF) | 36 | Q3 2023 | 1.4% |
| UNUM GROUP | 36 | Q3 2023 | 0.8% |
View Cambria Investment Management, L.P.'s complete holdings history.
Latest filings
| Type | Filed |
|---|---|
| 13F-HR | 2024-02-13 |
| 13F-HR | 2023-11-13 |
| 13F-HR | 2023-08-10 |
| 13F-HR | 2023-05-11 |
| 13F-HR | 2023-02-13 |
| 13F-HR | 2022-11-08 |
| 13F-HR | 2022-07-27 |
| 13F-HR | 2022-05-16 |
| 13F-HR | 2022-02-03 |
| 13F-HR | 2021-10-26 |
View Cambria Investment Management, L.P.'s complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.