0001398344-21-002295.txt : 20210204 0001398344-21-002295.hdr.sgml : 20210204 20210204105241 ACCESSION NUMBER: 0001398344-21-002295 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20201231 FILED AS OF DATE: 20210204 DATE AS OF CHANGE: 20210204 EFFECTIVENESS DATE: 20210204 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Cambria Investment Management, L.P. CENTRAL INDEX KEY: 0001529389 IRS NUMBER: 205074578 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-17008 FILM NUMBER: 21589552 BUSINESS ADDRESS: STREET 1: 2321 ROSECRANS AVENUE STREET 2: SUITE 3225 CITY: EL SEGUNDO STATE: CA ZIP: 90245 BUSINESS PHONE: 310-606-5555 MAIL ADDRESS: STREET 1: 2321 ROSECRANS AVENUE STREET 2: SUITE 3225 CITY: EL SEGUNDO STATE: CA ZIP: 90245 FORMER COMPANY: FORMER CONFORMED NAME: Cambria Investment Management, Inc. DATE OF NAME CHANGE: 20110907 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001529389 XXXXXXXX 12-31-2020 12-31-2020 false Cambria Investment Management, L.P.

2321 ROSECRANS AVENUE SUITE 3225 EL SEGUNDO CA 90245

13F HOLDINGS REPORT 028-17008 N Mebane Faber 310-683-5500 /s/ Mebane Faber El Segundo CA 02-02-2021 0 185 293822 INFORMATION TABLE 2 fp0061454_13fhr-table.xml 13F INFORMATION TABLE ABERDEEN STD GOLD ETF TR PHYSCL GOLD SHS 00326A104 550 30061 SH SOLE 0 0 30061 ACUITY BRANDS INC COM 00508Y102 753 6216 SH SOLE 6216 0 0 AERCAP HOLDINGS NV SHS N00985106 1224 26862 SH SOLE 26862 0 0 AFLAC INC COM 001055102 568 12774 SH SOLE 12774 0 0 ALLSTATE CORP COM 020002101 676 6153 SH SOLE 6153 0 0 ALLY FINL INC COM 02005N100 742 20794 SH SOLE 20794 0 0 ALPHA ARCHITECT ETF TR US QUAN MOMENTUM 02072L409 2211 42222 SH SOLE 42222 0 0 ALPHA ARCHITECT ETF TR VAL MOMTM TRND 02072L508 1690 64741 SH SOLE 64741 0 0 ALPHA ARCHITECT ETF TR INTL QUAN MOMNTM 02072L300 1211 35118 SH SOLE 35118 0 0 ALTRIA GROUP INC COM 02209S103 533 13000 SH SOLE 13000 0 0 AMC NETWORKS INC CL A 00164V103 819 22903 SH SOLE 22903 0 0 AMERICAN FIN TR INC COM CLASS A 02607T109 113 15252 SH SOLE 15252 0 0 AMERIPRISE FINL INC COM 03076C106 871 4481 SH SOLE 4481 0 0 ANTERO MIDSTREAM CORP COM 03676B102 87 11232 SH SOLE 11232 0 0 ANTERO RESOURCES CORP COM 03674X106 154 28219 SH SOLE 28219 0 0 APHRIA INC COM 03765K104 1332 192468 SH SOLE 192468 0 0 APPLE INC COM 037833100 1616 12176 SH SOLE 12176 0 0 ARENA PHARMACEUTICALS INC COM NEW 040047607 845 10998 SH SOLE 10998 0 0 ARROW ELECTRS INC COM 042735100 810 8325 SH SOLE 8325 0 0 ASSURED GUARANTY LTD COM G0585R106 466 14808 SH SOLE 14808 0 0 AURORA CANNABIS INC COM 05156X884 236 28457 SH SOLE 28457 0 0 BAKER HUGHES COMPANY CL A 05722G100 791 37925 SH SOLE 37925 0 0 BIOGEN INC COM 09062X103 616 2516 SH SOLE 2516 0 0 BMC STK HLDGS INC COM 05591B109 226 4206 SH SOLE 4206 0 0 BOISE CASCADE CO DEL COM 09739D100 826 17296 SH SOLE 17296 0 0 BRUNSWICK CORP COM 117043109 827 10841 SH SOLE 10841 0 0 BUCKLE INC COM 118440106 1057 36196 SH SOLE 36196 0 0 CABOT CORP COM 127055101 722 16095 SH SOLE 16095 0 0 CAMBRIA ETF TR GLB MOMENT ETF 132061508 14630 564410 SH SOLE 0 0 564410 CAMBRIA ETF TR EMRG SHAREHLDR 132061706 14446 418543 SH SOLE 380799 0 37744 CAMBRIA ETF TR SHSHLD YIELD ETF 132061201 13258 297333 SH SOLE 247391 0 49942 CAMBRIA ETF TR SOVEREIGN BD ETF 132061805 11807 445312 SH SOLE 362337 0 82975 CAMBRIA ETF TR CAMBRIA FGN SHR 132061300 9645 399210 SH SOLE 355107 0 44103 CAMBRIA ETF TR VALUE MOMENTUM 132061888 7485 385901 SH SOLE 232759 0 153142 CAMBRIA ETF TR GLOBAL VALUE ETF 132061409 7378 345040 SH SOLE 198286 0 146754 CAMBRIA ETF TR GBL REAL EST ETF 132061813 4790 165676 SH SOLE 165676 0 0 CANOPY GROWTH CORP COM 138035100 1128 45760 SH SOLE 45760 0 0 CBDMD INC COM 12482W101 197 66664 SH SOLE 66664 0 0 CHEVRON CORP NEW COM 166764100 450 5328 SH SOLE 5328 0 0 CHINA PETROLEUM & CHEMICAL C SPON ADR H SHS 16941R108 244 5479 SH SOLE 5479 0 0 CITIZENS FINL GROUP INC COM 174610105 668 18686 SH SOLE 18686 0 0 CONCHO RES INC COM 20605P101 717 12284 SH SOLE 12284 0 0 CONOCOPHILLIPS COM 20825C104 459 11470 SH SOLE 11470 0 0 CONSTELLATION BRANDS INC CL A 21036P108 1147 5238 SH SOLE 5238 0 0 COPA HOLDINGS SA CL A P31076105 1000 12950 SH SOLE 12950 0 0 CORECIVIC INC COM 21871N101 71 10902 SH SOLE 10902 0 0 CRONOS GROUP INC COM 22717L101 587 84578 SH SOLE 84578 0 0 CUMMINS INC COM 231021106 935 4118 SH SOLE 4118 0 0 CVR ENERGY INC COM 12662P108 399 26788 SH SOLE 26788 0 0 DILLARDS INC CL A 254067101 656 10397 SH SOLE 10397 0 0 DISCOVER FINL SVCS COM 254709108 734 8103 SH SOLE 8103 0 0 DISCOVERY INC COM SER A 25470F104 824 27380 SH SOLE 27380 0 0 DISCOVERY INC COM SER C 25470F302 786 30007 SH SOLE 30007 0 0 DISH NETWORK CORPORATION CL A 25470M109 678 20979 SH SOLE 20979 0 0 DIVERSIFIED HEALTHCARE TR COM SH BEN INT 25525P107 114 27642 SH SOLE 27642 0 0 DOMTAR CORP COM NEW 257559203 739 23347 SH SOLE 23347 0 0 DUPONT DE NEMOURS INC COM 26614N102 1100 15466 SH SOLE 15466 0 0 EATON CORP PLC SHS G29183103 961 7997 SH SOLE 7997 0 0 ELEMENT SOLUTIONS INC COM 28618M106 1044 58904 SH SOLE 58904 0 0 FEDERATED HERMES INC CL B 314211103 718 24864 SH SOLE 24864 0 0 FIAT CHRYSLER AUTOMOBILES N SHS N31738102 1298 71743 SH SOLE 71743 0 0 FIRST TR EXCHANGE-TRADED FD MNGD FUTRS STRGY 33739G103 1070 23630 SH SOLE 23630 0 0 FOOT LOCKER INC COM 344849104 636 15725 SH SOLE 15725 0 0 FOX CORP CL B COM 35137L204 611 21164 SH SOLE 21164 0 0 FRANKLIN STR PPTYS CORP COM 35471R106 97 22230 SH SOLE 22230 0 0 GAMESTOP CORP NEW CL A 36467W109 2312 122729 SH SOLE 122729 0 0 GENERAL MTRS CO COM 37045V100 1069 25678 SH SOLE 25678 0 0 GEO GROUP INC NEW COM 36162J106 110 12432 SH SOLE 12432 0 0 GRANITESHARES GOLD TR SHS BEN INT 38748G101 504 26697 SH SOLE 26697 0 0 GREENLANE HLDGS INC CL A 395330103 1075 271570 SH SOLE 271570 0 0 GROWGENERATION CORP COM 39986L109 741 18434 SH SOLE 18434 0 0 GUESS INC COM 401617105 808 35705 SH SOLE 35705 0 0 GW PHARMACEUTICALS PLC ADS 36197T103 1593 13806 SH SOLE 13806 0 0 HALLIBURTON CO COM 406216101 1622 85803 SH SOLE 85803 0 0 HECLA MNG CO COM 422704106 178 27474 SH SOLE 27474 0 0 HELMERICH & PAYNE INC COM 423452101 722 31154 SH SOLE 31154 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 527 44481 SH SOLE 44481 0 0 HEXO CORP COM NEW 428304307 133 36030 SH SOLE 36030 0 0 HOLLYFRONTIER CORP COM 436106108 603 23310 SH SOLE 23310 0 0 HOWMET AEROSPACE INC COM 443201108 1017 35631 SH SOLE 35631 0 0 HP INC COM 40434L105 879 35742 SH SOLE 35742 0 0 HUNTSMAN CORP COM 447011107 876 34854 SH SOLE 34854 0 0 INNOVATIVE INDL PPTYS INC COM 45781V101 1589 8678 SH SOLE 8678 0 0 INTEL CORP COM 458140100 649 13024 SH SOLE 13024 0 0 INTERNATIONAL PAPER CO COM 460146103 791 15910 SH SOLE 15910 0 0 INVESCO ACTIVLY MANGD ETC FD OPTIMUM YIELD 46090F100 5417 354941 SH SOLE 322320 0 32621 INVESCO DB MULTI-SECTOR COMM BASE METALS FD 46140H700 4943 286409 SH SOLE 286409 0 0 INVESCO DB MULTI-SECTOR COMM PRECIOUS METAL 46140H502 4524 85759 SH SOLE 85759 0 0 ISHARES INC MSCI COLMBIA ETF 46434G202 9420 829250 SH SOLE 829250 0 0 ISHARES INC MSCI GBL GOLD MN 46434G855 4061 135863 SH SOLE 135863 0 0 ISHARES TR GLOBAL MATER ETF 464288695 6450 79224 SH SOLE 79224 0 0 ISHARES TR GLOBAL TECH ETF 464287291 6107 20354 SH SOLE 20354 0 0 ISHARES TR GLB CNS DISC ETF 464288745 4995 32112 SH SOLE 32112 0 0 ISHARES TR NATIONAL MUN ETF 464288414 1340 11431 SH SOLE 0 0 11431 ISHARES TR SHORT TREAS BD 464288679 825 7471 SH SOLE 7467 0 4 JPMORGAN CHASE & CO COM 46625H100 715 5628 SH SOLE 5628 0 0 JUNIPER NETWORKS INC COM 48203R104 644 28601 SH SOLE 28601 0 0 LINCOLN NATL CORP IND COM 534187109 547 10878 SH SOLE 10878 0 0 LOUISIANA PAC CORP COM 546347105 981 26382 SH SOLE 26382 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 685 7474 SH SOLE 7474 0 0 M & T BK CORP COM 55261F104 532 4181 SH SOLE 4181 0 0 MANAGER DIRECTED PORTFOLIOS IM DBI MNGD FU 56170L828 204 7972 SH SOLE 7972 0 0 MANPOWERGROUP INC COM 56418H100 724 8029 SH SOLE 8029 0 0 MARRIOTT VACTINS WORLDWID CO COM 57164Y107 1391 10138 SH SOLE 10138 0 0 MCKESSON CORP COM 58155Q103 935 5377 SH SOLE 5377 0 0 MEREDITH CORP COM 589433101 637 33189 SH SOLE 33189 0 0 METLIFE INC COM 59156R108 657 13986 SH SOLE 13986 0 0 MSC INDL DIRECT INC CL A 553530106 856 10138 SH SOLE 10138 0 0 MURPHY OIL CORP COM 626717102 1015 83879 SH SOLE 83879 0 0 NEPTUNE WELLNESS SOLUTIONS I COM 64079L105 172 110292 SH SOLE 110292 0 0 NEWAGE INC COM 650194103 531 201994 SH SOLE 201994 0 0 NEWS CORP NEW CL A 65249B109 876 48766 SH SOLE 48766 0 0 NORDIC AMERICAN TANKERS LIMI COM G65773106 51 17322 SH SOLE 17322 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 1402 25666 SH SOLE 25666 0 0 NUCOR CORP COM 670346105 710 13357 SH SOLE 13357 0 0 NVENT ELECTRIC PLC SHS G6700G107 770 33041 SH SOLE 33041 0 0 OLIN CORP COM PAR $1 680665205 857 34891 SH SOLE 34891 0 0 PACIFIC ETHANOL INC COM 69423U305 64 11748 SH SOLE 11748 0 0 PHILIP MORRIS INTL INC COM 718172109 620 7488 SH SOLE 7488 0 0 PNC FINL SVCS GROUP INC COM 693475105 700 4699 SH SOLE 4699 0 0 QURATE RETAIL INC COM SER A 74915M100 1190 108529 SH SOLE 108529 0 0 RALPH LAUREN CORP CL A 751212101 730 7036 SH SOLE 7036 0 0 RANGE RES CORP COM 75281A109 92 13782 SH SOLE 13782 0 0 REGAL BELOIT CORP COM 758750103 947 7714 SH SOLE 7714 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 722 6031 SH SOLE 6031 0 0 RENEWABLE ENERGY GROUP INC COM NEW 75972A301 236 3335 SH SOLE 3335 0 0 RENT A CTR INC NEW COM 76009N100 1606 41964 SH SOLE 41964 0 0 SANMINA CORPORATION COM 801056102 721 22607 SH SOLE 22607 0 0 SCHLUMBERGER LTD COM 806857108 730 33448 SH SOLE 33448 0 0 SCHWAB STRATEGIC TR US TIPS ETF 808524870 2183 35170 SH SOLE 35170 0 0 SCHWAB STRATEGIC TR INTL EQTY ETF 808524805 206 5715 SH SOLE 0 0 5715 SCHWEITZER-MAUDUIT INTL INC COM 808541106 723 17982 SH SOLE 17982 0 0 SCOTTS MIRACLE GRO CO CL A 810186106 1241 6234 SH SOLE 6234 0 0 SLM CORP COM 78442P106 724 58423 SH SOLE 58423 0 0 SNAP ON INC COM 833034101 728 4255 SH SOLE 4255 0 0 SOUTHWESTERN ENERGY CO COM 845467109 92 30833 SH SOLE 30833 0 0 SPDR SER TR FTSE INT GVT ETF 78464A490 2250 38329 SH SOLE 38329 0 0 STEEL DYNAMICS INC COM 858119100 829 22496 SH SOLE 22496 0 0 SYNCHRONY FINANCIAL COM 87165B103 685 19732 SH SOLE 19732 0 0 TILRAY INC COM CL 2 88688T100 250 30264 SH SOLE 30264 0 0 TOLL BROTHERS INC COM 889478103 1359 31265 SH SOLE 31265 0 0 TRI POINTE GROUP INC COM 87265H109 709 41107 SH SOLE 41107 0 0 TRINSEO S A SHS L9340P101 1332 26011 SH SOLE 26011 0 0 TURNING PT BRANDS INC COM 90041L105 813 18252 SH SOLE 18252 0 0 TYSON FOODS INC CL A 902494103 610 9472 SH SOLE 9472 0 0 UNITED AIRLS HLDGS INC COM 910047109 762 17612 SH SOLE 17612 0 0 UNIVERSAL CORP VA COM 913456109 263 5408 SH SOLE 5408 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 758 5513 SH SOLE 5513 0 0 UNUM GROUP COM 91529Y106 513 22348 SH SOLE 22348 0 0 URSTADT BIDDLE PPTYS INC CL A 917286205 147 10416 SH SOLE 10416 0 0 US BANCORP DEL COM NEW 902973304 557 11951 SH SOLE 11951 0 0 VALERO ENERGY CORP COM 91913Y100 444 7845 SH SOLE 7845 0 0 VANECK VECTORS ETF TR EMERGING MKTS HI 92189F353 1761 73674 SH SOLE 73674 0 0 VANECK VECTORS ETF TR INTL HIGH YIELD 92189F445 912 35144 SH SOLE 35144 0 0 VANECK VECTORS ETF TR JP MORGAN MKTS 92189H300 451 13543 SH SOLE 0 0 13543 VANGUARD BD INDEX FDS TOTAL BND MRKT 921937835 7511 85171 SH SOLE 62992 0 22179 VANGUARD BD INDEX FDS LONG TERM BOND 921937793 4969 45318 SH SOLE 45318 0 0 VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 2244 38330 SH SOLE 37195 0 1135 VANGUARD INDEX FDS SM CP VAL ETF 922908611 5147 36190 SH SOLE 35720 0 470 VANGUARD INDEX FDS SMALL CP ETF 922908751 5135 26380 SH SOLE 26379 0 1 VANGUARD INDEX FDS REAL ESTATE ETF 922908553 573 6751 SH SOLE 0 0 6751 VANGUARD INTL EQUITY INDEX F GLB EX US ETF 922042676 499 9191 SH SOLE 0 0 9191 VANGUARD MUN BD FDS TAX EXEMPT BD 922907746 493 8929 SH SOLE 0 0 8929 VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 5184 74672 SH SOLE 74672 0 0 VANGUARD SCOTTSDALE FDS LONG TERM TREAS 92206C847 1754 18296 SH SOLE 18296 0 0 VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 1453 14954 SH SOLE 14954 0 0 VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 881 10582 SH SOLE 10582 0 0 VANGUARD TAX-MANAGED INTL FD FTSE DEV MKT ETF 921943858 5039 106736 SH SOLE 105086 0 1650 VIACOMCBS INC CL B 92556H206 922 24753 SH SOLE 24753 0 0 VILLAGE FARMS INTL INC COM 92707Y108 925 91208 SH SOLE 91208 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 867 41847 SH SOLE 41847 0 0 VOYA FINANCIAL INC COM 929089100 709 12062 SH SOLE 12062 0 0 WADDELL & REED FINL INC CL A 930059100 968 38003 SH SOLE 38003 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 487 12210 SH SOLE 12210 0 0 WASHINGTON PRIME GROUP NEW COM 93964W405 122 18770 SH SOLE 18770 0 0 WELLS FARGO CO NEW COM 949746101 392 12987 SH SOLE 12987 0 0 WESTERN UN CO COM 959802109 631 28754 SH SOLE 28754 0 0 WHIRLPOOL CORP COM 963320106 1175 6512 SH SOLE 6512 0 0 WISDOMTREE TR FUTRE STRAT FD 97717W125 5007 134993 SH SOLE 39641 0 95352 WISDOMTREE TR US QLT SHRHD YLD 97717W547 378 3835 SH SOLE 0 0 3835 WORLD FUEL SVCS CORP COM 981475106 677 21719 SH SOLE 21719 0 0 WORTHINGTON INDS INC COM 981811102 937 18250 SH SOLE 18250 0 0 WYNDHAM DESTINATIONS INC COM 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