0001172661-24-000793.txt : 20240213 0001172661-24-000793.hdr.sgml : 20240213 20240213134538 ACCESSION NUMBER: 0001172661-24-000793 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20231231 FILED AS OF DATE: 20240213 DATE AS OF CHANGE: 20240213 EFFECTIVENESS DATE: 20240213 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Cambria Investment Management, L.P. CENTRAL INDEX KEY: 0001529389 ORGANIZATION NAME: 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: 24624417 BUSINESS ADDRESS: STREET 1: 3300 HIGHLAND AVE CITY: MANHATTAN BEACH STATE: CA ZIP: 90266 BUSINESS PHONE: 310-606-5555 MAIL ADDRESS: STREET 1: 3300 HIGHLAND AVE CITY: MANHATTAN BEACH STATE: CA ZIP: 90266 FORMER COMPANY: FORMER CONFORMED NAME: Cambria Investment Management, Inc. DATE OF NAME CHANGE: 20110907 13F-HR 1 primary_doc.xml X0202 13F-HR LIVE false false false 0001529389 XXXXXXXX 12-31-2023 12-31-2023 false Cambria Investment Management, L.P.

3300 HIGHLAND AVE Manhattan Beach CA 90266

13F HOLDINGS REPORT 028-17008 000141600 801-71786 N Jonathan Keetz 310-683-5500 /s/ Jonathan Keetz Manhattan Beach CA 02-13-2024 1 295 1436708502 1 0001600064 028-19397 000164201 801-76857 Tidal Investments LLC INFORMATION TABLE 2 infotable.xml ABRDN GOLD ETF TRUST PHYSCL GOLD SHS 00326A104 BBG001SCTFP8 484074 24522 SH SOLE 0 0 24522 ACADEMY SPORTS & OUTDOORS IN COM 00402L107 BBG00X7L1CW0 10987680 166480 SH DFND 1 0 0 166480 ACADIA RLTY TR COM SH BEN INT 004239109 BBG001S7KXT5 265622 15634 SH DFND 1 0 0 15634 ACM RESH INC COM CL A 00108J109 BBG00HPSG942 469859 24046 SH DFND 1 0 0 24046 ADTALEM GLOBAL ED INC COM 00737L103 13941852 236503 SH DFND 1 0 0 236503 ADVANCE AUTO PARTS INC COM 00751Y106 BBG001SD2SB2 5498315 90092 SH DFND 1 0 0 90092 AFC GAMMA INC COM 00109K105 BBG00YPSX5R9 296840 24675 SH DFND 1 0 0 24675 AFFILIATED MANAGERS GROUP IN COM 008252108 BBG001S6DMD6 9525681 62909 SH DFND 1 0 0 62909 AFLAC INC COM 001055102 12813076 155310 SH DFND 1 0 0 155310 ALPHA METALLURGICAL 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134670 PENSKE AUTOMOTIVE GRP INC COM 70959W103 BBG001S96493 14768044 92007 SH DFND 1 0 0 92007 PERDOCEO ED CORP COM 71363P106 BBG001S6M491 635479 36189 SH DFND 1 0 0 36189 PERMIAN RESOURCES CORP CLASS A COM 71424F105 BBG00D61Y2G3 1279474 94079 SH DFND 1 0 0 94079 PHILIP MORRIS INTL INC COM 718172109 BBG001STP9N1 691488 7350 SH DFND 1 0 0 7350 PHILLIPS 66 COM 718546104 BBG00286S4P7 419924 3154 SH DFND 1 0 0 3154 PHOTRONICS INC COM 719405102 BBG001S5V7C2 768345 24493 SH DFND 1 0 0 24493 PIONEER NAT RES CO COM 723787107 BBG001S7V1J4 8478426 37702 SH DFND 1 0 0 37702 PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 12561742 787570 SH DFND 1 0 0 787570 PRIMERICA INC COM 74164M108 BBG001T5ZSQ6 445265 2164 SH DFND 1 0 0 2164 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 BBG001SD3148 10777082 136991 SH DFND 1 0 0 136991 PROG HOLDINGS INC COM NPV 74319R101 BBG00VSH86H3 9036508 292349 SH DFND 1 0 0 292349 PULTE GROUP INC COM 745867101 13916739 134826 SH DFND 1 0 0 134826 PVH CORPORATION COM 693656100 BBG001S5VGY8 588741 4821 SH DFND 1 0 0 4821 RADIAN GROUP INC COM 750236101 BBG001SBWXG7 453945 15900 SH DFND 1 0 0 15900 RAMACO RES INC COM CL A 75134P600 BBG00BCQJ2W4 452521 26340 SH DFND 1 0 0 26340 RANGE RES CORP COM 75281A109 BBG001SBZNN8 9472532 311187 SH DFND 1 0 0 311187 REGENCY CTRS CORP COM 758849103 BBG001S7H752 605814 9042 SH DFND 1 0 0 9042 REINSURANCE GRP OF AMERICA I COM NEW 759351604 BBG001S6P9Q8 429849 2657 SH DFND 1 0 0 2657 RELIANCE STEEL & ALUMINUM CO COM 759509102 BBG001S81M27 609982 2181 SH DFND 1 0 0 2181 REMITLY GLOBAL INC COM 75960P104 BBG012C7JTN6 429629 22123 SH DFND 1 0 0 22123 RETAIL OPPORTUNITY INVTS COR COM 76131N101 BBG001T0CM94 266570 19000 SH DFND 1 0 0 19000 REXFORD INDL RLTY INC COM 76169C100 BBG004MB82S9 319770 5700 SH DFND 1 0 0 5700 RYDER SYS INC COM 783549108 BBG001S5VK15 11198675 97329 SH DFND 1 0 0 97329 RYERSON HLDG CORP COM 783754104 BBG001T6NHM5 13514796 389700 SH DFND 1 0 0 389700 SABRA HEALTH CARE REIT INC COM 78573L106 BBG001SGNMK5 343793 24092 SH DFND 1 0 0 24092 SAUL CTRS INC COM 804395101 BBG001S7F7J9 298452 7600 SH DFND 1 0 0 7600 SCHWAB STRATEGIC TR US TIPS ETF 808524870 BBG001T9F777 815948 15631 SH SOLE 0 0 15631 SCHWAB STRATEGIC TR US TIPS ETF 808524870 3703434 70947 SH DFND 1 0 0 70947 SCOTTS MIRACLE-GRO CO CL A 810186106 BBG001S5W5H0 669375 10500 SH DFND 1 0 0 10500 SIMPLIFY EXCHANGE TRADED FUN MANAGED FUTURES 82889N699 BBG015TRLF27 1011024 42840 SH DFND 1 0 0 42840 SITE CTRS CORP COM 82981J109 BBG001S76RV1 310764 22800 SH DFND 1 0 0 22800 SKYWEST INC COM 830879102 BBG001S5W465 521060 9982 SH DFND 1 0 0 9982 SLM CORP COM 78442P106 BBG001S5W4T0 9225649 482513 SH DFND 1 0 0 482513 SM ENERGY CO COM 78454L100 BBG001S6W0J7 9302132 240241 SH DFND 1 0 0 240241 SNDL INC COM 83307B101 BBG00PNJJW51 403178 245840 SH DFND 1 0 0 245840 SPDR SER TR FTSE INT GVT ETF 78464A490 3609230 86057 SH DFND 1 0 0 86057 SPIRIT RLTY CAP INC NEW COM NEW 84860W300 BBG0027Z6XS1 327893 7505 SH DFND 1 0 0 7505 STAG INDL INC COM 85254J102 BBG001T9F312 249144 6346 SH DFND 1 0 0 6346 STEEL DYNAMICS INC COM 858119100 12078559 102274 SH DFND 1 0 0 102274 STERLING INFRASTRUCTURE INC COM 859241101 BBG001SC9C40 643648 7320 SH DFND 1 0 0 7320 SUNSTONE HOTEL INVS INC NEW COM 867892101 BBG001SM4XW6 264741 24673 SH DFND 1 0 0 24673 SYLVAMO CORP COMMON STOCK 871332102 BBG0122M8040 8921863 181671 SH DFND 1 0 0 181671 SYNCHRONY FINANCIAL COM 87165B103 BBG00658F3Q2 7259613 190092 SH DFND 1 0 0 190092 TANGER INC COM 875465106 BBG001S7BZV7 454525 16397 SH DFND 1 0 0 16397 TAPESTRY INC COM 876030107 BBG001SFH7D5 8631356 234484 SH DFND 1 0 0 234484 TAYLOR MORRISON HOME CORP COM 87724P106 BBG003PGJJF2 663141 12430 SH DFND 1 0 0 12430 TELEPHONE & DATA SYS INC COM NEW 879433829 BBG001S5WM29 488257 26608 SH DFND 1 0 0 26608 TEXTRON INC COM 883203101 BBG001S5WZ39 10521590 130833 SH DFND 1 0 0 130833 THE CIGNA GROUP COM 125523100 BBG00KXRCDQ9 10359473 34595 SH DFND 1 0 0 34595 THE ODP CORP COM 88337F105 BBG00R24W7Y1 10054842 178594 SH DFND 1 0 0 178594 TILRAY BRANDS INC COM 88688T100 BBG00L7XTPY9 496766 215985 SH DFND 1 0 0 215985 TIMKENSTEEL CORPORATION COM 887399103 BBG0057SF208 871988 37185 SH DFND 1 0 0 37185 TOLL BROTHERS INC COM 889478103 15615445 151916 SH DFND 1 0 0 151916 TRI POINTE HOMES INC COM 87265H109 BBG001TCN6V6 443881 12539 SH DFND 1 0 0 12539 TURNING PT BRANDS INC COM 90041L105 BBG001T99T94 503975 19148 SH DFND 1 0 0 19148 UFP INDUSTRIES INC COM 90278Q108 BBG001S7GZG9 435156 3466 SH DFND 1 0 0 3466 UNDER ARMOUR INC CL C 904311206 BBG009DTD8J0 9999868 1197589 SH DFND 1 0 0 1197589 UNITED STATES STL CORP NEW COM 912909108 13932727 286387 SH DFND 1 0 0 286387 UNIVERSAL CORP VA COM 913456109 BBG001S5X5V3 503352 7477 SH DFND 1 0 0 7477 UNIVERSAL HLTH SVCS INC CL B 913903100 BBG001S6S976 10664245 69957 SH DFND 1 0 0 69957 UPBOUND GROUP INC COM 76009N100 BBG001S6BR38 443342 13051 SH DFND 1 0 0 13051 URBAN OUTFITTERS INC COM 917047102 BBG001S7H9K1 455690 12768 SH DFND 1 0 0 12768 URBAN-GRO INC COM NEW 91704K202 BBG00KY0HW26 52822 37730 SH DFND 1 0 0 37730 VALERO ENERGY CORP COM 91913Y100 BBG001S5X8K9 11220690 86313 SH DFND 1 0 0 86313 VANECK ETF TRUST JP MRGAN EM LOC 92189H300 BBG001T9BPT7 973041 38384 SH SOLE 0 0 38384 VANECK ETF TRUST EMERGING MRKT HI 92189F353 BBG002YJGHH3 2033657 109868 SH DFND 1 0 0 109868 VANECK ETF TRUST INTERNATIONAL HI 92189F445 BBG002VH3B23 1060821 50757 SH DFND 1 0 0 50757 VANECK ETF TRUST GOLD MINERS ETF 92189F106 10462308 337385 SH DFND 1 0 0 337385 VANECK ETF TRUST JP MRGAN EM LOC 92189H300 11061422 436348 SH DFND 1 0 0 436348 VANGUARD BD INDEX FDS TOTAL BND MRKT 921937835 BBG001SK7DK4 1303048 17716 SH SOLE 0 0 17716 VANGUARD BD INDEX FDS TOTAL BND MRKT 921937835 10198148 138656 SH DFND 1 0 0 138656 VANGUARD CHARLOTTE FDS TOTAL INT BD ETF 92203J407 BBG004N1LGK2 52402 1061 SH SOLE 0 0 1061 VANGUARD CHARLOTTE FDS TOTAL INT BD ETF 92203J407 3087682 62548 SH DFND 1 0 0 62548 VANGUARD INDEX FDS SM CP VAL ETF 922908611 BBG001SHVTR2 45144 251 SH SOLE 0 0 251 VANGUARD INDEX FDS SM CP VAL ETF 922908611 10550021 58621 SH DFND 1 0 0 58621 VANGUARD MALVERN FDS STRM INFPROIDX 922020805 BBG003H12XS7 235921 4968 SH SOLE 0 0 4968 VANGUARD MUN BD FDS TAX EXEMPT BD 922907746 BBG009THVRX1 383085 7504 SH SOLE 0 0 7504 VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 BBG001T62KZ7 1066236 13781 SH DFND 1 0 0 13781 VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 BBG001T62M38 1581059 19452 SH DFND 1 0 0 19452 VANGUARD SCOTTSDALE FDS LONG TERM TREAS 92206C847 BBG001T62MC8 1783509 28986 SH DFND 1 0 0 28986 VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 10455091 176249 SH DFND 1 0 0 176249 VERIZON COMMUNICATIONS INC COM 92343V104 BBG001S67QY1 10489648 278240 SH DFND 1 0 0 278240 VIATRIS INC COM 92556V106 BBG00Y52JV51 10425900 962687 SH DFND 1 0 0 962687 VICTORY CAP HLDGS INC COM CL A 92645B103 BBG0074JPDP5 10498070 304822 SH DFND 1 0 0 304822 VILLAGE FARMS INTL INC COM 92707Y108 BBG001S5VXJ8 93436 122780 SH DFND 1 0 0 122780 VISTRA CORP COM 92840M102 BBG00DXDL6R0 438550 11385 SH DFND 1 0 0 11385 VORNADO RLTY TR SH BEN INT 929042109 BBG001S5X909 248374 8792 SH DFND 1 0 0 8792 VOYA FINANCIAL INC COM 929089100 BBG001S6QQP0 547273 7501 SH DFND 1 0 0 7501 WARRIOR MET COAL INC COM 93627C101 13890856 227831 SH DFND 1 0 0 227831 WELLTOWER INC COM 95040Q104 BBG001S5RTQ4 257165 2852 SH DFND 1 0 0 2852 WESTERN UN CO COM 959802109 BBG001SR0YK0 7194256 603545 SH DFND 1 0 0 603545 WESTLAKE CORPORATION COM 960413102 BBG001SHVYF4 614144 4388 SH DFND 1 0 0 4388 WHIRLPOOL CORP COM 963320106 BBG001S5XFS5 6715007 55145 SH DFND 1 0 0 55145 WHITESTONE REIT COM 966084204 BBG001SM3736 263534 21443 SH DFND 1 0 0 21443 WILLIAMS SONOMA INC COM 969904101 BBG001SBW7S1 420510 2084 SH DFND 1 0 0 2084 WISDOMTREE TR WISDOMTREE US VA 97717W547 BBG001SSZBN7 208726 3046 SH SOLE 0 0 3046 WISDOMTREE TR FUTRE STRAT FD 97717W125 BBG001V038F5 2852536 81338 SH SOLE 0 0 81338 WISDOMTREE TR FUTRE STRAT FD 97717W125 10591070 301998 SH DFND 1 0 0 301998 WM TECHNOLOGY INC COM 92971A109 BBG00PT7WC69 48001 66640 SH DFND 1 0 0 66640 XEROX HOLDINGS CORP COM NEW 98421M106 BBG00NNG2ZK6 6707992 365957 SH DFND 1 0 0 365957