Form 13F-HR Cambria Investment Manag For: Mar 31
FREE Breaking News Alerts from StreetInsider.com!
StreetInsider.com Top Tickers, 3/28/2024
May 16, 2022 11:29 AM EDT
The Securities and Exchange Commission has not necessarily reviewed
the information in this filing and has not determined if it is
accurate and complete.
The reader should not assume that the information is accurate
and complete.
|
|
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F
FORM 13F COVER PAGE
|
OMB APPROVAL |
OMB Number: |
3235-0006 |
Expires: |
July 31, 2015 |
Estimated average burden |
hours per response: |
23.8 |
|
|
Report for the Calendar Year or Quarter Ended: |
03-31-2022 |
Check here if Amendment |
|
Amendment Number: |
|
This Amendment (Check only one.): |
|
is a restatement. |
|
|
adds new holdings entries. |
Institutional Investment Manager Filing
this Report: |
Name: |
Cambria Investment Management, L.P. |
Address: |
2321 ROSECRANS AVENUE |
|
SUITE 3225 |
|
|
|
EL SEGUNDO
,
CA90245
|
Form 13F File Number: |
028-17008 |
The institutional investment manager filing this report and
the person by whom it is signed hereby represent that the person
signing the report is authorized to submit it, that all information
contained herein is true, correct and complete, and that it is
understood that all required items, statements, schedules, lists, and
tables, are considered integral parts of this form.
Person Signing this Report on Behalf of
Reporting Manager: |
Name: |
Mebane Faber |
Title: |
Chief Executive Officer |
Phone: |
310-683-5500 |
Signature, Place, and Date of Signing: |
/s/ Mebane Faber |
El Segundo
,
CA
|
05-13-2022 |
[Signature] |
[City, State] |
[Date] |
|
Report Type (Check only one.): |
X |
13F HOLDINGS REPORT. (Check here if all holdings of
this reporting manager are reported in this report.) |
|
13F NOTICE. (Check here if no holdings reported are in
this report, and all holdings are reported by other reporting
manager(s).) |
|
13F COMBINATION REPORT. (Check here if a portion of
the holdings for this reporting manager are reported in this
report and a portion are reported by other reporting manager(s).) |
Form 13F Summary Page |
|
Report Summary: |
|
Number of Other Included
Managers: |
0 |
|
|
|
Form 13F Information Table Entry Total: |
275 |
|
Form 13F Information Table Value Total: |
784,952 |
|
(thousands) |
|
List of Other Managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]
|
|
|
Form 13F File Number |
Name |
List of Other Included
Managers: |
Provide a numbered list of the name(s) and Form 13F file number(s)
of all institutional investment managers with respect to which this
report is filed, other than the
manager filing this report.
|
[If there are no entries in this list, state “NONE” and omit the
column headings and list entries.]
|
|
No. |
Form 13F File Number |
Name |
The Securities and Exchange Commission has not necessarily
reviewed the information in this filing and has not determined
if it is accurate and complete.
The reader should not assume that the information is
accurate and complete.
|
|
UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549 FORM 13F
FORM 13F INFORMATION TABLE
|
OMB APPROVAL |
OMB Number: |
3235-0006 |
Expires: |
July 31, 2015 |
Estimated average
burden |
hours per response:
|
23.8 |
|
|
COLUMN 1 |
COLUMN 2 |
COLUMN 3 |
COLUMN 4 |
COLUMN 5 |
COLUMN 6 |
COLUMN 7 |
COLUMN 8 |
|
|
|
VALUE |
SHRS OR |
SH/ |
PUT/ |
INVESTMENT |
OTHER |
VOTING AUTHORITY |
NAME OF ISSUER |
TITLE OF CLASS |
CUSIP |
(x$1000) |
PRN AMT |
PRN |
CALL |
DISCRETION |
MANAGER |
SOLE |
SHARED |
NONE |
ABERCROMBIE & FITCH CO |
CL A |
002896207 |
3,610 |
112,861 |
SH |
|
SOLE |
|
112,861 |
0 |
0 |
ABRDN GOLD ETF TRUST |
PHYSCL GOLD SHS |
00326A104 |
622 |
33,482 |
SH |
|
SOLE |
|
0 |
0 |
33,482 |
ADVANCE AUTO PARTS INC |
COM |
00751Y106 |
5,700 |
27,540 |
SH |
|
SOLE |
|
27,540 |
0 |
0 |
ADVANSIX INC |
COM |
00773T101 |
357 |
6,996 |
SH |
|
SOLE |
|
6,996 |
0 |
0 |
AFLAC INC |
COM |
001055102 |
5,090 |
79,056 |
SH |
|
SOLE |
|
79,056 |
0 |
0 |
AGRIFY CORP |
COM |
00853E107 |
426 |
91,960 |
SH |
|
SOLE |
|
91,960 |
0 |
0 |
ALCOA CORP |
COM |
013872106 |
351 |
3,894 |
SH |
|
SOLE |
|
3,894 |
0 |
0 |
ALLSCRIPTS HEALTHCARE SOLUTN |
COM |
01988P108 |
4,564 |
202,662 |
SH |
|
SOLE |
|
202,662 |
0 |
0 |
ALLSTATE CORP |
COM |
020002101 |
5,071 |
36,612 |
SH |
|
SOLE |
|
36,612 |
0 |
0 |
ALLY FINL INC |
COM |
02005N100 |
4,135 |
95,092 |
SH |
|
SOLE |
|
95,092 |
0 |
0 |
ALPHA ARCHITECT ETF TR |
US QUAN MOMENTUM |
02072L409 |
2,022 |
40,928 |
SH |
|
SOLE |
|
40,928 |
0 |
0 |
ALPHA ARCHITECT ETF TR |
VAL MOMTM TRND |
02072L508 |
1,769 |
68,555 |
SH |
|
SOLE |
|
68,555 |
0 |
0 |
ALPHA ARCHITECT ETF TR |
INTL QUAN MOMNTM |
02072L300 |
1,000 |
34,016 |
SH |
|
SOLE |
|
34,016 |
0 |
0 |
ALPHA METALLURGICAL RESOUR I |
COM |
020764106 |
276 |
2,090 |
SH |
|
SOLE |
|
2,090 |
0 |
0 |
ALPINE INCOME PPTY TR INC |
COM |
02083X103 |
282 |
15,000 |
SH |
|
SOLE |
|
15,000 |
0 |
0 |
ALTRIA GROUP INC |
COM |
02209S103 |
1,045 |
20,000 |
SH |
|
SOLE |
|
20,000 |
0 |
0 |
AMERICAN EQTY INVT LIFE HLD |
COM |
025676206 |
214 |
5,368 |
SH |
|
SOLE |
|
5,368 |
0 |
0 |
AMERICAN FINL GROUP INC OHIO |
COM |
025932104 |
237 |
1,628 |
SH |
|
SOLE |
|
1,628 |
0 |
0 |
AMERICAN HOMES 4 RENT |
CL A |
02665T306 |
300 |
7,500 |
SH |
|
SOLE |
|
7,500 |
0 |
0 |
AMERICAN INTL GROUP INC |
COM NEW |
026874784 |
214 |
3,410 |
SH |
|
SOLE |
|
3,410 |
0 |
0 |
AMERICAN NATIONAL GROUP INC |
COM NEW |
02772A109 |
204 |
1,078 |
SH |
|
SOLE |
|
1,078 |
0 |
0 |
AMERIPRISE FINL INC |
COM |
03076C106 |
5,888 |
19,602 |
SH |
|
SOLE |
|
19,602 |
0 |
0 |
ANDERSONS INC |
COM |
034164103 |
224 |
4,466 |
SH |
|
SOLE |
|
4,466 |
0 |
0 |
ANTERO RESOURCES CORP |
COM |
03674X106 |
265 |
8,694 |
SH |
|
SOLE |
|
8,694 |
0 |
0 |
APA CORPORATION |
COM |
03743Q108 |
4,759 |
115,146 |
SH |
|
SOLE |
|
115,146 |
0 |
0 |
ARCBEST CORP |
COM |
03937C105 |
321 |
3,982 |
SH |
|
SOLE |
|
3,982 |
0 |
0 |
ARROW ELECTRS INC |
COM |
042735100 |
4,516 |
38,070 |
SH |
|
SOLE |
|
38,070 |
0 |
0 |
ASSURED GUARANTY LTD |
COM |
G0585R106 |
6,198 |
97,362 |
SH |
|
SOLE |
|
97,362 |
0 |
0 |
ATKORE INC |
COM |
047649108 |
217 |
2,200 |
SH |
|
SOLE |
|
2,200 |
0 |
0 |
ATLAS AIR WORLDWIDE HLDGS IN |
COM NEW |
049164205 |
232 |
2,684 |
SH |
|
SOLE |
|
2,684 |
0 |
0 |
AURORA CANNABIS INC |
COM |
05156X884 |
439 |
109,800 |
SH |
|
SOLE |
|
109,800 |
0 |
0 |
AUTONATION INC |
COM |
05329W102 |
5,413 |
54,350 |
SH |
|
SOLE |
|
54,350 |
0 |
0 |
AVALONBAY CMNTYS INC |
COM |
053484101 |
373 |
1,500 |
SH |
|
SOLE |
|
1,500 |
0 |
0 |
BED BATH & BEYOND INC |
COM |
075896100 |
4,273 |
189,658 |
SH |
|
SOLE |
|
189,658 |
0 |
0 |
BERKSHIRE HILLS BANCORP INC |
COM |
084680107 |
215 |
7,436 |
SH |
|
SOLE |
|
7,436 |
0 |
0 |
BIG 5 SPORTING GOODS CORP |
COM |
08915P101 |
2,869 |
167,279 |
SH |
|
SOLE |
|
167,279 |
0 |
0 |
BIG LOTS INC |
COM |
089302103 |
3,021 |
87,318 |
SH |
|
SOLE |
|
87,318 |
0 |
0 |
BLUELINX HLDGS INC |
COM NEW |
09624H208 |
202 |
2,816 |
SH |
|
SOLE |
|
2,816 |
0 |
0 |
BLUEROCK RESIDENTIAL GWT REI |
COM CL A |
09627J102 |
518 |
19,500 |
SH |
|
SOLE |
|
19,500 |
0 |
0 |
BOISE CASCADE CO DEL |
COM |
09739D100 |
5,585 |
80,392 |
SH |
|
SOLE |
|
80,392 |
0 |
0 |
BRANDYWINE RLTY TR |
SH BEN INT NEW |
105368203 |
297 |
21,000 |
SH |
|
SOLE |
|
21,000 |
0 |
0 |
BRIXMOR PPTY GROUP INC |
COM |
11120U105 |
310 |
12,000 |
SH |
|
SOLE |
|
12,000 |
0 |
0 |
BROADSTONE NET LEASE INC |
COM |
11135E203 |
261 |
12,000 |
SH |
|
SOLE |
|
12,000 |
0 |
0 |
CALIFORNIA RES CORP |
COM STOCK |
13057Q305 |
4,761 |
106,434 |
SH |
|
SOLE |
|
106,434 |
0 |
0 |
CAMBRIA ETF TR |
VALUE MOMENTUM |
132061888 |
20,573 |
804,279 |
SH |
|
SOLE |
|
679,919 |
0 |
124,360 |
CAMBRIA ETF TR |
SHSHLD YIELD ETF |
132061201 |
17,220 |
269,438 |
SH |
|
SOLE |
|
234,476 |
0 |
34,962 |
CAMBRIA ETF TR |
GLB MOMENT ETF |
132061508 |
15,759 |
488,951 |
SH |
|
SOLE |
|
0 |
0 |
488,951 |
CAMBRIA ETF TR |
GBL REAL EST ETF |
132061813 |
12,040 |
381,010 |
SH |
|
SOLE |
|
349,544 |
0 |
31,466 |
CAMBRIA ETF TR |
CAMBRIA FGN SHR |
132061300 |
11,329 |
412,414 |
SH |
|
SOLE |
|
370,507 |
0 |
41,907 |
CAMBRIA ETF TR |
EMRG SHAREHLDR |
132061706 |
7,217 |
228,583 |
SH |
|
SOLE |
|
194,292 |
0 |
34,291 |
CAMBRIA ETF TR |
GLOBAL VALUE ETF |
132061409 |
6,964 |
328,210 |
SH |
|
SOLE |
|
208,343 |
0 |
119,867 |
CAMDEN PPTY TR |
SH BEN INT |
133131102 |
249 |
1,500 |
SH |
|
SOLE |
|
1,500 |
0 |
0 |
CANOPY GROWTH CORP |
COM |
138035100 |
534 |
70,400 |
SH |
|
SOLE |
|
70,400 |
0 |
0 |
CATHAY GEN BANCORP |
COM |
149150104 |
5,336 |
119,232 |
SH |
|
SOLE |
|
119,232 |
0 |
0 |
CBDMD INC |
COM |
12482W101 |
241 |
232,040 |
SH |
|
SOLE |
|
232,040 |
0 |
0 |
CEDAR REALTY TRUST INC |
COM NEW |
150602605 |
373 |
13,500 |
SH |
|
SOLE |
|
13,500 |
0 |
0 |
CENTENNIAL RESOURCE DEV INC |
CL A |
15136A102 |
345 |
42,746 |
SH |
|
SOLE |
|
42,746 |
0 |
0 |
CHESAPEAKE ENERGY CORP |
COM |
165167735 |
224 |
2,574 |
SH |
|
SOLE |
|
2,574 |
0 |
0 |
CHEVRON CORP NEW |
COM |
166764100 |
208 |
1,276 |
SH |
|
SOLE |
|
1,276 |
0 |
0 |
CHINA PETROLEUM & CHEMICAL C |
SPON ADR H SHS |
16941R108 |
601 |
12,143 |
SH |
|
SOLE |
|
12,143 |
0 |
0 |
CIGNA CORP NEW |
COM |
125523100 |
4,425 |
18,468 |
SH |
|
SOLE |
|
18,468 |
0 |
0 |
CITI TRENDS INC |
COM |
17306X102 |
2,109 |
68,850 |
SH |
|
SOLE |
|
68,850 |
0 |
0 |
CITY OFFICE REIT INC |
COM |
178587101 |
291 |
16,500 |
SH |
|
SOLE |
|
16,500 |
0 |
0 |
CIVITAS RESOURCES INC |
COM NEW |
17888H103 |
330 |
5,522 |
SH |
|
SOLE |
|
5,522 |
0 |
0 |
COMERICA INC |
COM |
200340107 |
6,400 |
70,770 |
SH |
|
SOLE |
|
70,770 |
0 |
0 |
CONOCOPHILLIPS |
COM |
20825C104 |
205 |
2,046 |
SH |
|
SOLE |
|
2,046 |
0 |
0 |
CONSOL ENERGY INC NEW |
COM |
20854L108 |
314 |
8,338 |
SH |
|
SOLE |
|
8,338 |
0 |
0 |
CONSTELLATION BRANDS INC |
CL A |
21036P108 |
1,852 |
8,040 |
SH |
|
SOLE |
|
8,040 |
0 |
0 |
CONTINENTAL RES INC |
COM |
212015101 |
321 |
5,236 |
SH |
|
SOLE |
|
5,236 |
0 |
0 |
COUSINS PPTYS INC |
COM NEW |
222795502 |
302 |
7,500 |
SH |
|
SOLE |
|
7,500 |
0 |
0 |
CRANE CO |
COM |
224399105 |
4,456 |
41,148 |
SH |
|
SOLE |
|
41,148 |
0 |
0 |
CRONOS GROUP INC |
COM |
22717L101 |
506 |
130,120 |
SH |
|
SOLE |
|
130,120 |
0 |
0 |
CUBESMART |
COM |
229663109 |
312 |
6,000 |
SH |
|
SOLE |
|
6,000 |
0 |
0 |
CUMMINS INC |
COM |
231021106 |
3,688 |
17,982 |
SH |
|
SOLE |
|
17,982 |
0 |
0 |
CUSTOMERS BANCORP INC |
COM |
23204G100 |
317 |
6,072 |
SH |
|
SOLE |
|
6,072 |
0 |
0 |
CVR ENERGY INC |
COM |
12662P108 |
6,012 |
235,386 |
SH |
|
SOLE |
|
235,386 |
0 |
0 |
DICKS SPORTING GOODS INC |
COM |
253393102 |
4,116 |
41,148 |
SH |
|
SOLE |
|
41,148 |
0 |
0 |
DILLARDS INC |
CL A |
254067101 |
13,196 |
49,170 |
SH |
|
SOLE |
|
49,170 |
0 |
0 |
DISCOVER FINL SVCS |
COM |
254709108 |
4,481 |
40,662 |
SH |
|
SOLE |
|
40,662 |
0 |
0 |
DONNELLEY FINL SOLUTIONS INC |
COM |
25787G100 |
239 |
7,194 |
SH |
|
SOLE |
|
7,194 |
0 |
0 |
DUKE REALTY CORP |
COM NEW |
264411505 |
261 |
4,500 |
SH |
|
SOLE |
|
4,500 |
0 |
0 |
DUPONT DE NEMOURS INC |
COM |
26614N102 |
4,983 |
67,716 |
SH |
|
SOLE |
|
67,716 |
0 |
0 |
DXC TECHNOLOGY CO |
COM |
23355L106 |
4,451 |
136,404 |
SH |
|
SOLE |
|
136,404 |
0 |
0 |
EARTHSTONE ENERGY INC |
CL A |
27032D304 |
214 |
16,918 |
SH |
|
SOLE |
|
16,918 |
0 |
0 |
ENCORE CAP GROUP INC |
COM |
292554102 |
248 |
3,960 |
SH |
|
SOLE |
|
3,960 |
0 |
0 |
ENCORE WIRE CORP |
COM |
292562105 |
206 |
1,804 |
SH |
|
SOLE |
|
1,804 |
0 |
0 |
ENTRAVISION COMMUNICATIONS C |
CL A |
29382R107 |
222 |
34,628 |
SH |
|
SOLE |
|
34,628 |
0 |
0 |
EOG RES INC |
COM |
26875P101 |
315 |
2,640 |
SH |
|
SOLE |
|
2,640 |
0 |
0 |
EQUITY RESIDENTIAL |
SH BEN INT |
29476L107 |
270 |
3,000 |
SH |
|
SOLE |
|
3,000 |
0 |
0 |
ETHAN ALLEN INTERIORS INC |
COM |
297602104 |
4,494 |
172,368 |
SH |
|
SOLE |
|
172,368 |
0 |
0 |
EXTRA SPACE STORAGE INC |
COM |
30225T102 |
308 |
1,500 |
SH |
|
SOLE |
|
1,500 |
0 |
0 |
EXXON MOBIL CORP |
COM |
30231G102 |
4,720 |
57,146 |
SH |
|
SOLE |
|
57,146 |
0 |
0 |
FEDERATED HERMES INC |
CL B |
314211103 |
4,845 |
142,236 |
SH |
|
SOLE |
|
142,236 |
0 |
0 |
FIRST HORIZON CORPORATION |
COM |
320517105 |
4,820 |
205,194 |
SH |
|
SOLE |
|
205,194 |
0 |
0 |
FIRST INDL RLTY TR INC |
COM |
32054K103 |
279 |
4,500 |
SH |
|
SOLE |
|
4,500 |
0 |
0 |
FIRST TR EXCHANGE-TRADED FD |
MNGD FUTRS STRGY |
33739G103 |
1,339 |
27,415 |
SH |
|
SOLE |
|
27,415 |
0 |
0 |
FLEXSHARES TR |
MORNSTAR UPSTR |
33939L407 |
6,996 |
149,388 |
SH |
|
SOLE |
|
149,388 |
0 |
0 |
FOOT LOCKER INC |
COM |
344849104 |
2,138 |
72,090 |
SH |
|
SOLE |
|
72,090 |
0 |
0 |
FOX CORP |
CL B COM |
35137L204 |
4,238 |
116,802 |
SH |
|
SOLE |
|
116,802 |
0 |
0 |
GETTY RLTY CORP NEW |
COM |
374297109 |
258 |
9,000 |
SH |
|
SOLE |
|
9,000 |
0 |
0 |
GRANITESHARES GOLD TR |
SHS BEN INT |
38748G101 |
3,816 |
198,758 |
SH |
|
SOLE |
|
198,758 |
0 |
0 |
GREENLANE HLDGS INC |
CL A |
395330103 |
368 |
656,400 |
SH |
|
SOLE |
|
656,400 |
0 |
0 |
GREIF INC |
CL A |
397624107 |
4,701 |
72,252 |
SH |
|
SOLE |
|
72,252 |
0 |
0 |
GROUP 1 AUTOMOTIVE INC |
COM |
398905109 |
210 |
1,254 |
SH |
|
SOLE |
|
1,254 |
0 |
0 |
GROWGENERATION CORP |
COM |
39986L109 |
492 |
53,400 |
SH |
|
SOLE |
|
53,400 |
0 |
0 |
HANMI FINL CORP |
COM NEW |
410495204 |
241 |
9,790 |
SH |
|
SOLE |
|
9,790 |
0 |
0 |
HAVERTY FURNITURE COS INC |
COM |
419596101 |
3,665 |
133,650 |
SH |
|
SOLE |
|
133,650 |
0 |
0 |
HELMERICH & PAYNE INC |
COM |
423452101 |
7,339 |
171,558 |
SH |
|
SOLE |
|
171,558 |
0 |
0 |
HEXO CORP |
COM NEW |
428304307 |
70 |
113,659 |
SH |
|
SOLE |
|
113,659 |
0 |
0 |
HF SINCLAIR CORPORATION |
COM |
403949100 |
5,281 |
132,516 |
SH |
|
SOLE |
|
132,516 |
0 |
0 |
HIBBETT INC |
COM |
428567101 |
2,477 |
55,867 |
SH |
|
SOLE |
|
55,867 |
0 |
0 |
HIGHWOODS PPTYS INC |
COM |
431284108 |
274 |
6,000 |
SH |
|
SOLE |
|
6,000 |
0 |
0 |
HILLTOP HOLDINGS INC |
COM |
432748101 |
4,253 |
144,666 |
SH |
|
SOLE |
|
144,666 |
0 |
0 |
HOMESTREET INC |
COM |
43785V102 |
225 |
4,752 |
SH |
|
SOLE |
|
4,752 |
0 |
0 |
HOPE BANCORP INC |
COM |
43940T109 |
5,397 |
335,618 |
SH |
|
SOLE |
|
335,618 |
0 |
0 |
HP INC |
COM |
40434L105 |
5,920 |
163,070 |
SH |
|
SOLE |
|
163,070 |
0 |
0 |
HUNTSMAN CORP |
COM |
447011107 |
5,925 |
157,972 |
SH |
|
SOLE |
|
157,972 |
0 |
0 |
HYDROFARM HLDGS GROUP INC |
COM |
44888K209 |
460 |
30,360 |
SH |
|
SOLE |
|
30,360 |
0 |
0 |
INDUSTRIAL LOGISTICS PPTYS T |
COM SHS BEN INT |
456237106 |
272 |
12,000 |
SH |
|
SOLE |
|
12,000 |
0 |
0 |
INGLES MKTS INC |
CL A |
457030104 |
202 |
2,266 |
SH |
|
SOLE |
|
2,266 |
0 |
0 |
INNOVATIVE INDL PPTYS INC |
COM |
45781V101 |
1,676 |
8,160 |
SH |
|
SOLE |
|
8,160 |
0 |
0 |
INNOVIVA INC |
COM |
45781M101 |
6,147 |
317,682 |
SH |
|
SOLE |
|
317,682 |
0 |
0 |
INTERNATIONAL PAPER CO |
COM |
460146103 |
3,626 |
78,570 |
SH |
|
SOLE |
|
78,570 |
0 |
0 |
INTREPID POTASH INC |
COM |
46121Y201 |
247 |
3,002 |
SH |
|
SOLE |
|
3,002 |
0 |
0 |
INVESCO ACTIVLY MANGD ETC FD |
OPTIMUM YIELD |
46090F100 |
11,394 |
645,938 |
SH |
|
SOLE |
|
609,048 |
0 |
36,890 |
INVESCO DB MULTI-SECTOR COMM |
ENERGY FD |
46140H304 |
8,658 |
375,114 |
SH |
|
SOLE |
|
375,114 |
0 |
0 |
INVESCO DB MULTI-SECTOR COMM |
BASE METALS FD |
46140H700 |
7,629 |
295,234 |
SH |
|
SOLE |
|
295,234 |
0 |
0 |
INVESCO DB MULTI-SECTOR COMM |
PRECIOUS METAL |
46140H502 |
5,582 |
107,816 |
SH |
|
SOLE |
|
107,816 |
0 |
0 |
INVESCO DB MULTI-SECTOR COMM |
AGRICULTURE FD |
46140H106 |
5,576 |
254,852 |
SH |
|
SOLE |
|
254,852 |
0 |
0 |
INVESCO EXCH TRADED FD TR II |
FTSE RAFI DEV |
46138E743 |
376 |
8,157 |
SH |
|
SOLE |
|
0 |
0 |
8,157 |
INVESTORS BANCORP INC NEW |
COM |
46146L101 |
4,956 |
331,938 |
SH |
|
SOLE |
|
331,938 |
0 |
0 |
ISHARES INC |
MSCI COLMBIA ETF |
46434G202 |
10,261 |
829,250 |
SH |
|
SOLE |
|
829,250 |
0 |
0 |
ISHARES TR |
GLOBAL ENERG ETF |
464287341 |
7,974 |
220,576 |
SH |
|
SOLE |
|
220,576 |
0 |
0 |
ISHARES TR |
RESIDENTIAL MULT |
464288562 |
6,023 |
62,800 |
SH |
|
SOLE |
|
62,800 |
0 |
0 |
ISHARES TR |
TIPS BD ETF |
464287176 |
1,197 |
9,610 |
SH |
|
SOLE |
|
9,610 |
0 |
0 |
ISHARES TR |
NATIONAL MUN ETF |
464288414 |
1,141 |
10,408 |
SH |
|
SOLE |
|
0 |
0 |
10,408 |
ISHARES TR |
BARCLAYS 7 10 YR |
464287440 |
1,133 |
10,545 |
SH |
|
SOLE |
|
10,545 |
0 |
0 |
ISHARES TR |
SHORT TREAS BD |
464288679 |
886 |
8,036 |
SH |
|
SOLE |
|
8,032 |
0 |
4 |
ISHARES TR |
GLOBAL REIT ETF |
46434V647 |
256 |
8,750 |
SH |
|
SOLE |
|
0 |
0 |
8,750 |
JAZZ PHARMACEUTICALS PLC |
SHS USD |
G50871105 |
1,164 |
7,480 |
SH |
|
SOLE |
|
7,480 |
0 |
0 |
JONES LANG LASALLE INC |
COM |
48020Q107 |
200 |
836 |
SH |
|
SOLE |
|
836 |
0 |
0 |
JPMORGAN CHASE & CO |
COM |
46625H100 |
3,533 |
25,920 |
SH |
|
SOLE |
|
25,920 |
0 |
0 |
JUNIPER NETWORKS INC |
COM |
48203R104 |
6,038 |
162,486 |
SH |
|
SOLE |
|
162,486 |
0 |
0 |
KIMCO RLTY CORP |
COM |
49446R109 |
296 |
12,000 |
SH |
|
SOLE |
|
12,000 |
0 |
0 |
KITE RLTY GROUP TR |
COM NEW |
49803T300 |
307 |
13,500 |
SH |
|
SOLE |
|
13,500 |
0 |
0 |
LIFE STORAGE INC |
COM |
53223X107 |
211 |
1,500 |
SH |
|
SOLE |
|
1,500 |
0 |
0 |
LINCOLN NATL CORP IND |
COM |
534187109 |
4,447 |
68,040 |
SH |
|
SOLE |
|
68,040 |
0 |
0 |
LITMAN GREGORY FDS TR |
IMGP DBI MANAGED |
53700T827 |
508 |
17,760 |
SH |
|
SOLE |
|
17,760 |
0 |
0 |
LKQ CORP |
COM |
501889208 |
3,955 |
87,101 |
SH |
|
SOLE |
|
87,101 |
0 |
0 |
LOUISIANA PAC CORP |
COM |
546347105 |
7,403 |
119,180 |
SH |
|
SOLE |
|
119,180 |
0 |
0 |
LUMEN TECHNOLOGIES INC |
COM |
550241103 |
4,681 |
415,368 |
SH |
|
SOLE |
|
415,368 |
0 |
0 |
LXP INDUSTRIAL TRUST |
COM |
529043101 |
306 |
19,500 |
SH |
|
SOLE |
|
19,500 |
0 |
0 |
LYONDELLBASELL INDUSTRIES N |
SHS - A - |
N53745100 |
4,747 |
46,170 |
SH |
|
SOLE |
|
46,170 |
0 |
0 |
MACYS INC |
COM |
55616P104 |
5,344 |
219,392 |
SH |
|
SOLE |
|
219,392 |
0 |
0 |
MANPOWERGROUP INC WIS |
COM |
56418H100 |
3,819 |
40,662 |
SH |
|
SOLE |
|
40,662 |
0 |
0 |
MARATHON OIL CORP |
COM |
565849106 |
4,926 |
196,180 |
SH |
|
SOLE |
|
196,180 |
0 |
0 |
MARCUS & MILLICHAP INC |
COM |
566324109 |
227 |
4,312 |
SH |
|
SOLE |
|
4,312 |
0 |
0 |
MATADOR RES CO |
COM |
576485205 |
392 |
7,392 |
SH |
|
SOLE |
|
7,392 |
0 |
0 |
MATSON INC |
COM |
57686G105 |
7,833 |
64,940 |
SH |
|
SOLE |
|
64,940 |
0 |
0 |
MCKESSON CORP |
COM |
58155Q103 |
6,854 |
22,390 |
SH |
|
SOLE |
|
22,390 |
0 |
0 |
META FINL GROUP INC |
COM |
59100U108 |
267 |
4,866 |
SH |
|
SOLE |
|
4,866 |
0 |
0 |
METLIFE INC |
COM |
59156R108 |
4,759 |
67,716 |
SH |
|
SOLE |
|
67,716 |
0 |
0 |
METROPOLITAN BK HLDG CORP |
COM |
591774104 |
253 |
2,486 |
SH |
|
SOLE |
|
2,486 |
0 |
0 |
MID-AMER APT CMNTYS INC |
COM |
59522J103 |
314 |
1,500 |
SH |
|
SOLE |
|
1,500 |
0 |
0 |
MOSAIC CO NEW |
COM |
61945C103 |
9,893 |
148,762 |
SH |
|
SOLE |
|
148,762 |
0 |
0 |
MOVADO GROUP INC |
COM |
624580106 |
246 |
6,292 |
SH |
|
SOLE |
|
6,292 |
0 |
0 |
MR COOPER GROUP INC |
COM |
62482R107 |
4,607 |
100,880 |
SH |
|
SOLE |
|
100,880 |
0 |
0 |
MUELLER INDS INC |
COM |
624756102 |
224 |
4,136 |
SH |
|
SOLE |
|
4,136 |
0 |
0 |
MYR GROUP INC DEL |
COM |
55405W104 |
271 |
2,882 |
SH |
|
SOLE |
|
2,882 |
0 |
0 |
NATIONAL RETAIL PROPERTIES I |
COM |
637417106 |
270 |
6,000 |
SH |
|
SOLE |
|
6,000 |
0 |
0 |
NATIONAL STORAGE AFFILIATES |
COM SHS BEN IN |
637870106 |
282 |
4,500 |
SH |
|
SOLE |
|
4,500 |
0 |
0 |
NEPTUNE WELLNESS SOLUTIONS I |
COM |
64079L105 |
170 |
762,840 |
SH |
|
SOLE |
|
762,840 |
0 |
0 |
NEWAGE INC |
COM |
650194103 |
370 |
637,680 |
SH |
|
SOLE |
|
637,680 |
0 |
0 |
NU SKIN ENTERPRISES INC |
CL A |
67018T105 |
5,104 |
106,596 |
SH |
|
SOLE |
|
106,596 |
0 |
0 |
NUCOR CORP |
COM |
670346105 |
9,950 |
66,934 |
SH |
|
SOLE |
|
66,934 |
0 |
0 |
OASIS PETROLEUM INC |
COM NEW |
674215207 |
7,197 |
49,190 |
SH |
|
SOLE |
|
49,190 |
0 |
0 |
OLD REP INTL CORP |
COM |
680223104 |
208 |
8,030 |
SH |
|
SOLE |
|
8,030 |
0 |
0 |
OLIN CORP |
COM PAR $1 |
680665205 |
4,421 |
84,564 |
SH |
|
SOLE |
|
84,564 |
0 |
0 |
ONE LIBERTY PPTYS INC |
COM |
682406103 |
277 |
9,000 |
SH |
|
SOLE |
|
9,000 |
0 |
0 |
OVINTIV INC |
COM |
69047Q102 |
394 |
7,282 |
SH |
|
SOLE |
|
7,282 |
0 |
0 |
PACWEST BANCORP DEL |
COM |
695263103 |
5,635 |
130,640 |
SH |
|
SOLE |
|
130,640 |
0 |
0 |
PARAMOUNT GROUP INC |
COM |
69924R108 |
360 |
33,000 |
SH |
|
SOLE |
|
33,000 |
0 |
0 |
PATTERSON-UTI ENERGY INC |
COM |
703481101 |
400 |
25,850 |
SH |
|
SOLE |
|
25,850 |
0 |
0 |
PDC ENERGY INC |
COM |
69327R101 |
326 |
4,488 |
SH |
|
SOLE |
|
4,488 |
0 |
0 |
PEABODY ENGR CORP |
COM |
704551100 |
214 |
8,712 |
SH |
|
SOLE |
|
8,712 |
0 |
0 |
PENSKE AUTOMOTIVE GRP INC |
COM |
70959W103 |
5,847 |
62,390 |
SH |
|
SOLE |
|
62,390 |
0 |
0 |
PHILIP MORRIS INTL INC |
COM |
718172109 |
958 |
10,200 |
SH |
|
SOLE |
|
10,200 |
0 |
0 |
PHOTRONICS INC |
COM |
719405102 |
205 |
12,056 |
SH |
|
SOLE |
|
12,056 |
0 |
0 |
PIEDMONT OFFICE REALTY TR IN |
COM CL A |
720190206 |
258 |
15,000 |
SH |
|
SOLE |
|
15,000 |
0 |
0 |
PLAINS GP HLDGS L P |
LTD PARTNR INT A |
72651A207 |
211 |
18,238 |
SH |
|
SOLE |
|
18,238 |
0 |
0 |
PLYMOUTH INDL REIT INC |
COM |
729640102 |
244 |
9,000 |
SH |
|
SOLE |
|
9,000 |
0 |
0 |
PREFERRED APT CMNTYS INC |
COM |
74039L103 |
524 |
21,000 |
SH |
|
SOLE |
|
21,000 |
0 |
0 |
PS BUSINESS PKS INC CALIF |
COM |
69360J107 |
252 |
1,500 |
SH |
|
SOLE |
|
1,500 |
0 |
0 |
PULTE GROUP INC |
COM |
745867101 |
4,283 |
102,222 |
SH |
|
SOLE |
|
102,222 |
0 |
0 |
QUANTA SVCS INC |
COM |
74762E102 |
7,484 |
56,862 |
SH |
|
SOLE |
|
56,862 |
0 |
0 |
QUEST DIAGNOSTICS INC |
COM |
74834L100 |
4,010 |
29,302 |
SH |
|
SOLE |
|
29,302 |
0 |
0 |
REALTY INCOME CORP |
COM |
756109104 |
312 |
4,500 |
SH |
|
SOLE |
|
4,500 |
0 |
0 |
REGIONS FINANCIAL CORP NEW |
COM |
7591EP100 |
222 |
9,966 |
SH |
|
SOLE |
|
9,966 |
0 |
0 |
RELIANCE STEEL & ALUMINUM CO |
COM |
759509102 |
5,455 |
29,752 |
SH |
|
SOLE |
|
29,752 |
0 |
0 |
RESOLUTE FST PRODS INC |
COM |
76117W109 |
6,602 |
511,362 |
SH |
|
SOLE |
|
511,362 |
0 |
0 |
RETAIL OPPORTUNITY INVTS COR |
COM |
76131N101 |
291 |
15,000 |
SH |
|
SOLE |
|
15,000 |
0 |
0 |
RETAIL VALUE INC |
COM |
76133Q102 |
142 |
46,500 |
SH |
|
SOLE |
|
46,500 |
0 |
0 |
RPT REALTY |
SH BEN INT |
74971D101 |
289 |
21,000 |
SH |
|
SOLE |
|
21,000 |
0 |
0 |
SANDERSON FARMS INC |
COM |
800013104 |
206 |
1,100 |
SH |
|
SOLE |
|
1,100 |
0 |
0 |
SANDRIDGE ENERGY INC |
COM NEW |
80007P869 |
294 |
18,326 |
SH |
|
SOLE |
|
18,326 |
0 |
0 |
SAUL CTRS INC |
COM |
804395101 |
316 |
6,000 |
SH |
|
SOLE |
|
6,000 |
0 |
0 |
SCHNITZER STEEL INDS INC |
CL A |
806882106 |
262 |
5,038 |
SH |
|
SOLE |
|
5,038 |
0 |
0 |
SCHWAB STRATEGIC TR |
US TIPS ETF |
808524870 |
3,668 |
60,420 |
SH |
|
SOLE |
|
37,831 |
0 |
22,589 |
SCHWEITZER-MAUDUIT INTL INC |
COM |
808541106 |
3,627 |
131,904 |
SH |
|
SOLE |
|
131,904 |
0 |
0 |
SCOTTS MIRACLE-GRO CO |
CL A |
810186106 |
1,967 |
16,000 |
SH |
|
SOLE |
|
16,000 |
0 |
0 |
SINOPEC SHANGHAI PETROCHEMIC |
SPON ADR H |
82935M109 |
436 |
21,276 |
SH |
|
SOLE |
|
21,276 |
0 |
0 |
SITE CTRS CORP |
COM |
82981J109 |
301 |
18,000 |
SH |
|
SOLE |
|
18,000 |
0 |
0 |
SLM CORP |
COM |
78442P106 |
4,729 |
257,580 |
SH |
|
SOLE |
|
257,580 |
0 |
0 |
SMITH & WESSON BRANDS INC |
COM |
831754106 |
4,527 |
299,214 |
SH |
|
SOLE |
|
299,214 |
0 |
0 |
SMUCKER J M CO |
COM NEW |
832696405 |
4,672 |
34,506 |
SH |
|
SOLE |
|
34,506 |
0 |
0 |
SNAP ON INC |
COM |
833034101 |
4,094 |
19,926 |
SH |
|
SOLE |
|
19,926 |
0 |
0 |
SPARTANNASH CO |
COM |
847215100 |
201 |
6,094 |
SH |
|
SOLE |
|
6,094 |
0 |
0 |
SPDR SER TR |
FTSE INT GVT ETF |
78464A490 |
2,242 |
41,536 |
SH |
|
SOLE |
|
41,536 |
0 |
0 |
SPIRIT RLTY CAP INC NEW |
COM NEW |
84860W300 |
276 |
6,000 |
SH |
|
SOLE |
|
6,000 |
0 |
0 |
SPROUTS FMRS MKT INC |
COM |
85208M102 |
6,046 |
189,054 |
SH |
|
SOLE |
|
189,054 |
0 |
0 |
STAG INDL INC |
COM |
85254J102 |
248 |
6,000 |
SH |
|
SOLE |
|
6,000 |
0 |
0 |
STEEL DYNAMICS INC |
COM |
858119100 |
8,510 |
101,994 |
SH |
|
SOLE |
|
101,994 |
0 |
0 |
STURM RUGER & CO INC |
COM |
864159108 |
4,534 |
65,124 |
SH |
|
SOLE |
|
65,124 |
0 |
0 |
SURO CAPITAL CORP |
COM NEW |
86887Q109 |
94 |
10,867 |
SH |
|
SOLE |
|
10,867 |
0 |
0 |
SYNCHRONY FINANCIAL |
COM |
87165B103 |
3,491 |
100,278 |
SH |
|
SOLE |
|
100,278 |
0 |
0 |
SYNOVUS FINL CORP |
COM NEW |
87161C501 |
224 |
4,576 |
SH |
|
SOLE |
|
4,576 |
0 |
0 |
TANGER FACTORY OUTLET CTRS I |
COM |
875465106 |
232 |
13,500 |
SH |
|
SOLE |
|
13,500 |
0 |
0 |
TAPESTRY INC |
COM |
876030107 |
4,610 |
124,092 |
SH |
|
SOLE |
|
124,092 |
0 |
0 |
THE NECESSITY RETAIL REIT IN |
COM CLASS A |
02607T109 |
273 |
34,500 |
SH |
|
SOLE |
|
34,500 |
0 |
0 |
THE ODP CORP |
COM |
88337F105 |
4,536 |
98,982 |
SH |
|
SOLE |
|
98,982 |
0 |
0 |
TILRAY BRANDS INC |
COM CL 2 |
88688T100 |
1,603 |
206,320 |
SH |
|
SOLE |
|
206,320 |
0 |
0 |
TIMKENSTEEL CORPORATION |
COM |
887399103 |
417 |
19,052 |
SH |
|
SOLE |
|
19,052 |
0 |
0 |
TOLL BROTHERS INC |
COM |
889478103 |
6,437 |
136,890 |
SH |
|
SOLE |
|
136,890 |
0 |
0 |
TRAVELCENTERS OF AMERICA INC |
COM NEW |
89421B109 |
275 |
6,402 |
SH |
|
SOLE |
|
6,402 |
0 |
0 |
TRI POINTE HOMES INC |
COM |
87265H109 |
4,261 |
212,220 |
SH |
|
SOLE |
|
212,220 |
0 |
0 |
TURNING PT BRANDS INC |
COM |
90041L105 |
955 |
28,080 |
SH |
|
SOLE |
|
28,080 |
0 |
0 |
UMH PPTYS INC |
COM |
903002103 |
295 |
12,000 |
SH |
|
SOLE |
|
12,000 |
0 |
0 |
UNITED NAT FOODS INC |
COM |
911163103 |
361 |
8,738 |
SH |
|
SOLE |
|
8,738 |
0 |
0 |
UNITED STATES STL CORP NEW |
COM |
912909108 |
5,143 |
136,284 |
SH |
|
SOLE |
|
136,284 |
0 |
0 |
UNIVERSAL CORP VA |
COM |
913456109 |
873 |
15,040 |
SH |
|
SOLE |
|
15,040 |
0 |
0 |
UNIVERSAL HLTH SVCS INC |
CL B |
913903100 |
5,236 |
36,126 |
SH |
|
SOLE |
|
36,126 |
0 |
0 |
UNUM GROUP |
COM |
91529Y106 |
4,615 |
146,448 |
SH |
|
SOLE |
|
146,448 |
0 |
0 |
URBAN-GRO INC |
COM NEW |
91704K202 |
463 |
43,120 |
SH |
|
SOLE |
|
43,120 |
0 |
0 |
URSTADT BIDDLE PPTYS INC |
CL A |
917286205 |
282 |
15,000 |
SH |
|
SOLE |
|
15,000 |
0 |
0 |
US BANCORP DEL |
COM NEW |
902973304 |
4,055 |
76,302 |
SH |
|
SOLE |
|
76,302 |
0 |
0 |
VALERO ENERGY CORP |
COM |
91913Y100 |
6,794 |
66,906 |
SH |
|
SOLE |
|
66,906 |
0 |
0 |
VANECK ETF TRUST |
GOLD MINERS ETF |
92189F106 |
6,730 |
175,500 |
SH |
|
SOLE |
|
175,500 |
0 |
0 |
VANECK ETF TRUST |
JP MRGAN EM LOC |
92189H300 |
5,219 |
193,342 |
SH |
|
SOLE |
|
146,750 |
0 |
46,592 |
VANECK ETF TRUST |
EMERGING MRKT HI |
92189F353 |
1,516 |
75,200 |
SH |
|
SOLE |
|
75,200 |
0 |
0 |
VANECK ETF TRUST |
INTERNATIONAL HI |
92189F445 |
832 |
37,536 |
SH |
|
SOLE |
|
37,536 |
0 |
0 |
VANGUARD BD INDEX FDS |
TOTAL BND MRKT |
921937835 |
7,134 |
89,690 |
SH |
|
SOLE |
|
66,750 |
0 |
22,940 |
VANGUARD CHARLOTTE FDS |
TOTAL INT BD ETF |
92203J407 |
2,702 |
51,529 |
SH |
|
SOLE |
|
51,267 |
0 |
262 |
VANGUARD MUN BD FDS |
TAX EXEMPT BD |
922907746 |
903 |
17,517 |
SH |
|
SOLE |
|
0 |
0 |
17,517 |
VANGUARD SCOTTSDALE FDS |
INTER TERM TREAS |
92206C706 |
5,224 |
83,032 |
SH |
|
SOLE |
|
83,032 |
0 |
0 |
VANGUARD SCOTTSDALE FDS |
LONG TERM TREAS |
92206C847 |
1,510 |
18,784 |
SH |
|
SOLE |
|
18,784 |
0 |
0 |
VANGUARD SCOTTSDALE FDS |
INT-TERM CORP |
92206C870 |
1,330 |
15,456 |
SH |
|
SOLE |
|
15,456 |
0 |
0 |
VANGUARD SCOTTSDALE FDS |
SHRT TRM CORP BD |
92206C409 |
885 |
11,328 |
SH |
|
SOLE |
|
11,328 |
0 |
0 |
VERITIV CORP |
COM |
923454102 |
7,121 |
53,303 |
SH |
|
SOLE |
|
53,303 |
0 |
0 |
VICI PPTYS INC |
COM |
925652109 |
299 |
10,500 |
SH |
|
SOLE |
|
10,500 |
0 |
0 |
VILLAGE FARMS INTL INC |
COM |
92707Y108 |
741 |
140,320 |
SH |
|
SOLE |
|
140,320 |
0 |
0 |
VOYA FINANCIAL INC |
COM |
929089100 |
4,353 |
65,610 |
SH |
|
SOLE |
|
65,610 |
0 |
0 |
WALGREENS BOOTS ALLIANCE INC |
COM |
931427108 |
3,568 |
79,704 |
SH |
|
SOLE |
|
79,704 |
0 |
0 |
WARRIOR MET COAL INC |
COM |
93627C101 |
202 |
5,434 |
SH |
|
SOLE |
|
5,434 |
0 |
0 |
WASHINGTON REAL ESTATE INVT |
SH BEN INT |
939653101 |
306 |
12,000 |
SH |
|
SOLE |
|
12,000 |
0 |
0 |
WEBSTER FINL CORP |
COM |
947890109 |
10,659 |
189,924 |
SH |
|
SOLE |
|
189,924 |
0 |
0 |
WESTERN UN CO |
COM |
959802109 |
3,060 |
163,296 |
SH |
|
SOLE |
|
163,296 |
0 |
0 |
WHIRLPOOL CORP |
COM |
963320106 |
4,926 |
28,512 |
SH |
|
SOLE |
|
28,512 |
0 |
0 |
WHITING PETE CORP NEW |
COM NEW |
966387508 |
303 |
3,718 |
SH |
|
SOLE |
|
3,718 |
0 |
0 |
WISDOMTREE TR |
FUTRE STRAT FD |
97717W125 |
5,210 |
144,898 |
SH |
|
SOLE |
|
46,086 |
0 |
98,812 |
WISDOMTREE TR |
WISDOMTREE US VA |
97717W547 |
210 |
3,411 |
SH |
|
SOLE |
|
0 |
0 |
3,411 |
WM TECHNOLOGY INC |
COM |
92971A109 |
596 |
76,160 |
SH |
|
SOLE |
|
76,160 |
0 |
0 |
WORTHINGTON INDS INC |
COM |
981811102 |
3,781 |
73,548 |
SH |
|
SOLE |
|
73,548 |
0 |
0 |
XEROX HOLDINGS CORP |
COM NEW |
98421M106 |
3,944 |
195,534 |
SH |
|
SOLE |
|
195,534 |
0 |
0 |
ZIONS BANCORPORATION N A |
COM |
989701107 |
5,820 |
88,776 |
SH |
|
SOLE |
|
88,776 |
0 |
0 |
ZUMIEZ INC |
COM |
989817101 |
4,333 |
113,400 |
SH |
|
SOLE |
|
113,400 |
0 |
0 |