Cambria Investment Management, L.P. Diversified Active

CIK: 0001529389 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 11, 2016

Total Value ($000): $249,478 (100.0% shares, 0.0% debt)

Holdings (149)

BND VANGUARD TOT BOND MKT ETF 3.6%
Value ($000) $8,954 Shares 110,881 Est. Cost $82.05 Unrealized —
BSV VANGUARD SHORT-TERM BOND ETF 3.0%
Value ($000) $7,389 Shares 92,866 Est. Cost $80.36 Unrealized —
SHY ISHARES 1-3 YEAR TREASURY BO 2.9%
Value ($000) $7,152 Shares 84,788 Est. Cost $84.99 Unrealized —
VNQ VANGUARD REIT ETF 2.4%
Value ($000) $6,010 Shares 75,377 Est. Cost $80.07 Unrealized —
BNDX VANGUARD TOTAL INTL BOND 1.4%
Value ($000) $3,558 Shares 67,292 Est. Cost $53.57 Unrealized —
VTI VANGUARD TOTAL STOCK MKT 1.1%
Value ($000) $2,815 Shares 26,992 Est. Cost $105.41 Unrealized —
ORLY O'REILLY AUTOMOTIVE INC 1.1%
Value ($000) $2,781 Shares 10,975 Est. Cost $11.72 Unrealized +48.0%
— MARKET VECTORS EMER HY 1.1%
Value ($000) $2,715 Shares 122,758 Est. Cost $23.04 Unrealized —
NOC NORTHROP GRUMMAN CORP 1.0%
Value ($000) $2,598 Shares 13,761 Est. Cost $114.24 Unrealized +36.2%
HD HOME DEPOT INC 1.0%
Value ($000) $2,592 Shares 19,601 Est. Cost $75.32 Unrealized +32.7%
— RAYTHEON COMPANY 1.0%
Value ($000) $2,572 Shares 20,654 Est. Cost $108.24 Unrealized —
— DR PEPPER SNAPPLE GROUP I 1.0%
Value ($000) $2,547 Shares 27,324 Est. Cost $72.00 Unrealized —
LOW LOWE'S COS INC 1.0%
Value ($000) $2,546 Shares 33,480 Est. Cost $49.52 Unrealized +24.6%
IEI iShares Tr Barclays 3-7 Yr 1.0%
Value ($000) $2,473 Shares 20,172 Est. Cost $124.66 Unrealized —
— CHUBB CORP 0.9%
Value ($000) $2,338 Shares 17,629 Est. Cost $103.34 Unrealized —
INGR INGREDION INC 0.9%
Value ($000) $2,309 Shares 24,093 Est. Cost $80.34 Unrealized +18.0%
SYLD CAMBRIA SHAREHOLDER YIELD 0.9%
Value ($000) $2,266 Shares 78,424 Est. Cost $29.97 Unrealized —
TRV TRAVELERS COS INC/THE 0.9%
Value ($000) $2,265 Shares 20,067 Est. Cost $79.20 Unrealized +12.2%
CVS CVS HEALTH CORP 0.9%
Value ($000) $2,260 Shares 23,112 Est. Cost $64.93 Unrealized +11.8%
AVY AVERY DENNISON CORP 0.9%
Value ($000) $2,255 Shares 35,990 Est. Cost $38.65 Unrealized +35.6%
LUV SOUTHWEST AIRLINES CO 0.9%
Value ($000) $2,215 Shares 51,434 Est. Cost $32.95 Unrealized +19.4%
ELV ANTHEM INC 0.9%
Value ($000) $2,189 Shares 15,696 Est. Cost $106.67 Unrealized +12.1%
— SIX FLAGS ENTERTAINMENT C 0.9%
Value ($000) $2,188 Shares 39,834 Est. Cost $43.41 Unrealized —
AXS AXIS CAPITAL HOLDINGS LTD 0.9%
Value ($000) $2,157 Shares 38,372 Est. Cost $36.18 Unrealized +15.1%
VCSH VANGUARD-S/T CORP (ETF) 0.9%
Value ($000) $2,143 Shares 27,127 Est. Cost $79.79 Unrealized —
EG EVEREST RE GROUP LTD 0.8%
Value ($000) $2,087 Shares 11,398 Est. Cost $133.63 Unrealized +9.8%
USCI UNITED STATES COMM INDEX 0.8%
Value ($000) $2,060 Shares 50,912 Est. Cost $46.09 Unrealized —
— PARTNERRE LTD 0.8%
Value ($000) $2,007 Shares 14,364 Est. Cost $114.12 Unrealized —
AAPL APPLE INC 0.8%
Value ($000) $1,997 Shares 18,972 Est. Cost $24.22 Unrealized +6.2%
TXN TEXAS INSTRUMENTS INC 0.8%
Value ($000) $1,995 Shares 36,396 Est. Cost $37.56 Unrealized +12.6%
IEF ISHARES 7-10 YEAR TREASURY B 0.8%
Value ($000) $1,989 Shares 18,833 Est. Cost $107.49 Unrealized —
— EXPRESS SCRIPTS HOLDING C 0.8%
Value ($000) $1,976 Shares 22,610 Est. Cost $84.84 Unrealized —
— JUNIPER NETWORKS INC 0.8%
Value ($000) $1,974 Shares 71,533 Est. Cost $22.33 Unrealized —
AIZ ASSURANT INC 0.8%
Value ($000) $1,962 Shares 24,355 Est. Cost $53.27 Unrealized +26.4%
VWO VANGUARD EMERGING MKT ETF 0.8%
Value ($000) $1,936 Shares 59,192 Est. Cost $40.78 Unrealized —
— L-3 COMMUNICATIONS HOLDIN 0.8%
Value ($000) $1,923 Shares 16,092 Est. Cost $126.21 Unrealized —
— SUNTRUST BANKS INC 0.8%
Value ($000) $1,922 Shares 44,855 Est. Cost $38.25 Unrealized —
ALL ALLSTATE CORP 0.8%
Value ($000) $1,909 Shares 30,743 Est. Cost $51.88 Unrealized -4.1%
DAL DELTA AIR LINES INC 0.8%
Value ($000) $1,890 Shares 37,284 Est. Cost $39.55 Unrealized +10.4%
TLT ISHARES 20+ YEAR TREASURY BO 0.8%
Value ($000) $1,880 Shares 15,590 Est. Cost $123.00 Unrealized —
— CASH AMERICA INTL INC 0.7%
Value ($000) $1,838 Shares 61,383 Est. Cost $27.96 Unrealized —
AIG AMERICAN INTERNATIONAL GR 0.7%
Value ($000) $1,820 Shares 29,366 Est. Cost $41.27 Unrealized +14.7%
— TECH DATA CORP 0.7%
Value ($000) $1,816 Shares 27,356 Est. Cost $68.49 Unrealized —
INTC INTEL CORP 0.7%
Value ($000) $1,807 Shares 52,465 Est. Cost $26.00 Unrealized +2.5%
KMB KIMBERLY-CLARK CORP 0.7%
Value ($000) $1,800 Shares 14,141 Est. Cost $76.10 Unrealized +11.7%
— DOW CHEMICAL CO/THE 0.7%
Value ($000) $1,788 Shares 34,728 Est. Cost $48.02 Unrealized —
AVT AVNET INC 0.7%
Value ($000) $1,781 Shares 41,564 Est. Cost $32.96 Unrealized +8.5%
— COCA-COLA ENTERPRISES 0.7%
Value ($000) $1,771 Shares 35,964 Est. Cost $44.23 Unrealized —
— COOPER TIRE & RUBBER 0.7%
Value ($000) $1,765 Shares 46,635 Est. Cost $39.51 Unrealized —
AGCO AGCO CORP 0.7%
Value ($000) $1,742 Shares 38,376 Est. Cost $40.43 Unrealized -6.5%
CNO CNO FINANCIAL GROUP INC 0.7%
Value ($000) $1,741 Shares 91,181 Est. Cost $14.55 Unrealized +7.5%
MAN MANPOWERGROUP INC 0.7%
Value ($000) $1,739 Shares 20,628 Est. Cost $89.09 Unrealized -1.9%
AMP AMERIPRISE FINANCIAL INC 0.7%
Value ($000) $1,725 Shares 16,207 Est. Cost $100.27 Unrealized -10.0%
MPC MARATHON PETROLEUM CORP 0.7%
Value ($000) $1,713 Shares 33,048 Est. Cost $34.07 Unrealized +11.8%
AGO ASSURED GUARANTY 0.7%
Value ($000) $1,709 Shares 64,673 Est. Cost $21.04 Unrealized +7.1%
— CHEMTURA CORP 0.7%
Value ($000) $1,691 Shares 61,999 Est. Cost $28.61 Unrealized —
VLO VALERO ENERGY CORP 0.7%
Value ($000) $1,681 Shares 23,771 Est. Cost $42.17 Unrealized +7.9%
— ASPEN INSURANCE HOLDINGS 0.7%
Value ($000) $1,680 Shares 34,776 Est. Cost $43.94 Unrealized —
— SANDERSON FARMS INC 0.7%
Value ($000) $1,662 Shares 21,435 Est. Cost $68.56 Unrealized —
— LEGG MASON INC 0.7%
Value ($000) $1,660 Shares 42,320 Est. Cost $53.45 Unrealized —
CVI CVR ENERGY INC 0.7%
Value ($000) $1,648 Shares 41,883 Est. Cost $16.93 Unrealized +9.8%
STT STATE STREET CORP 0.7%
Value ($000) $1,634 Shares 24,621 Est. Cost $55.11 Unrealized -5.9%
PFE PFIZER INC 0.7%
Value ($000) $1,630 Shares 50,503 Est. Cost $18.07 Unrealized +12.7%
— XEROX CORP 0.6%
Value ($000) $1,619 Shares 152,275 Est. Cost $13.81 Unrealized —
UNM UNUM GROUP 0.6%
Value ($000) $1,607 Shares 48,276 Est. Cost $33.73 Unrealized +2.2%
— SANDISK CORP 0.6%
Value ($000) $1,570 Shares 20,662 Est. Cost $96.28 Unrealized —
REZ ISHARES RESIDENTIAL REAL 0.6%
Value ($000) $1,567 Shares 24,712 Est. Cost $63.41 Unrealized —
EME EMCOR GROUP INC 0.6%
Value ($000) $1,564 Shares 32,549 Est. Cost $44.65 Unrealized +3.0%
FITB FIFTH THIRD BANCORP 0.6%
Value ($000) $1,550 Shares 77,112 Est. Cost $13.53 Unrealized +2.6%
— BRIGGS & STRATTON 0.6%
Value ($000) $1,548 Shares 89,459 Est. Cost $19.31 Unrealized —
VWOB VANGUARD EMERG MKTS GOV B 0.6%
Value ($000) $1,544 Shares 20,840 Est. Cost $77.35 Unrealized —
AGG ISHARES CORE U.S. AGGREGATE 0.6%
Value ($000) $1,542 Shares 14,277 Est. Cost $110.11 Unrealized —
AFL AFLAC INC 0.6%
Value ($000) $1,540 Shares 25,717 Est. Cost $23.60 Unrealized +3.9%
LPLA LPL FINANCIAL HOLDINGS IN 0.6%
Value ($000) $1,537 Shares 36,032 Est. Cost $43.07 Unrealized -1.1%
HIG HARTFORD FINANCIAL SVCS G 0.6%
Value ($000) $1,537 Shares 35,358 Est. Cost $36.99 Unrealized -0.3%
PHM PULTEGROUP INC 0.6%
Value ($000) $1,525 Shares 85,574 Est. Cost $17.87 Unrealized -7.9%
UVV UNIVERSAL CORP/VA 0.6%
Value ($000) $1,519 Shares 27,093 Est. Cost $52.53 Unrealized +4.1%
BIGGQ BIG LOTS INC 0.6%
Value ($000) $1,514 Shares 39,274 Est. Cost $35.62 Unrealized -3.9%
MTUM ISHARES MSCI USA MOMENTUM 0.6%
Value ($000) $1,500 Shares 20,468 Est. Cost $70.25 Unrealized —
— GUESS? INC 0.6%
Value ($000) $1,485 Shares 78,672 Est. Cost $21.36 Unrealized —
KEY KEYCORP 0.6%
Value ($000) $1,479 Shares 112,152 Est. Cost $8.95 Unrealized -3.1%
MBB ISHARES BARCLAYS MBS BOND 0.6%
Value ($000) $1,441 Shares 13,383 Est. Cost $109.64 Unrealized —
KXI ISHARES GLOBAL CONSUMER S 0.6%
Value ($000) $1,440 Shares 15,449 Est. Cost $93.21 Unrealized —
GLW CORNING INC 0.6%
Value ($000) $1,427 Shares 78,038 Est. Cost $15.33 Unrealized -9.6%
KSS KOHLS CORP 0.6%
Value ($000) $1,417 Shares 29,744 Est. Cost $58.30 Unrealized -20.7%
— POWERSHARES EM MKT SOVR D 0.6%
Value ($000) $1,414 Shares 51,793 Est. Cost $27.30 Unrealized —
IWC ISHARES TR RUSS MCRP IDX 0.6%
Value ($000) $1,412 Shares 19,582 Est. Cost $72.11 Unrealized —
IXN ISHARES GLOBAL TECH ETF 0.6%
Value ($000) $1,408 Shares 14,416 Est. Cost $97.67 Unrealized —
RXI ISHARES GLOBAL CONSUMER D 0.6%
Value ($000) $1,406 Shares 15,796 Est. Cost $89.01 Unrealized —
— DOMTAR CORP 0.6%
Value ($000) $1,392 Shares 37,666 Est. Cost $35.75 Unrealized —
VOYA VOYA FINANCIAL INC 0.5%
Value ($000) $1,367 Shares 37,043 Est. Cost $37.71 Unrealized -5.9%
VO VANGUARD MID-CAP ETF 0.5%
Value ($000) $1,362 Shares 11,340 Est. Cost $127.49 Unrealized —
MMM 3M CO 0.5%
Value ($000) $1,359 Shares 9,023 Est. Cost $90.04 Unrealized +2.3%
— CENTURYLINK INC 0.5%
Value ($000) $1,337 Shares 53,157 Est. Cost $39.33 Unrealized —
— CBS CORP-CLASS B NON VOTI 0.5%
Value ($000) $1,334 Shares 28,296 Est. Cost $55.60 Unrealized —
LNC LINCOLN NATIONAL CORP 0.5%
Value ($000) $1,332 Shares 26,499 Est. Cost $36.43 Unrealized -2.0%
LQD ISHARES IBOXX INVESTMENT GRA 0.5%
Value ($000) $1,324 Shares 11,618 Est. Cost $118.74 Unrealized —
PLCE CHILDREN'S PLACE INC/THE 0.5%
Value ($000) $1,302 Shares 23,585 Est. Cost $60.15 Unrealized -10.5%
TU TELUS CORP 0.5%
Value ($000) $1,302 Shares 47,096 Est. Cost $17.98 Unrealized -13.4%
VEA VANGUARD FTSE DEV MKT ETF 0.5%
Value ($000) $1,300 Shares 35,392 Est. Cost $39.55 Unrealized —
— ALLIED WORLD ASSURANCE 0.5%
Value ($000) $1,295 Shares 34,818 Est. Cost $38.16 Unrealized —
ADM ARCHER-DANIELS-MIDLAND CO 0.5%
Value ($000) $1,284 Shares 34,992 Est. Cost $34.59 Unrealized -14.4%
IP INTERNATIONAL PAPER CO 0.5%
Value ($000) $1,274 Shares 33,795 Est. Cost $30.77 Unrealized -19.1%
DOV DOVER CORP 0.5%
Value ($000) $1,246 Shares 20,322 Est. Cost $42.55 Unrealized 0.0%
— SYMANTEC CORP 0.5%
Value ($000) $1,244 Shares 59,259 Est. Cost $20.99 Unrealized —
MET METLIFE INC 0.5%
Value ($000) $1,242 Shares 25,763 Est. Cost $31.20 Unrealized 0.0%
PSEC PROSPECT CAPITAL CORP 0.5%
Value ($000) $1,234 Shares 176,786 Est. Cost $2.11 Unrealized 0.0%
TGT TARGET CORP 0.5%
Value ($000) $1,216 Shares 16,751 Est. Cost $55.25 Unrealized 0.0%
— JACOBS ENGINEERING GROUP 0.5%
Value ($000) $1,215 Shares 28,973 Est. Cost $41.94 Unrealized —
LYB LYONDELLBASELL INDU-CL A 0.5%
Value ($000) $1,214 Shares 13,966 Est. Cost $52.02 Unrealized 0.0%
— EMC CORP/MA 0.5%
Value ($000) $1,212 Shares 47,198 Est. Cost $25.68 Unrealized —
RS RELIANCE STEEL & ALUMINUM 0.5%
Value ($000) $1,205 Shares 20,809 Est. Cost $58.11 Unrealized 0.0%
PPC PILGRIM'S PRIDE CORP 0.5%
Value ($000) $1,204 Shares 54,517 Est. Cost $20.46 Unrealized 0.0%
— HOLLYFRONTIER CORP 0.5%
Value ($000) $1,196 Shares 29,977 Est. Cost $37.61 Unrealized —
— WESTERN REFINING INC 0.5%
Value ($000) $1,177 Shares 33,033 Est. Cost $35.79 Unrealized —
NTAP NETAPP INC 0.5%
Value ($000) $1,173 Shares 44,217 Est. Cost $31.26 Unrealized -22.9%
— WHOLE FOODS MARKET INC 0.5%
Value ($000) $1,171 Shares 34,966 Est. Cost $33.49 Unrealized —
GVAL CAMBRIA GLOBAL VALUE ETF 0.5%
Value ($000) $1,168 Shares 65,925 Est. Cost $19.95 Unrealized —
— MKT VECTORS EM LC BD ETF 0.5%
Value ($000) $1,160 Shares 68,224 Est. Cost $20.05 Unrealized —
TIP ISHARES TIPS BOND ETF 0.5%
Value ($000) $1,146 Shares 10,447 Est. Cost $112.09 Unrealized —
— NATIONAL OILWELL VARCO IN 0.5%
Value ($000) $1,140 Shares 34,041 Est. Cost $37.66 Unrealized —
M MACY'S INC 0.4%
Value ($000) $1,089 Shares 31,118 Est. Cost $60.68 Unrealized -28.6%
BWX SPDR BARCLAYS INTL TREASURY 0.4%
Value ($000) $1,079 Shares 20,894 Est. Cost $55.33 Unrealized —
VC VISTEON CORP 0.4%
Value ($000) $1,052 Shares 9,191 Est. Cost $55.70 Unrealized +17.1%
GD GENERAL DYNAMICS CORP 0.4%
Value ($000) $1,028 Shares 7,487 Est. Cost $107.08 Unrealized +7.1%
SPIP SPDR BARCLAYS TIPS ETF 0.4%
Value ($000) $1,019 Shares 18,648 Est. Cost $56.31 Unrealized —
WIP SPDR DB INTL GOV INFL-PRO 0.4%
Value ($000) $968 Shares 19,188 Est. Cost $54.68 Unrealized —
VNQI VANGUARD GBL X US RE ETF 0.4%
Value ($000) $956 Shares 18,704 Est. Cost $56.26 Unrealized —
GAP GAP INC/THE 0.4%
Value ($000) $932 Shares 37,719 Est. Cost $26.75 Unrealized -30.5%
PSX PHILLIPS 66 0.4%
Value ($000) $896 Shares 10,950 Est. Cost $49.22 Unrealized +20.0%
HPE HEWLETT PACKARD ENTERPRIS 0.3%
Value ($000) $750 Shares 49,368 Est. Cost $6.50 Unrealized 0.0%
DDS DILLARDS INC-CL A 0.3%
Value ($000) $741 Shares 11,280 Est. Cost $83.25 Unrealized -28.0%
AQMIX AQR Managed Futures Strategy I 0.3%
Value ($000) $722 Shares 70,936 Est. Cost $10.58 Unrealized —
— HESS CORP 0.3%
Value ($000) $683 Shares 14,093 Est. Cost $73.53 Unrealized —
VSS VANGUARD FTSE ALL WORLD 0.3%
Value ($000) $663 Shares 7,140 Est. Cost $99.44 Unrealized —
IBND SPDR BARCLAYS INT CORP 0.3%
Value ($000) $663 Shares 21,520 Est. Cost $31.62 Unrealized —
— POWERSHARES QQQ TRUST SERIES 0.3%
Value ($000) $661 Shares 5,911 Est. Cost $111.83 Unrealized —
— MARKET VECTORS INTL 0.2%
Value ($000) $610 Shares 27,132 Est. Cost $24.28 Unrealized —
— SPDR BARCLAYS HIGH YIELD 0.2%
Value ($000) $608 Shares 17,920 Est. Cost $38.93 Unrealized —
FYLD CAMBRIA FORGN SHRHLDR ETF 0.2%
Value ($000) $601 Shares 29,988 Est. Cost $22.61 Unrealized —
HPQ HP INC 0.2%
Value ($000) $585 Shares 49,368 Est. Cost $9.12 Unrealized 0.0%
EDV VANGUARD EXTENDED DUR TREAS 0.2%
Value ($000) $579 Shares 5,115 Est. Cost $113.20 Unrealized —
DGS WISDOMTREE EM SMALL CAP 0.2%
Value ($000) $551 Shares 15,708 Est. Cost $43.87 Unrealized —
XLP CONSUMER STAPLES SPDR 0.2%
Value ($000) $503 Shares 9,962 Est. Cost $50.49 Unrealized —
XLY CONSUMER DISCRETIONARY SELT 0.2%
Value ($000) $493 Shares 6,313 Est. Cost $77.04 Unrealized —
— TIME WARNER INC 0.2%
Value ($000) $400 Shares 6,191 Est. Cost $85.45 Unrealized —
DEM WISDOMTREE EMG MKTS EQ 0.1%
Value ($000) $313 Shares 9,899 Est. Cost $42.90 Unrealized —
— CURRENCYSHARES JAPANESE YEN 0.1%
Value ($000) $299 Shares 3,708 Est. Cost $80.68 Unrealized —
— SPX CORP 0.1%
Value ($000) $160 Shares 17,194 Est. Cost $85.88 Unrealized —