Cambria Investment Management, L.P. Diversified Active

CIK: 0001529389 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 16, 2016

Total Value ($000): $216,020 (100.0% shares, 0.0% debt)

Holdings (162)

VNQ VANGUARD REIT ETF 2.8%
Value ($000) $5,991 Shares 71,493 Est. Cost $80.07 Unrealized
BND VANGUARD TOTAL BOND MARKET 2.3%
Value ($000) $4,884 Shares 58,991 Est. Cost $82.05 Unrealized
BNDX Vanguard Charlotte Funds Intl Bond Index ETF 1.4%
Value ($000) $3,088 Shares 56,626 Est. Cost $53.57 Unrealized
TLT ISHARES 20+ YEAR TREASURY BO 1.4%
Value ($000) $2,998 Shares 22,954 Est. Cost $125.44 Unrealized
VNQI VANGUARD GLBL EX-US REAL EST 1.4%
Value ($000) $2,953 Shares 55,183 Est. Cost $54.44 Unrealized
POWERSHARES DB PREC METALS F 1.3%
Value ($000) $2,780 Shares 74,700 Est. Cost $37.22 Unrealized
ORLY O'REILLY AUTOMOTIVE INC 1.3%
Value ($000) $2,727 Shares 9,964 Est. Cost $11.72 Unrealized +45.7%
BSV VANGUARD ST BOND ETF 1.2%
Value ($000) $2,600 Shares 32,158 Est. Cost $80.36 Unrealized
IEI iShares Tr Barclays 3-7 Yr 1.2%
Value ($000) $2,524 Shares 20,041 Est. Cost $124.66 Unrealized
NOC NORTHROP GRUMMAN CORP 1.1%
Value ($000) $2,472 Shares 12,491 Est. Cost $114.24 Unrealized +41.0%
HD HOME DEPOT INC 1.1%
Value ($000) $2,374 Shares 17,790 Est. Cost $75.32 Unrealized +30.6%
AVY AVERY DENNISON CORP 1.1%
Value ($000) $2,355 Shares 32,660 Est. Cost $38.65 Unrealized +39.7%
INGR INGREDION INC 1.1%
Value ($000) $2,335 Shares 21,863 Est. Cost $80.34 Unrealized +24.0%
LOW LOWE'S COS INC 1.1%
Value ($000) $2,301 Shares 30,380 Est. Cost $49.52 Unrealized +18.9%
RAYTHEON COMPANY 1.1%
Value ($000) $2,299 Shares 18,744 Est. Cost $108.24 Unrealized
Cambria ETF Tr Sovereign ETF 1.0%
Value ($000) $2,266 Shares 84,454 Est. Cost $26.83 Unrealized
RWX SPDR DJ INTERNATIONAL REAL E 1.0%
Value ($000) $2,238 Shares 53,974 Est. Cost $41.46 Unrealized
CASH AMERICA INTL INC 1.0%
Value ($000) $2,217 Shares 57,376 Est. Cost $27.96 Unrealized
DR PEPPER SNAPPLE GROUP I 1.0%
Value ($000) $2,217 Shares 24,794 Est. Cost $72.00 Unrealized
CVS CVS HEALTH CORP 1.0%
Value ($000) $2,175 Shares 20,972 Est. Cost $64.93 Unrealized +11.5%
TRV TRAVELERS COS INC/THE 1.0%
Value ($000) $2,126 Shares 18,216 Est. Cost $79.20 Unrealized +10.9%
LUV SOUTHWEST AIRLINES CO 1.0%
Value ($000) $2,091 Shares 46,674 Est. Cost $32.95 Unrealized +9.9%
SHY ISHARES 1-3 YEAR TREASURY 1.0%
Value ($000) $2,084 Shares 24,508 Est. Cost $84.99 Unrealized
EG EVEREST RE GROUP LTD 0.9%
Value ($000) $2,043 Shares 10,348 Est. Cost $133.63 Unrealized +12.3%
ELV ANTHEM INC 0.9%
Value ($000) $2,025 Shares 14,566 Est. Cost $106.67 Unrealized +9.3%
SIX FLAGS ENTERTAINMENT C 0.9%
Value ($000) $2,006 Shares 36,153 Est. Cost $43.41 Unrealized
USCI UNITED STATES COMM INDEX 0.9%
Value ($000) $1,968 Shares 48,700 Est. Cost $46.09 Unrealized
BRIGGS & STRATTON 0.9%
Value ($000) $1,942 Shares 81,186 Est. Cost $19.31 Unrealized
AXS AXIS CAPITAL HOLDINGS LTD 0.9%
Value ($000) $1,931 Shares 34,822 Est. Cost $36.18 Unrealized +13.4%
TECH DATA CORP 0.9%
Value ($000) $1,906 Shares 24,826 Est. Cost $68.49 Unrealized
VCSH VANGUARD-S/T CORP (ETF) 0.9%
Value ($000) $1,901 Shares 23,755 Est. Cost $79.79 Unrealized
TXN TEXAS INSTRUMENTS INC 0.9%
Value ($000) $1,896 Shares 33,026 Est. Cost $37.56 Unrealized +7.8%
ALL ALLSTATE CORP 0.9%
Value ($000) $1,880 Shares 27,902 Est. Cost $51.88 Unrealized -2.6%
AAPL APPLE INC 0.9%
Value ($000) $1,877 Shares 17,221 Est. Cost $24.22 Unrealized -6.9%
EDV VANGUARD EXTENDED DUR TREAS 0.9%
Value ($000) $1,838 Shares 14,496 Est. Cost $122.00 Unrealized
PLCE CHILDREN'S PLACE INC/THE 0.8%
Value ($000) $1,787 Shares 21,405 Est. Cost $60.15 Unrealized +12.9%
AGCO AGCO CORP 0.8%
Value ($000) $1,777 Shares 35,762 Est. Cost $40.43 Unrealized -4.5%
IEF ISHARES LEHMAN 7-10YR TRS 0.8%
Value ($000) $1,765 Shares 15,993 Est. Cost $107.49 Unrealized
SANDERSON FARMS INC 0.8%
Value ($000) $1,754 Shares 19,454 Est. Cost $68.56 Unrealized
AIZ ASSURANT INC 0.8%
Value ($000) $1,753 Shares 22,725 Est. Cost $53.27 Unrealized +17.1%
L-3 COMMUNICATIONS HOLDIN 0.8%
Value ($000) $1,730 Shares 14,602 Est. Cost $126.21 Unrealized
KMB KIMBERLY-CLARK CORP 0.8%
Value ($000) $1,727 Shares 12,840 Est. Cost $76.10 Unrealized +21.9%
VWO VANGUARD FTSE EMERGING MARKE 0.8%
Value ($000) $1,678 Shares 48,534 Est. Cost $40.78 Unrealized
AVT AVNET INC 0.8%
Value ($000) $1,671 Shares 37,727 Est. Cost $32.96 Unrealized -0.5%
COCA-COLA ENTERPRISES 0.8%
Value ($000) $1,656 Shares 32,634 Est. Cost $44.23 Unrealized
JUNIPER NETWORKS INC 0.8%
Value ($000) $1,656 Shares 64,913 Est. Cost $22.33 Unrealized
LQD ISHARES IBOXX INVESTMENT 0.8%
Value ($000) $1,647 Shares 13,858 Est. Cost $118.76 Unrealized
DAL DELTA AIR LINES INC 0.8%
Value ($000) $1,647 Shares 33,837 Est. Cost $39.55 Unrealized +4.6%
BIGGQ BIG LOTS INC 0.7%
Value ($000) $1,614 Shares 35,643 Est. Cost $35.62 Unrealized -12.8%
DOW CHEMICAL CO/THE 0.7%
Value ($000) $1,603 Shares 31,517 Est. Cost $48.02 Unrealized
VTI VANGUARD TOTAL STOCK MKT ETF 0.7%
Value ($000) $1,589 Shares 15,159 Est. Cost $105.41 Unrealized
GVAL CAMBRIA GLOBAL VALUE ETF 0.7%
Value ($000) $1,586 Shares 80,170 Est. Cost $19.92 Unrealized
AGG ISHARES CORE U.S. AGGREGATE 0.7%
Value ($000) $1,582 Shares 14,277 Est. Cost $110.11 Unrealized
MAN MANPOWERGROUP INC 0.7%
Value ($000) $1,567 Shares 19,248 Est. Cost $89.09 Unrealized -14.0%
COOPER TIRE & RUBBER 0.7%
Value ($000) $1,567 Shares 42,324 Est. Cost $39.51 Unrealized
SYLD CAMBRIA SHAREHOLDER YIELD ET 0.7%
Value ($000) $1,565 Shares 54,116 Est. Cost $29.97 Unrealized
REZ ISHARES RESIDENTIAL REAL 0.7%
Value ($000) $1,553 Shares 23,535 Est. Cost $63.41 Unrealized
XEROX CORP 0.7%
Value ($000) $1,542 Shares 138,184 Est. Cost $13.81 Unrealized
INTC INTEL CORP 0.7%
Value ($000) $1,540 Shares 47,614 Est. Cost $26.00 Unrealized -6.2%
CHEMTURA CORP 0.7%
Value ($000) $1,528 Shares 57,896 Est. Cost $28.61 Unrealized
HIG HARTFORD FINANCIAL SVCS G 0.7%
Value ($000) $1,525 Shares 33,091 Est. Cost $36.99 Unrealized -8.2%
ASPEN INSURANCE HOLDINGS 0.7%
Value ($000) $1,505 Shares 31,556 Est. Cost $43.94 Unrealized
TIP iShares Tr Barclays TIPS Bond 0.7%
Value ($000) $1,492 Shares 13,019 Est. Cost $112.59 Unrealized
AGO ASSURED GUARANTY 0.7%
Value ($000) $1,485 Shares 58,692 Est. Cost $21.04 Unrealized -1.4%
CNO CNO FINANCIAL GROUP INC 0.7%
Value ($000) $1,483 Shares 82,748 Est. Cost $14.55 Unrealized -3.4%
AIG AMERICAN INTERNATIONAL GR 0.7%
Value ($000) $1,482 Shares 27,427 Est. Cost $41.27 Unrealized +2.0%
GLW CORNING INC 0.7%
Value ($000) $1,479 Shares 70,818 Est. Cost $15.33 Unrealized -7.0%
AFL AFLAC INC 0.7%
Value ($000) $1,473 Shares 23,337 Est. Cost $23.60 Unrealized -0.1%
SUNTRUST BANKS INC 0.7%
Value ($000) $1,469 Shares 40,708 Est. Cost $38.25 Unrealized
PHM PULTEGROUP INC 0.7%
Value ($000) $1,453 Shares 77,661 Est. Cost $17.87 Unrealized -15.4%
UVV UNIVERSAL CORP/VA 0.7%
Value ($000) $1,450 Shares 25,516 Est. Cost $52.53 Unrealized +3.4%
EME EMCOR GROUP INC 0.7%
Value ($000) $1,436 Shares 29,539 Est. Cost $44.65 Unrealized -1.9%
KXI ISHARES GLOBAL CONSUMER S 0.7%
Value ($000) $1,433 Shares 14,713 Est. Cost $93.21 Unrealized
VLO VALERO ENERGY CORP 0.7%
Value ($000) $1,433 Shares 22,343 Est. Cost $42.17 Unrealized +1.7%
SANDISK CORP 0.7%
Value ($000) $1,427 Shares 18,752 Est. Cost $96.28 Unrealized
CBS CORP-CLASS B NON VOTI 0.7%
Value ($000) $1,414 Shares 25,676 Est. Cost $55.60 Unrealized
EXPRESS SCRIPTS HOLDING C 0.7%
Value ($000) $1,410 Shares 20,520 Est. Cost $84.84 Unrealized
MBB ISHARES BARCLAYS MBS BOND 0.6%
Value ($000) $1,395 Shares 12,746 Est. Cost $109.64 Unrealized
DOMTAR CORP 0.6%
Value ($000) $1,384 Shares 34,185 Est. Cost $35.75 Unrealized
AMP AMERIPRISE FINANCIAL INC 0.6%
Value ($000) $1,383 Shares 14,707 Est. Cost $100.27 Unrealized -27.3%
MMM 3M CO 0.6%
Value ($000) $1,365 Shares 8,192 Est. Cost $90.04 Unrealized +3.0%
PFE PFIZER INC 0.6%
Value ($000) $1,358 Shares 45,833 Est. Cost $18.07 Unrealized +3.3%
UNM UNUM GROUP 0.6%
Value ($000) $1,354 Shares 43,806 Est. Cost $33.73 Unrealized -13.0%
GUESS? INC 0.6%
Value ($000) $1,340 Shares 71,392 Est. Cost $21.36 Unrealized
LEGG MASON INC 0.6%
Value ($000) $1,332 Shares 38,409 Est. Cost $53.45 Unrealized
STT STATE STREET CORP 0.6%
Value ($000) $1,308 Shares 22,350 Est. Cost $55.11 Unrealized -22.6%
RS RELIANCE STEEL & ALUMINUM 0.6%
Value ($000) $1,307 Shares 18,889 Est. Cost $58.11 Unrealized +4.1%
KSS KOHLS CORP 0.6%
Value ($000) $1,258 Shares 26,994 Est. Cost $58.30 Unrealized -19.5%
PPC PILGRIM'S PRIDE CORP 0.6%
Value ($000) $1,257 Shares 49,477 Est. Cost $20.46 Unrealized +13.4%
TGT TARGET CORP 0.6%
Value ($000) $1,251 Shares 15,201 Est. Cost $55.25 Unrealized +2.0%
SCHP SCHWAB U.S. TIPS ETF 0.6%
Value ($000) $1,205 Shares 21,691 Est. Cost $55.55 Unrealized
VO VANGUARD MID-CAP ETF 0.5%
Value ($000) $1,186 Shares 9,782 Est. Cost $127.49 Unrealized
DOV DOVER CORP 0.5%
Value ($000) $1,186 Shares 18,442 Est. Cost $42.55 Unrealized -3.7%
CB CHUBB LTD 0.5%
Value ($000) $1,174 Shares 9,855 Est. Cost $96.06 Unrealized 0.0%
FITB FIFTH THIRD BANCORP 0.5%
Value ($000) $1,168 Shares 69,972 Est. Cost $13.53 Unrealized -14.2%
PSEC PROSPECT CAPITAL CORP 0.5%
Value ($000) $1,166 Shares 160,426 Est. Cost $2.11 Unrealized -4.9%
BWX SPDR BARCLAYS INTL TREASURY 0.5%
Value ($000) $1,165 Shares 20,894 Est. Cost $55.33 Unrealized
MPC MARATHON PETROLEUM CORP 0.5%
Value ($000) $1,151 Shares 30,956 Est. Cost $34.07 Unrealized -18.2%
VWOB VANGUARD EMERG MKTS GOV B 0.5%
Value ($000) $1,146 Shares 14,888 Est. Cost $77.35 Unrealized
JACOBS ENGINEERING GROUP 0.5%
Value ($000) $1,145 Shares 26,293 Est. Cost $41.94 Unrealized
EMC CORP/MA 0.5%
Value ($000) $1,141 Shares 42,828 Est. Cost $25.68 Unrealized
KEY KEYCORP 0.5%
Value ($000) $1,124 Shares 101,772 Est. Cost $8.95 Unrealized -16.9%
ALLIED WORLD ASSURANCE 0.5%
Value ($000) $1,104 Shares 31,597 Est. Cost $38.16 Unrealized
MTUM ISHARES MSCI USA MOMENTUM 0.5%
Value ($000) $1,069 Shares 14,620 Est. Cost $70.25 Unrealized
VOYA VOYA FINANCIAL INC 0.5%
Value ($000) $1,033 Shares 34,706 Est. Cost $37.71 Unrealized -28.1%
MET METLIFE INC 0.5%
Value ($000) $1,027 Shares 23,383 Est. Cost $31.20 Unrealized -14.3%
HOLLYFRONTIER CORP 0.5%
Value ($000) $995 Shares 28,170 Est. Cost $37.61 Unrealized
CVI CVR ENERGY INC 0.5%
Value ($000) $992 Shares 38,016 Est. Cost $16.93 Unrealized -24.8%
SYMANTEC CORP 0.5%
Value ($000) $988 Shares 53,779 Est. Cost $20.99 Unrealized
WHOLE FOODS MARKET INC 0.5%
Value ($000) $987 Shares 31,736 Est. Cost $33.49 Unrealized
LNC LINCOLN NATIONAL CORP 0.4%
Value ($000) $943 Shares 24,048 Est. Cost $36.43 Unrealized -26.5%
MARKET VECTORS EMER HY 0.4%
Value ($000) $939 Shares 40,920 Est. Cost $23.04 Unrealized
GD GENERAL DYNAMICS CORP 0.4%
Value ($000) $935 Shares 7,117 Est. Cost $107.08 Unrealized -0.3%
VEA VANGUARD FTSE DEV MKT ETF 0.4%
Value ($000) $907 Shares 25,280 Est. Cost $39.55 Unrealized
WESTERN REFINING INC 0.4%
Value ($000) $905 Shares 31,099 Est. Cost $35.79 Unrealized
PSX PHILLIPS 66 0.4%
Value ($000) $861 Shares 9,939 Est. Cost $49.22 Unrealized +13.8%
WIP SPDR Series Trust DB Intl Govt Infl Prot Bond ETF 0.4%
Value ($000) $849 Shares 15,517 Est. Cost $54.68 Unrealized
LPLA LPL FINANCIAL HOLDINGS IN 0.4%
Value ($000) $811 Shares 32,701 Est. Cost $43.07 Unrealized -37.3%
HPE HEWLETT PACKARD ENTERPRIS 0.4%
Value ($000) $794 Shares 44,798 Est. Cost $6.50 Unrealized -2.0%
SPIP SPDR BARCLAYS TIPS ETF 0.4%
Value ($000) $762 Shares 13,320 Est. Cost $56.31 Unrealized
VC VISTEON CORP 0.3%
Value ($000) $664 Shares 8,341 Est. Cost $55.70 Unrealized +22.5%
FYLD CAMBRIA FORGN SHRHLDR ETF 0.3%
Value ($000) $637 Shares 31,266 Est. Cost $22.52 Unrealized
POWERSHARES QQQ TRUST SERIES 0.3%
Value ($000) $602 Shares 5,511 Est. Cost $111.83 Unrealized
EWY ISHARES MSCI SOUTH KOREA CAP 0.3%
Value ($000) $602 Shares 11,403 Est. Cost $52.79 Unrealized
EWK ISHARES MSCI BELGIUM CAPPED 0.3%
Value ($000) $601 Shares 34,060 Est. Cost $17.65 Unrealized
SCZ ISHARES MSCI EAFE SMALL-CAP 0.3%
Value ($000) $597 Shares 11,983 Est. Cost $49.82 Unrealized
MARKET VECTORS RUSSIA ETF 0.3%
Value ($000) $582 Shares 35,569 Est. Cost $16.36 Unrealized
EWZ ISHARES MSCI BRAZIL CAPPED E 0.3%
Value ($000) $581 Shares 22,074 Est. Cost $26.32 Unrealized
HPQ HP INC 0.3%
Value ($000) $552 Shares 44,798 Est. Cost $9.12 Unrealized -15.5%
IBND SPDR BARCLAYS INT CORP 0.2%
Value ($000) $505 Shares 15,368 Est. Cost $31.62 Unrealized
XLP CONSUMER STAPLES SPDR 0.2%
Value ($000) $479 Shares 9,024 Est. Cost $50.49 Unrealized
VSS VANGUARD FTSE ALL WORLD 0.2%
Value ($000) $476 Shares 5,100 Est. Cost $99.44 Unrealized
XLK TECHNOLOGY SELECT SECT SPDR 0.2%
Value ($000) $473 Shares 10,655 Est. Cost $44.39 Unrealized
XLY CONSUMER DISCRETIONARY SELT 0.2%
Value ($000) $462 Shares 5,844 Est. Cost $77.04 Unrealized
CENTURYLINK INC 0.2%
Value ($000) $461 Shares 14,415 Est. Cost $39.33 Unrealized
MARKET VECTORS INTL 0.2%
Value ($000) $456 Shares 19,380 Est. Cost $24.28 Unrealized
XLB MATERIALS SELECT SECTOR SPDR 0.2%
Value ($000) $443 Shares 9,885 Est. Cost $44.82 Unrealized
SPDR BARCLAYS HIGH YIELD 0.2%
Value ($000) $438 Shares 12,800 Est. Cost $38.93 Unrealized
POWERSHARES DB BASE METALS F 0.2%
Value ($000) $425 Shares 34,226 Est. Cost $12.42 Unrealized
DGS WISDOMTREE EM SMALL CAP 0.2%
Value ($000) $424 Shares 11,220 Est. Cost $43.87 Unrealized
TU TELUS CORP 0.2%
Value ($000) $415 Shares 12,763 Est. Cost $17.98 Unrealized -20.0%
TIME WARNER INC 0.2%
Value ($000) $408 Shares 5,621 Est. Cost $85.45 Unrealized
POWERSHARES DB AGRICULTURE F 0.2%
Value ($000) $401 Shares 19,459 Est. Cost $20.61 Unrealized
IP INTERNATIONAL PAPER CO 0.2%
Value ($000) $376 Shares 9,152 Est. Cost $30.77 Unrealized -25.9%
M MACY'S INC 0.2%
Value ($000) $372 Shares 8,438 Est. Cost $60.68 Unrealized -31.9%
ADM ARCHER-DANIELS-MIDLAND CO 0.2%
Value ($000) $344 Shares 9,477 Est. Cost $34.59 Unrealized -25.0%
NTAP NETAPP INC 0.2%
Value ($000) $328 Shares 12,007 Est. Cost $31.26 Unrealized -39.8%
GAP GAP INC/THE 0.1%
Value ($000) $301 Shares 10,241 Est. Cost $26.75 Unrealized -30.9%
NATIONAL OILWELL VARCO IN 0.1%
Value ($000) $287 Shares 9,237 Est. Cost $37.66 Unrealized
DDS DILLARDS INC-CL A 0.1%
Value ($000) $262 Shares 3,087 Est. Cost $83.25 Unrealized -32.9%
WISDOMTREE INDIAN RUPEE S 0.1%
Value ($000) $258 Shares 12,138 Est. Cost $21.26 Unrealized
DEM WISDOMTREE EMG MKTS EQ 0.1%
Value ($000) $246 Shares 7,067 Est. Cost $42.90 Unrealized
SPX CORP 0.1%
Value ($000) $234 Shares 15,604 Est. Cost $85.88 Unrealized
CURRENCYSHARES AUSTRALIAN DO 0.1%
Value ($000) $223 Shares 2,909 Est. Cost $76.66 Unrealized
CEW WISDOMTREE EMERGING CURRENCY 0.1%
Value ($000) $223 Shares 12,553 Est. Cost $17.76 Unrealized
CURRENCYSHARES EURO TRUST 0.1%
Value ($000) $223 Shares 2,008 Est. Cost $111.06 Unrealized
CURRENCYSHARES CANADIAN DOLL 0.1%
Value ($000) $222 Shares 2,913 Est. Cost $76.21 Unrealized
WISDOMTREE BRAZILIAN REAL ST 0.1%
Value ($000) $222 Shares 15,326 Est. Cost $14.49 Unrealized
CURRENCYSHARES JAPANESE YEN 0.1%
Value ($000) $219 Shares 2,550 Est. Cost $80.68 Unrealized
HESS CORP 0.1%
Value ($000) $203 Shares 3,853 Est. Cost $73.53 Unrealized
EWO ISHARES MSCI AUSTRIA CAPPED 0.1%
Value ($000) $202 Shares 12,849 Est. Cost $15.72 Unrealized
VB VANGUARD SMALL-CAP ETF 0.1%
Value ($000) $200 Shares 1,797 Est. Cost $111.30 Unrealized