Cambria Investment Management, L.P. Diversified Active

Location: Manhattan Beach, CA

CIK: 0001529389 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 15, 2016

Total Value: $217M (100.0% shares, 0.0% debt)

Holdings (163)

VNQ VANGUARD REIT ETF 2.9%
Value $6.343M Shares 71,450 Est. Cost $80.07 Unrealized
BND Vanguard Bond Index Fund Inc Total Bond Mkt 1.7%
Value $3.596M Shares 42,660 Est. Cost $82.05 Unrealized
VNQI VANGUARD GLBL EX-US REAL EST 1.6%
Value $3.573M Shares 66,098 Est. Cost $54.38 Unrealized
BNDX Vanguard Charlotte Funds Intl Bond Index ETF 1.5%
Value $3.208M Shares 57,588 Est. Cost $53.61 Unrealized
TLT ISHARES 20+ YEAR TREASURY BO 1.5%
Value $3.183M Shares 22,914 Est. Cost $125.44 Unrealized
LQD ISHARES IBOXX INVESTMENT 1.4%
Value $3.054M Shares 24,886 Est. Cost $120.51 Unrealized
SYLD CAMBRIA SHAREHOLDER YIELD 1.4%
Value $3.031M Shares 107,299 Est. Cost $29.12 Unrealized
POWERSHARES DB 1.4%
Value $2.993M Shares 73,115 Est. Cost $37.22 Unrealized
NOC NORTHROP GRUMMAN CORP 1.2%
Value $2.522M Shares 11,348 Est. Cost $114.24 Unrealized +57.7%
CAMBRIA SOVEREIGN HIGH YI 1.1%
Value $2.466M Shares 90,077 Est. Cost $26.87 Unrealized
ORLY O'REILLY AUTOMOTIVE INC 1.1%
Value $2.455M Shares 9,055 Est. Cost $11.72 Unrealized +50.9%
HYEM VANECK VECTORS EMERGING M 1.1%
Value $2.31M Shares 97,124 Est. Cost $23.78 Unrealized
RWX SPDR DJ INTERNATIONAL REAL E 1.0%
Value $2.237M Shares 53,974 Est. Cost $41.46 Unrealized
CASH AMERICA INTL INC 1.0%
Value $2.227M Shares 52,264 Est. Cost $27.96 Unrealized
VWO VANGUARD EMERGING MKT ETF 1.0%
Value $2.221M Shares 63,045 Est. Cost $39.50 Unrealized
LOW LOWE'S COS INC 1.0%
Value $2.184M Shares 27,590 Est. Cost $49.52 Unrealized +30.8%
DR PEPPER SNAPPLE GROUP I 1.0%
Value $2.176M Shares 22,517 Est. Cost $72.00 Unrealized
GVAL CAMBRIA GLOBAL VALUE ETF 1.0%
Value $2.13M Shares 116,704 Est. Cost $19.40 Unrealized
HD HOME DEPOT INC 1.0%
Value $2.064M Shares 16,161 Est. Cost $75.32 Unrealized +39.4%
TRV TRAVELERS COS INC/THE 0.9%
Value $1.995M Shares 16,757 Est. Cost $79.20 Unrealized +15.5%
L-3 COMMUNICATIONS HOLDIN 0.9%
Value $1.945M Shares 13,261 Est. Cost $126.21 Unrealized
USCI UNITED STATES COMMODITY INDE 0.9%
Value $1.939M Shares 44,900 Est. Cost $46.09 Unrealized
EDV VANGUARD EXTENDED DUR TRE 0.9%
Value $1.938M Shares 14,030 Est. Cost $122.00 Unrealized
SIX FLAGS ENTERTAINMENT C 0.9%
Value $1.903M Shares 32,841 Est. Cost $43.41 Unrealized
VCSH VANGUARD-S/T CORP (ETF) 0.9%
Value $1.9M Shares 23,503 Est. Cost $79.79 Unrealized
AEO AMERICAN EAGLE OUTFITTERS 0.9%
Value $1.894M Shares 118,891 Est. Cost $11.72 Unrealized 0.0%
IEF ISHARES 7-10 YEAR TREASURY B 0.9%
Value $1.887M Shares 16,703 Est. Cost $107.72 Unrealized
TXN TEXAS INSTRUMENTS INC 0.9%
Value $1.879M Shares 29,993 Est. Cost $37.56 Unrealized +21.5%
INGRAM MICRO INC-CL A 0.8%
Value $1.828M Shares 52,563 Est. Cost $34.78 Unrealized
CVS CVS HEALTH CORP 0.8%
Value $1.823M Shares 19,046 Est. Cost $64.93 Unrealized +14.8%
POWERSHARES DB OPTIMUM YI 0.8%
Value $1.813M Shares 101,640 Est. Cost $17.84 Unrealized
ALL ALLSTATE CORP 0.8%
Value $1.798M Shares 25,704 Est. Cost $51.88 Unrealized +4.3%
THG HANOVER INSURANCE GROUP I 0.8%
Value $1.796M Shares 21,229 Est. Cost $65.15 Unrealized 0.0%
AIZ ASSURANT INC 0.8%
Value $1.787M Shares 20,700 Est. Cost $53.27 Unrealized +30.4%
ETN EATON CORP PLC 0.8%
Value $1.776M Shares 29,737 Est. Cost $49.78 Unrealized 0.0%
FLR FLUOR CORP 0.8%
Value $1.748M Shares 35,468 Est. Cost $47.71 Unrealized 0.0%
AXS AXIS CAPITAL HOLDINGS LTD 0.8%
Value $1.739M Shares 31,627 Est. Cost $36.18 Unrealized +14.6%
VTI VANGUARD TOTAL STOCK MKT 0.8%
Value $1.726M Shares 16,105 Est. Cost $105.51 Unrealized
EG EVEREST RE GROUP LTD 0.8%
Value $1.718M Shares 9,403 Est. Cost $133.63 Unrealized +12.4%
VO VANGUARD MID-CAP ETF 0.8%
Value $1.713M Shares 13,856 Est. Cost $126.35 Unrealized
LUV SOUTHWEST AIRLINES CO 0.8%
Value $1.662M Shares 42,390 Est. Cost $32.95 Unrealized +15.8%
TECH DATA CORP 0.8%
Value $1.643M Shares 22,865 Est. Cost $68.49 Unrealized
BIGGQ BIG LOTS INC 0.7%
Value $1.622M Shares 32,376 Est. Cost $35.62 Unrealized +3.7%
AGG ISHARES CORE U.S. AGGREGATE 0.7%
Value $1.608M Shares 14,277 Est. Cost $110.11 Unrealized
BRIGGS & STRATTON 0.7%
Value $1.584M Shares 74,776 Est. Cost $19.31 Unrealized
PLCE CHILDREN'S PLACE INC/THE 0.7%
Value $1.583M Shares 19,668 Est. Cost $60.15 Unrealized +25.2%
GDOT GREEN DOT CORP-CLASS A 0.7%
Value $1.572M Shares 68,382 Est. Cost $22.27 Unrealized 0.0%
SANDERSON FARMS INC 0.7%
Value $1.553M Shares 17,930 Est. Cost $68.56 Unrealized
NUS NU SKIN ENTERPRISES INC - 0.7%
Value $1.548M Shares 33,521 Est. Cost $29.53 Unrealized 0.0%
NABORS INDUSTRIES LTD 0.7%
Value $1.54M Shares 153,239 Est. Cost $10.05 Unrealized
PH PARKER HANNIFIN CORP 0.7%
Value $1.536M Shares 14,218 Est. Cost $96.45 Unrealized 0.0%
AGCO AGCO CORP 0.7%
Value $1.535M Shares 32,567 Est. Cost $40.43 Unrealized +2.2%
CMI CUMMINS INC 0.7%
Value $1.534M Shares 13,647 Est. Cost $87.68 Unrealized 0.0%
AFL AFLAC INC 0.7%
Value $1.529M Shares 21,195 Est. Cost $23.60 Unrealized +15.6%
PKG PACKAGING CORP OF AMERICA 0.7%
Value $1.528M Shares 22,835 Est. Cost $49.15 Unrealized 0.0%
SUNTRUST BANKS INC 0.7%
Value $1.519M Shares 36,973 Est. Cost $38.25 Unrealized
TIP ISHARES TIPS BOND ETF 0.7%
Value $1.519M Shares 13,019 Est. Cost $112.59 Unrealized
SANM SANMINA CORP 0.7%
Value $1.519M Shares 56,667 Est. Cost $25.03 Unrealized 0.0%
REZ ISHARES RESIDENTIAL REAL 0.7%
Value $1.509M Shares 22,358 Est. Cost $63.41 Unrealized
WHR WHIRLPOOL CORP 0.7%
Value $1.505M Shares 9,034 Est. Cost $176.46 Unrealized 0.0%
AAPL APPLE INC 0.7%
Value $1.496M Shares 15,646 Est. Cost $24.22 Unrealized -6.6%
WMT WAL-MART STORES INC 0.7%
Value $1.488M Shares 20,384 Est. Cost $19.52 Unrealized 0.0%
AMERICAN CAPITAL LTD 0.7%
Value $1.455M Shares 91,895 Est. Cost $15.83 Unrealized
ALK ALASKA AIR GROUP INC 0.7%
Value $1.438M Shares 24,666 Est. Cost $64.23 Unrealized 0.0%
DOW CHEMICAL CO/THE 0.7%
Value $1.423M Shares 28,628 Est. Cost $48.02 Unrealized
EXPRESS SCRIPTS HOLDING C 0.7%
Value $1.413M Shares 18,639 Est. Cost $84.84 Unrealized
KXI ISHARES GLOBAL CONSUMER S 0.6%
Value $1.4M Shares 13,977 Est. Cost $93.21 Unrealized
UAL UNITED CONTINENTAL HOLDIN 0.6%
Value $1.391M Shares 33,882 Est. Cost $47.32 Unrealized 0.0%
AVT AVNET INC 0.6%
Value $1.388M Shares 34,271 Est. Cost $32.96 Unrealized +1.5%
POWERSHARES DB ENERGY FUND 0.6%
Value $1.385M Shares 110,204 Est. Cost $12.57 Unrealized
PHM PULTEGROUP INC 0.6%
Value $1.375M Shares 70,533 Est. Cost $17.87 Unrealized -7.5%
AGO ASSURED GUARANTY 0.6%
Value $1.352M Shares 53,310 Est. Cost $21.04 Unrealized +3.9%
POWERSHARES DB COMMODITY IND 0.6%
Value $1.339M Shares 87,225 Est. Cost $15.35 Unrealized
HIG HARTFORD FINANCIAL SVCS G 0.6%
Value $1.338M Shares 30,148 Est. Cost $36.99 Unrealized -2.0%
EWZ ISHARES MSCI BRAZIL CAPPED E 0.6%
Value $1.332M Shares 44,147 Est. Cost $28.25 Unrealized
RS RELIANCE STEEL & ALUMINUM 0.6%
Value $1.32M Shares 17,161 Est. Cost $58.11 Unrealized +26.3%
GLW CORNING INC 0.6%
Value $1.317M Shares 64,320 Est. Cost $15.33 Unrealized +1.2%
VWOB VANGUARD EMERG MKTS GOV B 0.6%
Value $1.315M Shares 16,376 Est. Cost $77.62 Unrealized
CNO CNO FINANCIAL GROUP INC 0.6%
Value $1.312M Shares 75,152 Est. Cost $14.55 Unrealized +4.7%
MMM 3M CO 0.6%
Value $1.304M Shares 7,445 Est. Cost $90.04 Unrealized +13.8%
AIG AMERICAN INTERNATIONAL GR 0.6%
Value $1.28M Shares 24,209 Est. Cost $41.27 Unrealized +4.9%
CBS CORP-CLASS B NON VOTI 0.6%
Value $1.269M Shares 23,318 Est. Cost $55.60 Unrealized
UNM UNUM GROUP 0.6%
Value $1.265M Shares 39,783 Est. Cost $33.73 Unrealized +0.2%
FYLD Cambria ETF Tr Cambria Fgn Shr 0.6%
Value $1.263M Shares 64,422 Est. Cost $21.02 Unrealized
POWERSHARES DB BASE METALS F 0.6%
Value $1.253M Shares 93,396 Est. Cost $13.05 Unrealized
POWERSHARES DB AGRICULTURE F 0.6%
Value $1.246M Shares 56,437 Est. Cost $21.57 Unrealized
MTUM ISHARES MSCI USA MOMENTUM 0.6%
Value $1.229M Shares 16,082 Est. Cost $70.81 Unrealized
ISHARES MORTGAGE REAL EST 0.6%
Value $1.207M Shares 117,606 Est. Cost $10.26 Unrealized
VBR VANGUARD SM-CAP VAL ETF 0.6%
Value $1.206M Shares 11,449 Est. Cost $105.34 Unrealized
AMP AMERIPRISE FINANCIAL INC 0.6%
Value $1.2M Shares 13,357 Est. Cost $100.27 Unrealized -21.0%
BWX SPDR BARCLAYS INTL TREASURY 0.6%
Value $1.194M Shares 20,894 Est. Cost $55.33 Unrealized
XEROX CORP 0.5%
Value $1.191M Shares 125,496 Est. Cost $13.81 Unrealized
IXN ISHARES GLOBAL TECH ETF 0.5%
Value $1.188M Shares 12,202 Est. Cost $97.36 Unrealized
JXI ISHARES GLOBAL UTILITIES 0.5%
Value $1.183M Shares 23,971 Est. Cost $49.35 Unrealized
CB CHUBB LTD 0.5%
Value $1.173M Shares 8,973 Est. Cost $96.06 Unrealized +7.8%
DOV DOVER CORP 0.5%
Value $1.161M Shares 16,750 Est. Cost $42.55 Unrealized +7.7%
COOPER TIRE & RUBBER 0.5%
Value $1.146M Shares 38,445 Est. Cost $39.51 Unrealized
PPC PILGRIM'S PRIDE CORP 0.5%
Value $1.145M Shares 44,941 Est. Cost $20.46 Unrealized +22.8%
PSEC PROSPECT CAPITAL CORP 0.5%
Value $1.139M Shares 145,695 Est. Cost $2.11 Unrealized +11.4%
DAL DELTA AIR LINES INC 0.5%
Value $1.12M Shares 30,732 Est. Cost $39.55 Unrealized -4.5%
FITB FIFTH THIRD BANCORP 0.5%
Value $1.118M Shares 63,546 Est. Cost $13.53 Unrealized -5.7%
STT STATE STREET CORP 0.5%
Value $1.095M Shares 20,300 Est. Cost $55.11 Unrealized -18.1%
MAN MANPOWERGROUP INC 0.5%
Value $1.094M Shares 17,001 Est. Cost $89.09 Unrealized -13.0%
DOMTAR CORP 0.5%
Value $1.087M Shares 31,053 Est. Cost $35.75 Unrealized
EMC CORP/MA 0.5%
Value $1.057M Shares 38,895 Est. Cost $25.68 Unrealized
VLO VALERO ENERGY CORP 0.5%
Value $1.039M Shares 20,363 Est. Cost $42.17 Unrealized -8.8%
MPC MARATHON PETROLEUM CORP 0.5%
Value $1.034M Shares 27,234 Est. Cost $34.07 Unrealized -20.1%
LEGG MASON INC 0.5%
Value $1.029M Shares 34,890 Est. Cost $53.45 Unrealized
ALLIED WORLD ASSURANCE 0.5%
Value $1.008M Shares 28,699 Est. Cost $38.16 Unrealized
SYMANTEC CORP 0.5%
Value $1.003M Shares 48,847 Est. Cost $20.99 Unrealized
VEA VANGUARD FTSE DEV MKT ETF 0.5%
Value $983K Shares 27,808 Est. Cost $39.17 Unrealized
GUESS? INC 0.5%
Value $976K Shares 64,840 Est. Cost $21.36 Unrealized
TGT TARGET CORP 0.4%
Value $964K Shares 13,806 Est. Cost $55.25 Unrealized +1.5%
XLU UTILITIES SELECT SECTOR SPDR 0.4%
Value $963K Shares 18,348 Est. Cost $52.49 Unrealized
SPIP SPDR BARCLAYS TIPS ETF 0.4%
Value $955K Shares 16,417 Est. Cost $56.67 Unrealized
KSS KOHLS CORP 0.4%
Value $930K Shares 24,519 Est. Cost $58.30 Unrealized -31.8%
WHOLE FOODS MARKET INC 0.4%
Value $923K Shares 28,829 Est. Cost $33.49 Unrealized
GD GENERAL DYNAMICS CORP 0.4%
Value $860K Shares 6,176 Est. Cost $107.08 Unrealized +5.6%
LYB LYONDELLBASELL INDU-CL A 0.4%
Value $857K Shares 11,515 Est. Cost $47.57 Unrealized 0.0%
LNC LINCOLN NATIONAL CORP 0.4%
Value $847K Shares 21,843 Est. Cost $36.43 Unrealized -19.6%
WIP SPDR DB INTL GOV INFL-PRO 0.4%
Value $830K Shares 15,122 Est. Cost $54.68 Unrealized
VOYA VOYA FINANCIAL INC 0.3%
Value $756K Shares 30,537 Est. Cost $37.71 Unrealized -27.3%
HPE HEWLETT PACKARD ENTERPRIS 0.3%
Value $743K Shares 40,685 Est. Cost $6.50 Unrealized +19.4%
PSX PHILLIPS 66 0.3%
Value $739K Shares 9,312 Est. Cost $49.22 Unrealized +15.2%
VB VANGUARD SMALL-CAP ETF 0.3%
Value $624K Shares 5,392 Est. Cost $114.25 Unrealized
IWC ISHARES MICRO-CAP ETF 0.3%
Value $624K Shares 8,821 Est. Cost $70.74 Unrealized
VANECK VECTORS RUSSIA ETF 0.3%
Value $620K Shares 35,569 Est. Cost $16.36 Unrealized
EWK ISHARES MSCI BELGIUM CAPPED 0.3%
Value $603K Shares 34,060 Est. Cost $17.65 Unrealized
POWERSHARES QQQ TRUST SERIES 0.3%
Value $593K Shares 5,511 Est. Cost $111.83 Unrealized
HOLLYFRONTIER CORP 0.3%
Value $587K Shares 24,713 Est. Cost $37.61 Unrealized
SCZ ISHARES MSCI EAFE SMALL-CAP 0.3%
Value $578K Shares 11,983 Est. Cost $49.82 Unrealized
WESTERN REFINING INC 0.3%
Value $562K Shares 27,238 Est. Cost $35.79 Unrealized
EWN ISHARES MSCI NETHERLANDS ETF 0.3%
Value $560K Shares 24,205 Est. Cost $23.14 Unrealized
BSV VANGUARD ST BOND ETF 0.3%
Value $555K Shares 6,842 Est. Cost $80.36 Unrealized
IBND SPDR BARCLAYS INT CORP 0.3%
Value $550K Shares 16,906 Est. Cost $31.71 Unrealized
TUR ISHARES MSCI TURKEY ETF 0.3%
Value $543K Shares 13,690 Est. Cost $39.66 Unrealized
CVI CVR ENERGY INC 0.2%
Value $535K Shares 34,533 Est. Cost $16.93 Unrealized -44.0%
VSS VANGUARD FTSE ALL WORLD 0.2%
Value $522K Shares 5,610 Est. Cost $98.86 Unrealized
VC VISTEON CORP 0.2%
Value $520K Shares 7,894 Est. Cost $55.70 Unrealized +33.5%
WISDOMTREE INDIAN RUPEE S 0.2%
Value $512K Shares 24,276 Est. Cost $21.17 Unrealized
HPQ HP INC 0.2%
Value $511K Shares 40,685 Est. Cost $9.12 Unrealized -0.7%
GLOBAL X MSCI GREECE ETF 0.2%
Value $509K Shares 70,413 Est. Cost $7.23 Unrealized
IHY VANECK VECTORS INTERNATIO 0.2%
Value $509K Shares 21,318 Est. Cost $23.88 Unrealized
SPDR BARCLAYS HIGH YIELD 0.2%
Value $503K Shares 14,080 Est. Cost $38.64 Unrealized
XLP CONSUMER STAPLES SPDR 0.2%
Value $498K Shares 9,024 Est. Cost $50.49 Unrealized
VAMO Cambria ETF Tr Value Momentum 0.2%
Value $487K Shares 21,769 Est. Cost $22.37 Unrealized
ISHARES MSCI MALAYSIA ETF 0.2%
Value $482K Shares 58,167 Est. Cost $8.29 Unrealized
XLE ENERGY SELECT SECTOR SPDR 0.2%
Value $481K Shares 7,051 Est. Cost $68.22 Unrealized
LPLA LPL FINANCIAL HOLDINGS IN 0.2%
Value $481K Shares 21,346 Est. Cost $43.07 Unrealized -41.7%
DGS WISDOMTREE EM SMALL CAP 0.2%
Value $478K Shares 12,342 Est. Cost $43.41 Unrealized
XLK TECHNOLOGY SELECT SECT SPDR 0.2%
Value $462K Shares 10,655 Est. Cost $44.39 Unrealized
XLF FINANCIAL SELECT SECTOR SPDR 0.2%
Value $449K Shares 19,634 Est. Cost $22.87 Unrealized
CENTURYLINK INC 0.2%
Value $380K Shares 13,086 Est. Cost $39.33 Unrealized
TIME WARNER INC 0.2%
Value $376K Shares 5,108 Est. Cost $85.45 Unrealized
TU TELUS CORP 0.2%
Value $373K Shares 11,587 Est. Cost $17.98 Unrealized -11.9%
ADM ARCHER-DANIELS-MIDLAND CO 0.2%
Value $369K Shares 8,607 Est. Cost $34.59 Unrealized -13.3%
EWO ISHARES MSCI AUSTRIA CAPPED 0.2%
Value $357K Shares 25,159 Est. Cost $14.97 Unrealized
IP INTERNATIONAL PAPER CO 0.2%
Value $352K Shares 8,311 Est. Cost $30.77 Unrealized -14.6%
EWX SPDR S&P EMERGING MKTS SMALL 0.1%
Value $300K Shares 7,610 Est. Cost $39.42 Unrealized
NATIONAL OILWELL VARCO IN 0.1%
Value $282K Shares 8,387 Est. Cost $37.66 Unrealized
DEM WISDOMTREE EMG MKTS EQ 0.1%
Value $275K Shares 7,775 Est. Cost $42.22 Unrealized
NTAP NETAPP INC 0.1%
Value $268K Shares 10,903 Est. Cost $31.26 Unrealized -38.4%
M MACY'S INC 0.1%
Value $257K Shares 7,660 Est. Cost $60.68 Unrealized -41.0%