Cambria Investment Management, L.P. Diversified Active

CIK: 0001529389 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 15, 2016

Total Value ($000): $216,722 (100.0% shares, 0.0% debt)

Holdings (163)

VNQ VANGUARD REIT ETF 2.9%
Value ($000) $6,343 Shares 71,450 Est. Cost $80.07 Unrealized —
BND Vanguard Bond Index Fund Inc Total Bond Mkt 1.7%
Value ($000) $3,596 Shares 42,660 Est. Cost $82.05 Unrealized —
VNQI VANGUARD GLBL EX-US REAL EST 1.6%
Value ($000) $3,573 Shares 66,098 Est. Cost $54.38 Unrealized —
BNDX Vanguard Charlotte Funds Intl Bond Index ETF 1.5%
Value ($000) $3,208 Shares 57,588 Est. Cost $53.61 Unrealized —
TLT ISHARES 20+ YEAR TREASURY BO 1.5%
Value ($000) $3,183 Shares 22,914 Est. Cost $125.44 Unrealized —
LQD ISHARES IBOXX INVESTMENT 1.4%
Value ($000) $3,054 Shares 24,886 Est. Cost $120.51 Unrealized —
SYLD CAMBRIA SHAREHOLDER YIELD 1.4%
Value ($000) $3,031 Shares 107,299 Est. Cost $29.12 Unrealized —
— POWERSHARES DB 1.4%
Value ($000) $2,993 Shares 73,115 Est. Cost $37.22 Unrealized —
NOC NORTHROP GRUMMAN CORP 1.2%
Value ($000) $2,522 Shares 11,348 Est. Cost $114.24 Unrealized +57.7%
— CAMBRIA SOVEREIGN HIGH YI 1.1%
Value ($000) $2,466 Shares 90,077 Est. Cost $26.87 Unrealized —
ORLY O'REILLY AUTOMOTIVE INC 1.1%
Value ($000) $2,455 Shares 9,055 Est. Cost $11.72 Unrealized +50.9%
HYEM VANECK VECTORS EMERGING M 1.1%
Value ($000) $2,310 Shares 97,124 Est. Cost $23.78 Unrealized —
RWX SPDR DJ INTERNATIONAL REAL E 1.0%
Value ($000) $2,237 Shares 53,974 Est. Cost $41.46 Unrealized —
— CASH AMERICA INTL INC 1.0%
Value ($000) $2,227 Shares 52,264 Est. Cost $27.96 Unrealized —
VWO VANGUARD EMERGING MKT ETF 1.0%
Value ($000) $2,221 Shares 63,045 Est. Cost $39.50 Unrealized —
LOW LOWE'S COS INC 1.0%
Value ($000) $2,184 Shares 27,590 Est. Cost $49.52 Unrealized +30.8%
— DR PEPPER SNAPPLE GROUP I 1.0%
Value ($000) $2,176 Shares 22,517 Est. Cost $72.00 Unrealized —
GVAL CAMBRIA GLOBAL VALUE ETF 1.0%
Value ($000) $2,130 Shares 116,704 Est. Cost $19.40 Unrealized —
HD HOME DEPOT INC 1.0%
Value ($000) $2,064 Shares 16,161 Est. Cost $75.32 Unrealized +39.4%
TRV TRAVELERS COS INC/THE 0.9%
Value ($000) $1,995 Shares 16,757 Est. Cost $79.20 Unrealized +15.5%
— L-3 COMMUNICATIONS HOLDIN 0.9%
Value ($000) $1,945 Shares 13,261 Est. Cost $126.21 Unrealized —
USCI UNITED STATES COMMODITY INDE 0.9%
Value ($000) $1,939 Shares 44,900 Est. Cost $46.09 Unrealized —
EDV VANGUARD EXTENDED DUR TRE 0.9%
Value ($000) $1,938 Shares 14,030 Est. Cost $122.00 Unrealized —
— SIX FLAGS ENTERTAINMENT C 0.9%
Value ($000) $1,903 Shares 32,841 Est. Cost $43.41 Unrealized —
VCSH VANGUARD-S/T CORP (ETF) 0.9%
Value ($000) $1,900 Shares 23,503 Est. Cost $79.79 Unrealized —
AEO AMERICAN EAGLE OUTFITTERS 0.9%
Value ($000) $1,894 Shares 118,891 Est. Cost $11.72 Unrealized 0.0%
IEF ISHARES 7-10 YEAR TREASURY B 0.9%
Value ($000) $1,887 Shares 16,703 Est. Cost $107.72 Unrealized —
TXN TEXAS INSTRUMENTS INC 0.9%
Value ($000) $1,879 Shares 29,993 Est. Cost $37.56 Unrealized +21.5%
— INGRAM MICRO INC-CL A 0.8%
Value ($000) $1,828 Shares 52,563 Est. Cost $34.78 Unrealized —
CVS CVS HEALTH CORP 0.8%
Value ($000) $1,823 Shares 19,046 Est. Cost $64.93 Unrealized +14.8%
— POWERSHARES DB OPTIMUM YI 0.8%
Value ($000) $1,813 Shares 101,640 Est. Cost $17.84 Unrealized —
ALL ALLSTATE CORP 0.8%
Value ($000) $1,798 Shares 25,704 Est. Cost $51.88 Unrealized +4.3%
THG HANOVER INSURANCE GROUP I 0.8%
Value ($000) $1,796 Shares 21,229 Est. Cost $65.15 Unrealized 0.0%
AIZ ASSURANT INC 0.8%
Value ($000) $1,787 Shares 20,700 Est. Cost $53.27 Unrealized +30.4%
ETN EATON CORP PLC 0.8%
Value ($000) $1,776 Shares 29,737 Est. Cost $49.78 Unrealized 0.0%
FLR FLUOR CORP 0.8%
Value ($000) $1,748 Shares 35,468 Est. Cost $47.71 Unrealized 0.0%
AXS AXIS CAPITAL HOLDINGS LTD 0.8%
Value ($000) $1,739 Shares 31,627 Est. Cost $36.18 Unrealized +14.6%
VTI VANGUARD TOTAL STOCK MKT 0.8%
Value ($000) $1,726 Shares 16,105 Est. Cost $105.51 Unrealized —
EG EVEREST RE GROUP LTD 0.8%
Value ($000) $1,718 Shares 9,403 Est. Cost $133.63 Unrealized +12.4%
VO VANGUARD MID-CAP ETF 0.8%
Value ($000) $1,713 Shares 13,856 Est. Cost $126.35 Unrealized —
LUV SOUTHWEST AIRLINES CO 0.8%
Value ($000) $1,662 Shares 42,390 Est. Cost $32.95 Unrealized +15.8%
— TECH DATA CORP 0.8%
Value ($000) $1,643 Shares 22,865 Est. Cost $68.49 Unrealized —
BIGGQ BIG LOTS INC 0.7%
Value ($000) $1,622 Shares 32,376 Est. Cost $35.62 Unrealized +3.7%
AGG ISHARES CORE U.S. AGGREGATE 0.7%
Value ($000) $1,608 Shares 14,277 Est. Cost $110.11 Unrealized —
— BRIGGS & STRATTON 0.7%
Value ($000) $1,584 Shares 74,776 Est. Cost $19.31 Unrealized —
PLCE CHILDREN'S PLACE INC/THE 0.7%
Value ($000) $1,583 Shares 19,668 Est. Cost $60.15 Unrealized +25.2%
GDOT GREEN DOT CORP-CLASS A 0.7%
Value ($000) $1,572 Shares 68,382 Est. Cost $22.27 Unrealized 0.0%
— SANDERSON FARMS INC 0.7%
Value ($000) $1,553 Shares 17,930 Est. Cost $68.56 Unrealized —
NUS NU SKIN ENTERPRISES INC - 0.7%
Value ($000) $1,548 Shares 33,521 Est. Cost $29.53 Unrealized 0.0%
— NABORS INDUSTRIES LTD 0.7%
Value ($000) $1,540 Shares 153,239 Est. Cost $10.05 Unrealized —
PH PARKER HANNIFIN CORP 0.7%
Value ($000) $1,536 Shares 14,218 Est. Cost $96.45 Unrealized 0.0%
AGCO AGCO CORP 0.7%
Value ($000) $1,535 Shares 32,567 Est. Cost $40.43 Unrealized +2.2%
CMI CUMMINS INC 0.7%
Value ($000) $1,534 Shares 13,647 Est. Cost $87.68 Unrealized 0.0%
AFL AFLAC INC 0.7%
Value ($000) $1,529 Shares 21,195 Est. Cost $23.60 Unrealized +15.6%
PKG PACKAGING CORP OF AMERICA 0.7%
Value ($000) $1,528 Shares 22,835 Est. Cost $49.15 Unrealized 0.0%
— SUNTRUST BANKS INC 0.7%
Value ($000) $1,519 Shares 36,973 Est. Cost $38.25 Unrealized —
SANM SANMINA CORP 0.7%
Value ($000) $1,519 Shares 56,667 Est. Cost $25.03 Unrealized 0.0%
TIP ISHARES TIPS BOND ETF 0.7%
Value ($000) $1,519 Shares 13,019 Est. Cost $112.59 Unrealized —
REZ ISHARES RESIDENTIAL REAL 0.7%
Value ($000) $1,509 Shares 22,358 Est. Cost $63.41 Unrealized —
WHR WHIRLPOOL CORP 0.7%
Value ($000) $1,505 Shares 9,034 Est. Cost $176.46 Unrealized 0.0%
AAPL APPLE INC 0.7%
Value ($000) $1,496 Shares 15,646 Est. Cost $24.22 Unrealized -6.6%
WMT WAL-MART STORES INC 0.7%
Value ($000) $1,488 Shares 20,384 Est. Cost $19.52 Unrealized 0.0%
— AMERICAN CAPITAL LTD 0.7%
Value ($000) $1,455 Shares 91,895 Est. Cost $15.83 Unrealized —
ALK ALASKA AIR GROUP INC 0.7%
Value ($000) $1,438 Shares 24,666 Est. Cost $64.23 Unrealized 0.0%
— DOW CHEMICAL CO/THE 0.7%
Value ($000) $1,423 Shares 28,628 Est. Cost $48.02 Unrealized —
— EXPRESS SCRIPTS HOLDING C 0.7%
Value ($000) $1,413 Shares 18,639 Est. Cost $84.84 Unrealized —
KXI ISHARES GLOBAL CONSUMER S 0.6%
Value ($000) $1,400 Shares 13,977 Est. Cost $93.21 Unrealized —
UAL UNITED CONTINENTAL HOLDIN 0.6%
Value ($000) $1,391 Shares 33,882 Est. Cost $47.32 Unrealized 0.0%
AVT AVNET INC 0.6%
Value ($000) $1,388 Shares 34,271 Est. Cost $32.96 Unrealized +1.5%
— POWERSHARES DB ENERGY FUND 0.6%
Value ($000) $1,385 Shares 110,204 Est. Cost $12.57 Unrealized —
PHM PULTEGROUP INC 0.6%
Value ($000) $1,375 Shares 70,533 Est. Cost $17.87 Unrealized -7.5%
AGO ASSURED GUARANTY 0.6%
Value ($000) $1,352 Shares 53,310 Est. Cost $21.04 Unrealized +3.9%
— POWERSHARES DB COMMODITY IND 0.6%
Value ($000) $1,339 Shares 87,225 Est. Cost $15.35 Unrealized —
HIG HARTFORD FINANCIAL SVCS G 0.6%
Value ($000) $1,338 Shares 30,148 Est. Cost $36.99 Unrealized -2.0%
EWZ ISHARES MSCI BRAZIL CAPPED E 0.6%
Value ($000) $1,332 Shares 44,147 Est. Cost $28.25 Unrealized —
RS RELIANCE STEEL & ALUMINUM 0.6%
Value ($000) $1,320 Shares 17,161 Est. Cost $58.11 Unrealized +26.3%
GLW CORNING INC 0.6%
Value ($000) $1,317 Shares 64,320 Est. Cost $15.33 Unrealized +1.2%
VWOB VANGUARD EMERG MKTS GOV B 0.6%
Value ($000) $1,315 Shares 16,376 Est. Cost $77.62 Unrealized —
CNO CNO FINANCIAL GROUP INC 0.6%
Value ($000) $1,312 Shares 75,152 Est. Cost $14.55 Unrealized +4.7%
MMM 3M CO 0.6%
Value ($000) $1,304 Shares 7,445 Est. Cost $90.04 Unrealized +13.8%
AIG AMERICAN INTERNATIONAL GR 0.6%
Value ($000) $1,280 Shares 24,209 Est. Cost $41.27 Unrealized +4.9%
— CBS CORP-CLASS B NON VOTI 0.6%
Value ($000) $1,269 Shares 23,318 Est. Cost $55.60 Unrealized —
UNM UNUM GROUP 0.6%
Value ($000) $1,265 Shares 39,783 Est. Cost $33.73 Unrealized +0.2%
FYLD Cambria ETF Tr Cambria Fgn Shr 0.6%
Value ($000) $1,263 Shares 64,422 Est. Cost $21.02 Unrealized —
— POWERSHARES DB BASE METALS F 0.6%
Value ($000) $1,253 Shares 93,396 Est. Cost $13.05 Unrealized —
— POWERSHARES DB AGRICULTURE F 0.6%
Value ($000) $1,246 Shares 56,437 Est. Cost $21.57 Unrealized —
MTUM ISHARES MSCI USA MOMENTUM 0.6%
Value ($000) $1,229 Shares 16,082 Est. Cost $70.81 Unrealized —
— ISHARES MORTGAGE REAL EST 0.6%
Value ($000) $1,207 Shares 117,606 Est. Cost $10.26 Unrealized —
VBR VANGUARD SM-CAP VAL ETF 0.6%
Value ($000) $1,206 Shares 11,449 Est. Cost $105.34 Unrealized —
AMP AMERIPRISE FINANCIAL INC 0.6%
Value ($000) $1,200 Shares 13,357 Est. Cost $100.27 Unrealized -21.0%
BWX SPDR BARCLAYS INTL TREASURY 0.6%
Value ($000) $1,194 Shares 20,894 Est. Cost $55.33 Unrealized —
— XEROX CORP 0.5%
Value ($000) $1,191 Shares 125,496 Est. Cost $13.81 Unrealized —
IXN ISHARES GLOBAL TECH ETF 0.5%
Value ($000) $1,188 Shares 12,202 Est. Cost $97.36 Unrealized —
JXI ISHARES GLOBAL UTILITIES 0.5%
Value ($000) $1,183 Shares 23,971 Est. Cost $49.35 Unrealized —
CB CHUBB LTD 0.5%
Value ($000) $1,173 Shares 8,973 Est. Cost $96.06 Unrealized +7.8%
DOV DOVER CORP 0.5%
Value ($000) $1,161 Shares 16,750 Est. Cost $42.55 Unrealized +7.7%
— COOPER TIRE & RUBBER 0.5%
Value ($000) $1,146 Shares 38,445 Est. Cost $39.51 Unrealized —
PPC PILGRIM'S PRIDE CORP 0.5%
Value ($000) $1,145 Shares 44,941 Est. Cost $20.46 Unrealized +22.8%
PSEC PROSPECT CAPITAL CORP 0.5%
Value ($000) $1,139 Shares 145,695 Est. Cost $2.11 Unrealized +11.4%
DAL DELTA AIR LINES INC 0.5%
Value ($000) $1,120 Shares 30,732 Est. Cost $39.55 Unrealized -4.5%
FITB FIFTH THIRD BANCORP 0.5%
Value ($000) $1,118 Shares 63,546 Est. Cost $13.53 Unrealized -5.7%
STT STATE STREET CORP 0.5%
Value ($000) $1,095 Shares 20,300 Est. Cost $55.11 Unrealized -18.1%
MAN MANPOWERGROUP INC 0.5%
Value ($000) $1,094 Shares 17,001 Est. Cost $89.09 Unrealized -13.0%
— DOMTAR CORP 0.5%
Value ($000) $1,087 Shares 31,053 Est. Cost $35.75 Unrealized —
— EMC CORP/MA 0.5%
Value ($000) $1,057 Shares 38,895 Est. Cost $25.68 Unrealized —
VLO VALERO ENERGY CORP 0.5%
Value ($000) $1,039 Shares 20,363 Est. Cost $42.17 Unrealized -8.8%
MPC MARATHON PETROLEUM CORP 0.5%
Value ($000) $1,034 Shares 27,234 Est. Cost $34.07 Unrealized -20.1%
— LEGG MASON INC 0.5%
Value ($000) $1,029 Shares 34,890 Est. Cost $53.45 Unrealized —
— ALLIED WORLD ASSURANCE 0.5%
Value ($000) $1,008 Shares 28,699 Est. Cost $38.16 Unrealized —
— SYMANTEC CORP 0.5%
Value ($000) $1,003 Shares 48,847 Est. Cost $20.99 Unrealized —
VEA VANGUARD FTSE DEV MKT ETF 0.5%
Value ($000) $983 Shares 27,808 Est. Cost $39.17 Unrealized —
— GUESS? INC 0.5%
Value ($000) $976 Shares 64,840 Est. Cost $21.36 Unrealized —
TGT TARGET CORP 0.4%
Value ($000) $964 Shares 13,806 Est. Cost $55.25 Unrealized +1.5%
XLU UTILITIES SELECT SECTOR SPDR 0.4%
Value ($000) $963 Shares 18,348 Est. Cost $52.49 Unrealized —
SPIP SPDR BARCLAYS TIPS ETF 0.4%
Value ($000) $955 Shares 16,417 Est. Cost $56.67 Unrealized —
KSS KOHLS CORP 0.4%
Value ($000) $930 Shares 24,519 Est. Cost $58.30 Unrealized -31.8%
— WHOLE FOODS MARKET INC 0.4%
Value ($000) $923 Shares 28,829 Est. Cost $33.49 Unrealized —
GD GENERAL DYNAMICS CORP 0.4%
Value ($000) $860 Shares 6,176 Est. Cost $107.08 Unrealized +5.6%
LYB LYONDELLBASELL INDU-CL A 0.4%
Value ($000) $857 Shares 11,515 Est. Cost $47.57 Unrealized 0.0%
LNC LINCOLN NATIONAL CORP 0.4%
Value ($000) $847 Shares 21,843 Est. Cost $36.43 Unrealized -19.6%
WIP SPDR DB INTL GOV INFL-PRO 0.4%
Value ($000) $830 Shares 15,122 Est. Cost $54.68 Unrealized —
VOYA VOYA FINANCIAL INC 0.3%
Value ($000) $756 Shares 30,537 Est. Cost $37.71 Unrealized -27.3%
HPE HEWLETT PACKARD ENTERPRIS 0.3%
Value ($000) $743 Shares 40,685 Est. Cost $6.50 Unrealized +19.4%
PSX PHILLIPS 66 0.3%
Value ($000) $739 Shares 9,312 Est. Cost $49.22 Unrealized +15.2%
IWC ISHARES MICRO-CAP ETF 0.3%
Value ($000) $624 Shares 8,821 Est. Cost $70.74 Unrealized —
VB VANGUARD SMALL-CAP ETF 0.3%
Value ($000) $624 Shares 5,392 Est. Cost $114.25 Unrealized —
— VANECK VECTORS RUSSIA ETF 0.3%
Value ($000) $620 Shares 35,569 Est. Cost $16.36 Unrealized —
EWK ISHARES MSCI BELGIUM CAPPED 0.3%
Value ($000) $603 Shares 34,060 Est. Cost $17.65 Unrealized —
— POWERSHARES QQQ TRUST SERIES 0.3%
Value ($000) $593 Shares 5,511 Est. Cost $111.83 Unrealized —
— HOLLYFRONTIER CORP 0.3%
Value ($000) $587 Shares 24,713 Est. Cost $37.61 Unrealized —
SCZ ISHARES MSCI EAFE SMALL-CAP 0.3%
Value ($000) $578 Shares 11,983 Est. Cost $49.82 Unrealized —
— WESTERN REFINING INC 0.3%
Value ($000) $562 Shares 27,238 Est. Cost $35.79 Unrealized —
EWN ISHARES MSCI NETHERLANDS ETF 0.3%
Value ($000) $560 Shares 24,205 Est. Cost $23.14 Unrealized —
BSV VANGUARD ST BOND ETF 0.3%
Value ($000) $555 Shares 6,842 Est. Cost $80.36 Unrealized —
IBND SPDR BARCLAYS INT CORP 0.3%
Value ($000) $550 Shares 16,906 Est. Cost $31.71 Unrealized —
TUR ISHARES MSCI TURKEY ETF 0.3%
Value ($000) $543 Shares 13,690 Est. Cost $39.66 Unrealized —
CVI CVR ENERGY INC 0.2%
Value ($000) $535 Shares 34,533 Est. Cost $16.93 Unrealized -44.0%
VSS VANGUARD FTSE ALL WORLD 0.2%
Value ($000) $522 Shares 5,610 Est. Cost $98.86 Unrealized —
VC VISTEON CORP 0.2%
Value ($000) $520 Shares 7,894 Est. Cost $55.70 Unrealized +33.5%
— WISDOMTREE INDIAN RUPEE S 0.2%
Value ($000) $512 Shares 24,276 Est. Cost $21.17 Unrealized —
HPQ HP INC 0.2%
Value ($000) $511 Shares 40,685 Est. Cost $9.12 Unrealized -0.7%
— GLOBAL X MSCI GREECE ETF 0.2%
Value ($000) $509 Shares 70,413 Est. Cost $7.23 Unrealized —
IHY VANECK VECTORS INTERNATIO 0.2%
Value ($000) $509 Shares 21,318 Est. Cost $23.88 Unrealized —
— SPDR BARCLAYS HIGH YIELD 0.2%
Value ($000) $503 Shares 14,080 Est. Cost $38.64 Unrealized —
XLP CONSUMER STAPLES SPDR 0.2%
Value ($000) $498 Shares 9,024 Est. Cost $50.49 Unrealized —
VAMO Cambria ETF Tr Value Momentum 0.2%
Value ($000) $487 Shares 21,769 Est. Cost $22.37 Unrealized —
— ISHARES MSCI MALAYSIA ETF 0.2%
Value ($000) $482 Shares 58,167 Est. Cost $8.29 Unrealized —
XLE ENERGY SELECT SECTOR SPDR 0.2%
Value ($000) $481 Shares 7,051 Est. Cost $68.22 Unrealized —
LPLA LPL FINANCIAL HOLDINGS IN 0.2%
Value ($000) $481 Shares 21,346 Est. Cost $43.07 Unrealized -41.7%
DGS WISDOMTREE EM SMALL CAP 0.2%
Value ($000) $478 Shares 12,342 Est. Cost $43.41 Unrealized —
XLK TECHNOLOGY SELECT SECT SPDR 0.2%
Value ($000) $462 Shares 10,655 Est. Cost $44.39 Unrealized —
XLF FINANCIAL SELECT SECTOR SPDR 0.2%
Value ($000) $449 Shares 19,634 Est. Cost $22.87 Unrealized —
— CENTURYLINK INC 0.2%
Value ($000) $380 Shares 13,086 Est. Cost $39.33 Unrealized —
— TIME WARNER INC 0.2%
Value ($000) $376 Shares 5,108 Est. Cost $85.45 Unrealized —
TU TELUS CORP 0.2%
Value ($000) $373 Shares 11,587 Est. Cost $17.98 Unrealized -11.9%
ADM ARCHER-DANIELS-MIDLAND CO 0.2%
Value ($000) $369 Shares 8,607 Est. Cost $34.59 Unrealized -13.3%
EWO ISHARES MSCI AUSTRIA CAPPED 0.2%
Value ($000) $357 Shares 25,159 Est. Cost $14.97 Unrealized —
IP INTERNATIONAL PAPER CO 0.2%
Value ($000) $352 Shares 8,311 Est. Cost $30.77 Unrealized -14.6%
EWX SPDR S&P EMERGING MKTS SMALL 0.1%
Value ($000) $300 Shares 7,610 Est. Cost $39.42 Unrealized —
— NATIONAL OILWELL VARCO IN 0.1%
Value ($000) $282 Shares 8,387 Est. Cost $37.66 Unrealized —
DEM WISDOMTREE EMG MKTS EQ 0.1%
Value ($000) $275 Shares 7,775 Est. Cost $42.22 Unrealized —
NTAP NETAPP INC 0.1%
Value ($000) $268 Shares 10,903 Est. Cost $31.26 Unrealized -38.4%
M MACY'S INC 0.1%
Value ($000) $257 Shares 7,660 Est. Cost $60.68 Unrealized -41.0%