Cambria Investment Management, L.P. Diversified Active

CIK: 0001529389 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 14, 2016

Total Value ($000): $214,226 (100.0% shares, 0.0% debt)

Holdings (166)

VNQ VANGUARD REIT ETF 2.7%
Value ($000) $5,688 Shares 65,577 Est. Cost $80.07 Unrealized —
VNQI VANGUARD GBL X US RE ETF 2.0%
Value ($000) $4,310 Shares 73,229 Est. Cost $54.82 Unrealized —
EYLD CAMBRIA EMERG SHRHLDR YIE 2.0%
Value ($000) $4,179 Shares 157,406 Est. Cost $26.55 Unrealized —
TLT ISHARES 20+ YEAR TREASURY 1.5%
Value ($000) $3,180 Shares 23,121 Est. Cost $125.44 Unrealized —
LQD ISHARES IBOXX INVESTMENT 1.4%
Value ($000) $3,104 Shares 25,200 Est. Cost $120.55 Unrealized —
— POWERSHARES DB 1.2%
Value ($000) $2,651 Shares 65,276 Est. Cost $37.22 Unrealized —
— CAMBRIA SOVEREIGN HIGH YI 1.2%
Value ($000) $2,589 Shares 91,795 Est. Cost $26.89 Unrealized —
BND VANGUARD TOT BOND MKT ETF 1.2%
Value ($000) $2,558 Shares 30,400 Est. Cost $82.05 Unrealized —
HYEM VANECK VECTORS EMERGING M 1.1%
Value ($000) $2,447 Shares 99,169 Est. Cost $23.80 Unrealized —
ORLY O'REILLY AUTOMOTIVE INC 1.1%
Value ($000) $2,338 Shares 8,348 Est. Cost $11.72 Unrealized +59.9%
GVAL CAMBRIA GLOBAL VALUE ETF 1.1%
Value ($000) $2,332 Shares 119,448 Est. Cost $19.40 Unrealized —
RWX SPDR Dow Jones International Real Estate ETF 1.1%
Value ($000) $2,251 Shares 53,974 Est. Cost $41.46 Unrealized —
NOC NORTHROP GRUMMAN CORP 1.0%
Value ($000) $2,238 Shares 10,459 Est. Cost $114.24 Unrealized +63.0%
NUS NU SKIN ENTERPRISES INC - 0.9%
Value ($000) $2,001 Shares 30,889 Est. Cost $29.53 Unrealized +40.7%
SYLD CAMBRIA SHAREHOLDER YIELD 0.9%
Value ($000) $1,998 Shares 66,486 Est. Cost $29.12 Unrealized —
AEO AMERICAN EAGLE OUTFITTERS 0.9%
Value ($000) $1,956 Shares 109,546 Est. Cost $11.72 Unrealized +18.4%
TXN TEXAS INSTRUMENTS INC 0.9%
Value ($000) $1,939 Shares 27,634 Est. Cost $37.56 Unrealized +40.2%
HD HOME DEPOT INC 0.9%
Value ($000) $1,917 Shares 14,894 Est. Cost $75.32 Unrealized +41.2%
EDV VANGUARD EXTENDED DUR TRE 0.9%
Value ($000) $1,915 Shares 14,031 Est. Cost $122.00 Unrealized —
— FIRSTCASH INC 0.9%
Value ($000) $1,910 Shares 40,562 Est. Cost $47.09 Unrealized —
IEF ISHARES LEHMAN 7-10YR TRS 0.9%
Value ($000) $1,908 Shares 17,058 Est. Cost $107.81 Unrealized —
— DR PEPPER SNAPPLE GROUP I 0.9%
Value ($000) $1,894 Shares 20,746 Est. Cost $72.00 Unrealized —
— POWERSHARES DB OPTIMUM YI 0.9%
Value ($000) $1,855 Shares 106,390 Est. Cost $17.82 Unrealized —
VO VANGUARD MID-CAP ETF 0.9%
Value ($000) $1,846 Shares 14,261 Est. Cost $126.44 Unrealized —
VTI VANGUARD TOTAL STOCK MKT 0.9%
Value ($000) $1,846 Shares 16,578 Est. Cost $105.68 Unrealized —
— L-3 COMMUNICATIONS HOLDIN 0.9%
Value ($000) $1,842 Shares 12,218 Est. Cost $126.21 Unrealized —
LOW LOWE'S COS INC 0.9%
Value ($000) $1,836 Shares 25,420 Est. Cost $49.52 Unrealized +32.1%
ETN EATON CORP PLC 0.8%
Value ($000) $1,800 Shares 27,399 Est. Cost $49.78 Unrealized +6.3%
BNDX VANGUARD TOTAL INTL BOND 0.8%
Value ($000) $1,797 Shares 32,058 Est. Cost $53.61 Unrealized —
TRV TRAVELERS COS INC/THE 0.8%
Value ($000) $1,771 Shares 15,462 Est. Cost $79.20 Unrealized +20.3%
AIZ ASSURANT INC 0.8%
Value ($000) $1,764 Shares 19,125 Est. Cost $53.27 Unrealized +36.5%
— NABORS INDUSTRIES LTD 0.8%
Value ($000) $1,715 Shares 141,010 Est. Cost $10.05 Unrealized —
PKG PACKAGING CORP OF AMERICA 0.8%
Value ($000) $1,709 Shares 21,036 Est. Cost $49.15 Unrealized +17.9%
EG EVEREST RE GROUP LTD 0.8%
Value ($000) $1,647 Shares 8,668 Est. Cost $133.63 Unrealized +15.7%
PH PARKER HANNIFIN CORP 0.8%
Value ($000) $1,644 Shares 13,098 Est. Cost $96.45 Unrealized +6.8%
ALL ALLSTATE CORP 0.8%
Value ($000) $1,641 Shares 23,716 Est. Cost $51.88 Unrealized +7.8%
UAL UNITED CONTINENTAL HOLDIN 0.8%
Value ($000) $1,638 Shares 31,222 Est. Cost $47.32 Unrealized +1.7%
AAPL APPLE INC 0.8%
Value ($000) $1,630 Shares 14,421 Est. Cost $24.22 Unrealized +0.0%
— SIX FLAGS ENTERTAINMENT C 0.8%
Value ($000) $1,623 Shares 30,265 Est. Cost $43.41 Unrealized —
CMI CUMMINS INC 0.8%
Value ($000) $1,613 Shares 12,583 Est. Cost $87.68 Unrealized +8.0%
AGG iShares Core U.S. Aggregate Bond ETF 0.7%
Value ($000) $1,605 Shares 14,277 Est. Cost $110.11 Unrealized —
— SANDERSON FARMS INC 0.7%
Value ($000) $1,594 Shares 16,544 Est. Cost $68.56 Unrealized —
AXS AXIS CAPITAL HOLDINGS LTD 0.7%
Value ($000) $1,583 Shares 29,142 Est. Cost $36.18 Unrealized +17.3%
CVS CVS HEALTH CORP 0.7%
Value ($000) $1,562 Shares 17,548 Est. Cost $64.93 Unrealized +9.2%
SANM SANMINA CORP 0.7%
Value ($000) $1,533 Shares 53,848 Est. Cost $25.03 Unrealized +8.2%
LUV SOUTHWEST AIRLINES CO 0.7%
Value ($000) $1,519 Shares 39,058 Est. Cost $32.95 Unrealized +3.1%
TIP iShares TIPS Bond ETF 0.7%
Value ($000) $1,517 Shares 13,019 Est. Cost $112.59 Unrealized —
— SUNTRUST BANKS INC 0.7%
Value ($000) $1,492 Shares 34,068 Est. Cost $38.25 Unrealized —
EWZ iShares MSCI Brazil Capped ETF 0.7%
Value ($000) $1,489 Shares 44,147 Est. Cost $28.25 Unrealized —
REZ ISHARES RESIDENTIAL REAL 0.7%
Value ($000) $1,465 Shares 22,357 Est. Cost $63.41 Unrealized —
PLCE CHILDREN'S PLACE INC/THE 0.7%
Value ($000) $1,455 Shares 18,213 Est. Cost $60.15 Unrealized +37.0%
GDOT GREEN DOT CORP-CLASS A 0.7%
Value ($000) $1,454 Shares 63,034 Est. Cost $22.27 Unrealized +5.2%
AFL AFLAC INC 0.7%
Value ($000) $1,450 Shares 20,181 Est. Cost $23.60 Unrealized +23.8%
AGCO AGCO CORP 0.7%
Value ($000) $1,437 Shares 29,146 Est. Cost $40.43 Unrealized -4.2%
— AMERICAN CAPITAL LTD 0.7%
Value ($000) $1,431 Shares 84,629 Est. Cost $15.83 Unrealized —
BIGGQ BIG LOTS INC 0.7%
Value ($000) $1,425 Shares 29,835 Est. Cost $35.62 Unrealized +12.3%
GLW CORNING INC 0.7%
Value ($000) $1,402 Shares 59,266 Est. Cost $15.33 Unrealized +13.3%
VWOB VANGUARD EMERG MKTS GOV B 0.7%
Value ($000) $1,397 Shares 17,120 Est. Cost $77.79 Unrealized —
KXI ISHARES GLOBAL CONSUMER S 0.6%
Value ($000) $1,388 Shares 13,976 Est. Cost $93.21 Unrealized —
FYLD CAMBRIA FORGN SHRHLDR ETF 0.6%
Value ($000) $1,379 Shares 65,975 Est. Cost $21.01 Unrealized —
— DOW CHEMICAL CO/THE 0.6%
Value ($000) $1,367 Shares 26,381 Est. Cost $48.02 Unrealized —
AGO ASSURED GUARANTY LTD 0.6%
Value ($000) $1,363 Shares 49,124 Est. Cost $21.04 Unrealized +9.3%
WMT WAL-MART STORES INC 0.6%
Value ($000) $1,356 Shares 18,802 Est. Cost $19.52 Unrealized +5.6%
— COOPER TIRE & RUBBER 0.6%
Value ($000) $1,347 Shares 35,428 Est. Cost $39.51 Unrealized —
WHR WHIRLPOOL CORP 0.6%
Value ($000) $1,347 Shares 8,306 Est. Cost $176.46 Unrealized +0.4%
— VanEck Vectors Russia ETF 0.6%
Value ($000) $1,335 Shares 71,138 Est. Cost $17.56 Unrealized —
MXI ISHARES GLOBAL MATERIALS 0.6%
Value ($000) $1,330 Shares 24,863 Est. Cost $53.49 Unrealized —
AIG AMERICAN INTERNATIONAL GR 0.6%
Value ($000) $1,324 Shares 22,305 Est. Cost $41.27 Unrealized +9.2%
— PowerShares DB Base Metals Fund 0.6%
Value ($000) $1,312 Shares 93,396 Est. Cost $13.05 Unrealized —
— PowerShares DB Commodity Index Tracking Fund 0.6%
Value ($000) $1,309 Shares 87,225 Est. Cost $15.35 Unrealized —
MTUM ISHARES MSCI USA MOMENTUM 0.6%
Value ($000) $1,301 Shares 16,813 Est. Cost $71.10 Unrealized —
AVT AVNET INC 0.6%
Value ($000) $1,297 Shares 31,583 Est. Cost $32.96 Unrealized -0.4%
UNM UNUM GROUP 0.6%
Value ($000) $1,294 Shares 36,654 Est. Cost $33.73 Unrealized +0.3%
GUNR FLEXSHARES GLOBAL UPSTREA 0.6%
Value ($000) $1,294 Shares 47,018 Est. Cost $27.52 Unrealized —
IGF ISHARES GLOBAL INFRASTRUC 0.6%
Value ($000) $1,272 Shares 30,601 Est. Cost $41.57 Unrealized —
VBR VANGUARD SM-CAP VAL ETF 0.6%
Value ($000) $1,267 Shares 11,448 Est. Cost $105.34 Unrealized —
— ISHARES MORTGAGE REAL EST 0.6%
Value ($000) $1,236 Shares 117,605 Est. Cost $10.26 Unrealized —
— PowerShares DB Energy Fund 0.6%
Value ($000) $1,231 Shares 99,497 Est. Cost $12.57 Unrealized —
AMP AMERIPRISE FINANCIAL INC 0.6%
Value ($000) $1,228 Shares 12,307 Est. Cost $100.27 Unrealized -20.1%
— CHEMTURA CORP 0.6%
Value ($000) $1,223 Shares 37,280 Est. Cost $32.81 Unrealized —
IXN ISHARES GLOBAL TECH ETF 0.6%
Value ($000) $1,219 Shares 11,015 Est. Cost $97.36 Unrealized —
— EXPRESS SCRIPTS HOLDING C 0.6%
Value ($000) $1,211 Shares 17,176 Est. Cost $84.84 Unrealized —
MMM 3M CO 0.6%
Value ($000) $1,210 Shares 6,864 Est. Cost $90.04 Unrealized +21.3%
MUR MURPHY OIL CORP 0.6%
Value ($000) $1,204 Shares 39,598 Est. Cost $20.29 Unrealized 0.0%
FITB FIFTH THIRD BANCORP 0.6%
Value ($000) $1,198 Shares 58,548 Est. Cost $13.53 Unrealized +2.2%
USCI United States Commodity Index Fund 0.6%
Value ($000) $1,194 Shares 28,806 Est. Cost $46.09 Unrealized —
— MRC GLOBAL INC 0.6%
Value ($000) $1,186 Shares 72,156 Est. Cost $16.44 Unrealized —
WOR WORTHINGTON INDUSTRIES 0.6%
Value ($000) $1,180 Shares 24,568 Est. Cost $26.71 Unrealized 0.0%
— CBS CORP-CLASS B NON VOTI 0.5%
Value ($000) $1,176 Shares 21,484 Est. Cost $55.60 Unrealized —
— XEROX CORP 0.5%
Value ($000) $1,171 Shares 115,626 Est. Cost $13.81 Unrealized —
HIG HARTFORD FINANCIAL SVCS G 0.5%
Value ($000) $1,150 Shares 26,855 Est. Cost $36.99 Unrealized -7.7%
RS RELIANCE STEEL & ALUMINUM 0.5%
Value ($000) $1,139 Shares 15,817 Est. Cost $58.11 Unrealized +29.1%
PWR QUANTA SERVICES INC 0.5%
Value ($000) $1,138 Shares 40,656 Est. Cost $24.99 Unrealized 0.0%
DOV DOVER CORP 0.5%
Value ($000) $1,137 Shares 15,434 Est. Cost $42.55 Unrealized +16.4%
MAN MANPOWERGROUP INC 0.5%
Value ($000) $1,132 Shares 15,664 Est. Cost $89.09 Unrealized -22.6%
— SYMANTEC CORP 0.5%
Value ($000) $1,130 Shares 45,011 Est. Cost $20.99 Unrealized —
HUN HUNTSMAN CORP 0.5%
Value ($000) $1,125 Shares 69,121 Est. Cost $15.84 Unrealized 0.0%
VWO VANGUARD EMERGING MKT ETF 0.5%
Value ($000) $1,124 Shares 29,863 Est. Cost $39.50 Unrealized —
DAL DELTA AIR LINES INC 0.5%
Value ($000) $1,115 Shares 28,317 Est. Cost $39.55 Unrealized -14.6%
VEA VANGUARD FTSE DEV MKT ETF 0.5%
Value ($000) $1,088 Shares 29,072 Est. Cost $39.09 Unrealized —
PSEC PROSPECT CAPITAL CORP 0.5%
Value ($000) $1,087 Shares 134,236 Est. Cost $2.11 Unrealized +26.0%
— LEGG MASON INC 0.5%
Value ($000) $1,076 Shares 32,153 Est. Cost $53.45 Unrealized —
— ALLIED WORLD ASSURANCE 0.5%
Value ($000) $1,069 Shares 26,445 Est. Cost $38.16 Unrealized —
— TRINSEO SA 0.5%
Value ($000) $1,067 Shares 18,866 Est. Cost $56.56 Unrealized —
NAVI NAVIENT CORP 0.5%
Value ($000) $1,060 Shares 73,272 Est. Cost $13.93 Unrealized 0.0%
GBX GREENBRIER COMPANIES INC 0.5%
Value ($000) $1,057 Shares 29,931 Est. Cost $25.02 Unrealized 0.0%
CNO CNO FINANCIAL GROUP INC 0.5%
Value ($000) $1,057 Shares 69,244 Est. Cost $14.55 Unrealized -8.8%
NSP INSPERITY INC 0.5%
Value ($000) $1,046 Shares 14,401 Est. Cost $28.62 Unrealized 0.0%
CB CHUBB LTD 0.5%
Value ($000) $1,041 Shares 8,287 Est. Cost $96.06 Unrealized +11.6%
VYX NCR CORPORATION 0.5%
Value ($000) $1,041 Shares 32,334 Est. Cost $19.67 Unrealized 0.0%
BBY BEST BUY CO INC 0.5%
Value ($000) $1,027 Shares 26,897 Est. Cost $25.24 Unrealized 0.0%
MUSA MURPHY USA INC 0.5%
Value ($000) $1,017 Shares 14,248 Est. Cost $72.59 Unrealized 0.0%
— FINISH LINE/THE - CL A 0.5%
Value ($000) $999 Shares 43,304 Est. Cost $23.07 Unrealized —
XLE Energy Select Sector SPDR Fund 0.5%
Value ($000) $996 Shares 14,103 Est. Cost $69.42 Unrealized —
— GROUPON INC 0.5%
Value ($000) $994 Shares 192,964 Est. Cost $5.15 Unrealized —
SPIP SPDR BARCLAYS TIPS ETF 0.5%
Value ($000) $993 Shares 17,083 Est. Cost $56.72 Unrealized —
KSS KOHLS CORP 0.5%
Value ($000) $988 Shares 22,594 Est. Cost $58.30 Unrealized -28.2%
VLO VALERO ENERGY CORP 0.4%
Value ($000) $957 Shares 18,051 Est. Cost $42.17 Unrealized -12.9%
LNC LINCOLN NATIONAL CORP 0.4%
Value ($000) $946 Shares 20,128 Est. Cost $36.43 Unrealized -14.6%
WIP SPDR DB INTL GOV INFL-PRO 0.4%
Value ($000) $900 Shares 15,807 Est. Cost $54.77 Unrealized —
GD GENERAL DYNAMICS CORP 0.4%
Value ($000) $883 Shares 5,693 Est. Cost $107.08 Unrealized +13.6%
PPC PILGRIM'S PRIDE CORP 0.4%
Value ($000) $875 Shares 41,413 Est. Cost $20.46 Unrealized +13.4%
TGT TARGET CORP 0.4%
Value ($000) $874 Shares 12,721 Est. Cost $55.25 Unrealized -1.6%
— GUESS? INC 0.4%
Value ($000) $873 Shares 59,744 Est. Cost $21.36 Unrealized —
LYB LYONDELLBASELL INDU-CL A 0.4%
Value ($000) $856 Shares 10,612 Est. Cost $47.57 Unrealized -5.2%
HPE HEWLETT PACKARD ENTERPRIS 0.4%
Value ($000) $853 Shares 37,486 Est. Cost $6.50 Unrealized +45.2%
VOYA VOYA FINANCIAL INC 0.4%
Value ($000) $811 Shares 28,136 Est. Cost $37.71 Unrealized -35.0%
— WHOLE FOODS MARKET INC 0.4%
Value ($000) $753 Shares 26,568 Est. Cost $33.49 Unrealized —
AQMIX AQR Managed Futures Strategy I 0.3%
Value ($000) $735 Shares 72,521 Est. Cost $10.13 Unrealized —
IWC iShares Micro-Cap ETF 0.3%
Value ($000) $688 Shares 8,821 Est. Cost $70.74 Unrealized —
IDX VanEck Vectors Indonesia Index ETF 0.3%
Value ($000) $667 Shares 28,326 Est. Cost $23.55 Unrealized —
VB Vanguard Small-Cap ETF 0.3%
Value ($000) $659 Shares 5,392 Est. Cost $114.25 Unrealized —
EWO iShares MSCI Austria Capped ETF 0.3%
Value ($000) $656 Shares 40,189 Est. Cost $15.48 Unrealized —
— Powershares QQQ Trust Series 1 0.3%
Value ($000) $654 Shares 5,511 Est. Cost $111.83 Unrealized —
THD iShares MSCI Thailand Capped ETF 0.3%
Value ($000) $645 Shares 8,779 Est. Cost $73.47 Unrealized —
EWK iShares MSCI Belgium Capped ETF 0.3%
Value ($000) $642 Shares 34,060 Est. Cost $17.65 Unrealized —
SCZ iShares MSCI EAFE Small-Cap ETF 0.3%
Value ($000) $632 Shares 12,058 Est. Cost $49.82 Unrealized —
EWA iShares MSCI Australia ETF 0.3%
Value ($000) $630 Shares 30,122 Est. Cost $20.91 Unrealized —
EWP iShares MSCI Spain Capped ETF 0.3%
Value ($000) $620 Shares 23,131 Est. Cost $26.80 Unrealized —
VEU Vanguard FTSE All-World ex-US ETF 0.3%
Value ($000) $612 Shares 13,469 Est. Cost $45.44 Unrealized —
BWX SPDR Barclays International Treasury Bond ETF 0.3%
Value ($000) $603 Shares 20,894 Est. Cost $55.33 Unrealized —
IBND SPDR BARCLAYS INT CORP 0.3%
Value ($000) $593 Shares 17,737 Est. Cost $31.79 Unrealized —
LPLA LPL FINANCIAL HOLDINGS IN 0.3%
Value ($000) $588 Shares 19,673 Est. Cost $43.07 Unrealized -37.2%
VSS VANGUARD FTSE ALL WORLD 0.3%
Value ($000) $584 Shares 5,865 Est. Cost $98.89 Unrealized —
HPQ HP INC 0.3%
Value ($000) $582 Shares 37,486 Est. Cost $9.12 Unrealized +14.8%
VCSH VANGUARD-S/T CORP (ETF) 0.3%
Value ($000) $578 Shares 7,176 Est. Cost $79.79 Unrealized —
BSV VANGUARD ST BOND ETF 0.3%
Value ($000) $578 Shares 7,153 Est. Cost $80.38 Unrealized —
— HOLLYFRONTIER CORP 0.3%
Value ($000) $558 Shares 22,774 Est. Cost $37.61 Unrealized —
IHY VANECK VECTORS INTERNATIO 0.3%
Value ($000) $551 Shares 22,287 Est. Cost $23.91 Unrealized —
— SPDR BARCLAYS HIGH YIELD 0.3%
Value ($000) $541 Shares 14,720 Est. Cost $38.56 Unrealized —
VAMO Cambria ETF Tr Value Momentum 0.2%
Value ($000) $517 Shares 22,196 Est. Cost $22.39 Unrealized —
VC VISTEON CORP 0.2%
Value ($000) $500 Shares 6,981 Est. Cost $55.70 Unrealized +24.9%
XLP Consumer Staples Select Sector SPDR Fund 0.2%
Value ($000) $480 Shares 9,024 Est. Cost $50.49 Unrealized —
XLI Industrial Select Sector SPDR Fund 0.2%
Value ($000) $466 Shares 7,981 Est. Cost $58.39 Unrealized —
DGS WISDOMTREE EM SMALL CAP 0.2%
Value ($000) $441 Shares 10,555 Est. Cost $43.41 Unrealized —
CVI CVR ENERGY INC 0.2%
Value ($000) $438 Shares 31,824 Est. Cost $16.93 Unrealized -60.7%
— iShares MSCI Malaysia ETF 0.2%
Value ($000) $383 Shares 47,199 Est. Cost $8.29 Unrealized —
— TIME WARNER INC 0.2%
Value ($000) $375 Shares 4,709 Est. Cost $85.45 Unrealized —
XLF Financial Select Sector SPDR Fund 0.2%
Value ($000) $364 Shares 18,869 Est. Cost $22.87 Unrealized —
NTAP NETAPP INC 0.2%
Value ($000) $360 Shares 10,049 Est. Cost $31.26 Unrealized -23.2%
ADM ARCHER-DANIELS-MIDLAND CO 0.2%
Value ($000) $335 Shares 7,935 Est. Cost $34.59 Unrealized -5.3%
— CENTURYLINK INC 0.2%
Value ($000) $331 Shares 12,057 Est. Cost $39.33 Unrealized —
EWX SPDR S&P Emerging Markets SmallCap ETF 0.2%
Value ($000) $328 Shares 7,610 Est. Cost $39.42 Unrealized —
XLU Utilities Select Sector SPDR Fund 0.1%
Value ($000) $279 Shares 5,695 Est. Cost $52.49 Unrealized —
M MACY'S INC 0.1%
Value ($000) $261 Shares 7,058 Est. Cost $60.68 Unrealized -40.3%
WDC WESTERN DIGITAL CORP 0.1%
Value ($000) $219 Shares 3,754 Est. Cost $33.13 Unrealized 0.0%