Cambria Investment Management, L.P. Diversified Active

CIK: 0001529389 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 14, 2017

Total Value ($000): $240,374 (100.0% shares, 0.0% debt)

Holdings (165)

GMOM CAMBRIA GLOBAL MOMENTUM ETF 2.5%
Value ($000) $6,039 Shares 260,292 Est. Cost $23.20 Unrealized
GVAL Cambria Global Value ETF 2.3%
Value ($000) $5,609 Shares 277,677 Est. Cost $19.86 Unrealized
EYLD CAMBRIA EMERG SHRHLDR YIE 2.3%
Value ($000) $5,481 Shares 206,791 Est. Cost $26.54 Unrealized
BND VANGUARD TOT BOND MKT ETF 2.1%
Value ($000) $5,163 Shares 63,903 Est. Cost $81.39 Unrealized
SYLD CAMBRIA SHAREHOLDER YIELD 2.1%
Value ($000) $4,943 Shares 151,955 Est. Cost $31.04 Unrealized
FYLD Cambria Foreign Shareholder Yield ETF 1.7%
Value ($000) $4,057 Shares 193,565 Est. Cost $20.98 Unrealized
VWO VANGUARD EMERGING MKT ETF 1.7%
Value ($000) $4,030 Shares 111,822 Est. Cost $36.96 Unrealized
POWERSHARES BASE ETF 1.6%
Value ($000) $3,749 Shares 251,289 Est. Cost $14.22 Unrealized
HYEM VANECK VECTORS EMERGING M 1.3%
Value ($000) $3,109 Shares 129,331 Est. Cost $23.86 Unrealized
SPDR BARCLAYS HIGH YIELD 1.1%
Value ($000) $2,601 Shares 71,365 Est. Cost $36.88 Unrealized
IWC iShares Micro-Cap ETF 1.1%
Value ($000) $2,542 Shares 29,617 Est. Cost $81.34 Unrealized
CAMBRIA SOVEREIGN HIGH YI 1.0%
Value ($000) $2,490 Shares 94,674 Est. Cost $26.87 Unrealized
VB VANGUARD SMALL CAP ETF 1.0%
Value ($000) $2,440 Shares 18,919 Est. Cost $124.78 Unrealized
NOC NORTHROP GRUMMAN CORP 1.0%
Value ($000) $2,403 Shares 10,332 Est. Cost $114.24 Unrealized +75.6%
ORLY O'REILLY AUTOMOTIVE INC 1.0%
Value ($000) $2,296 Shares 8,247 Est. Cost $11.72 Unrealized +55.9%
NABORS INDUSTRIES LTD 1.0%
Value ($000) $2,284 Shares 139,263 Est. Cost $10.05 Unrealized
IXC ISHARES S&P GLBL ENERGY 0.9%
Value ($000) $2,257 Shares 64,845 Est. Cost $34.81 Unrealized
UAL UNITED CONTINENTAL HOLDIN 0.9%
Value ($000) $2,248 Shares 30,842 Est. Cost $47.32 Unrealized +34.6%
VBR VANGUARD SMALL-CAP VALUE INDEX FUND 0.9%
Value ($000) $2,234 Shares 18,460 Est. Cost $111.29 Unrealized
MXI ISHARES GLOBAL MATERIALS 0.9%
Value ($000) $2,152 Shares 39,254 Est. Cost $53.98 Unrealized
GUNR FLEXSHARES GLOBAL UPSTREA 0.9%
Value ($000) $2,127 Shares 74,232 Est. Cost $27.94 Unrealized
POWERSHARES DB OPTIMUM YI 0.9%
Value ($000) $2,087 Shares 120,760 Est. Cost $17.76 Unrealized
VTI Vanguard Total Stock Market ETF 0.8%
Value ($000) $2,029 Shares 17,598 Est. Cost $106.23 Unrealized
TXN TEXAS INSTRUMENTS INC 0.8%
Value ($000) $1,992 Shares 27,297 Est. Cost $37.56 Unrealized +47.7%
HD HOME DEPOT INC 0.8%
Value ($000) $1,973 Shares 14,713 Est. Cost $75.32 Unrealized +37.3%
SANM SANMINA CORP 0.8%
Value ($000) $1,965 Shares 53,626 Est. Cost $25.03 Unrealized +26.4%
REM ISHARES MORTGAGE REAL EST 0.8%
Value ($000) $1,952 Shares 46,418 Est. Cost $42.05 Unrealized
LUV SOUTHWEST AIRLINES CO 0.8%
Value ($000) $1,923 Shares 38,582 Est. Cost $32.95 Unrealized +21.9%
IXN ISHARES GLOBAL TECH ETF 0.8%
Value ($000) $1,910 Shares 17,384 Est. Cost $101.94 Unrealized
AXS AXIS CAPITAL HOLDINGS LTD 0.8%
Value ($000) $1,879 Shares 28,787 Est. Cost $36.18 Unrealized +28.8%
VO Vanguard Mid-Cap ETF 0.8%
Value ($000) $1,877 Shares 14,261 Est. Cost $126.44 Unrealized
TRV TRAVELERS COS INC/THE 0.8%
Value ($000) $1,877 Shares 15,329 Est. Cost $79.20 Unrealized +18.0%
DR PEPPER SNAPPLE GROUP I 0.8%
Value ($000) $1,858 Shares 20,493 Est. Cost $72.00 Unrealized
BNDX VANGUARD TOTAL INTERNATIONAL BOND ETF 0.8%
Value ($000) $1,856 Shares 34,192 Est. Cost $53.65 Unrealized
EG EVEREST RE GROUP LTD 0.8%
Value ($000) $1,853 Shares 8,563 Est. Cost $133.63 Unrealized +27.6%
SUNTRUST BANKS INC 0.8%
Value ($000) $1,846 Shares 33,653 Est. Cost $38.25 Unrealized
L-3 COMMUNICATIONS HOLDIN 0.8%
Value ($000) $1,836 Shares 12,069 Est. Cost $126.21 Unrealized
AGO ASSURED GUARANTY LTD 0.8%
Value ($000) $1,833 Shares 48,526 Est. Cost $21.04 Unrealized +36.8%
PLCE CHILDREN'S PLACE INC/THE 0.8%
Value ($000) $1,824 Shares 18,069 Est. Cost $60.15 Unrealized +49.8%
DGS WISDOMTREE EM SMALL CAP 0.8%
Value ($000) $1,816 Shares 46,435 Est. Cost $40.09 Unrealized
ETN EATON CORP PLC 0.8%
Value ($000) $1,816 Shares 27,065 Est. Cost $49.78 Unrealized +8.8%
PH PARKER HANNIFIN CORP 0.8%
Value ($000) $1,811 Shares 12,938 Est. Cost $96.45 Unrealized +19.9%
BSV Vanguard Short-Term Bond ETF 0.8%
Value ($000) $1,804 Shares 22,701 Est. Cost $79.76 Unrealized
SIX FLAGS ENTERTAINMENT C 0.7%
Value ($000) $1,793 Shares 29,897 Est. Cost $43.41 Unrealized
IEF iShares 7-10 Year Treasury Bond ETF 0.7%
Value ($000) $1,788 Shares 17,058 Est. Cost $107.81 Unrealized
LOW LOWE'S COS INC 0.7%
Value ($000) $1,786 Shares 25,110 Est. Cost $49.52 Unrealized +20.8%
VAMO CAMBRIA VALUE AND MOMENTUM ETF 0.7%
Value ($000) $1,776 Shares 73,629 Est. Cost $23.60 Unrealized
AIZ ASSURANT INC 0.7%
Value ($000) $1,769 Shares 19,055 Est. Cost $53.27 Unrealized +37.3%
PKG PACKAGING CORP OF AMERICA 0.7%
Value ($000) $1,762 Shares 20,779 Est. Cost $49.15 Unrealized +30.3%
ALL ALLSTATE CORP 0.7%
Value ($000) $1,743 Shares 23,522 Est. Cost $51.88 Unrealized +10.7%
CMI CUMMINS INC 0.7%
Value ($000) $1,699 Shares 12,431 Est. Cost $87.68 Unrealized +20.1%
AGCO AGCO CORP 0.7%
Value ($000) $1,666 Shares 28,791 Est. Cost $40.43 Unrealized +8.0%
AAPL APPLE INC 0.7%
Value ($000) $1,650 Shares 14,246 Est. Cost $24.22 Unrealized +7.7%
AEO AMERICAN EAGLE OUTFITTERS 0.7%
Value ($000) $1,642 Shares 108,211 Est. Cost $11.72 Unrealized +13.9%
UNM UNUM GROUP 0.7%
Value ($000) $1,591 Shares 36,207 Est. Cost $33.73 Unrealized +18.6%
FITB FIFTH THIRD BANCORP 0.6%
Value ($000) $1,560 Shares 57,834 Est. Cost $13.53 Unrealized +27.8%
AGG iShares Core U.S. Aggregate Bond ETF 0.6%
Value ($000) $1,543 Shares 14,277 Est. Cost $110.11 Unrealized
VanEck Vectors Russia ETF 0.6%
Value ($000) $1,510 Shares 71,138 Est. Cost $17.56 Unrealized
WTMF WISDOMTREE MANAGED FUTURES STRATEGY FUND 0.6%
Value ($000) $1,502 Shares 36,230 Est. Cost $41.46 Unrealized
AMERICAN CAPITAL LTD 0.6%
Value ($000) $1,498 Shares 83,591 Est. Cost $15.83 Unrealized
DOW CHEMICAL CO/THE 0.6%
Value ($000) $1,491 Shares 26,060 Est. Cost $48.02 Unrealized
WHR WHIRLPOOL CORP 0.6%
Value ($000) $1,491 Shares 8,202 Est. Cost $176.46 Unrealized -6.2%
AVT AVNET INC 0.6%
Value ($000) $1,485 Shares 31,199 Est. Cost $32.96 Unrealized +9.4%
MRC GLOBAL INC 0.6%
Value ($000) $1,484 Shares 73,266 Est. Cost $16.49 Unrealized
BIGGQ BIG LOTS INC 0.6%
Value ($000) $1,480 Shares 29,472 Est. Cost $35.62 Unrealized +8.2%
GDOT GREEN DOT CORP-CLASS A 0.6%
Value ($000) $1,473 Shares 62,535 Est. Cost $22.27 Unrealized +5.1%
NUS NU SKIN ENTERPRISES INC - 0.6%
Value ($000) $1,458 Shares 30,513 Est. Cost $29.53 Unrealized +41.0%
TIP iShares TIPS Bond ETF 0.6%
Value ($000) $1,454 Shares 12,850 Est. Cost $112.59 Unrealized
RF REGIONS FINANCIAL CORP 0.6%
Value ($000) $1,445 Shares 100,648 Est. Cost $8.84 Unrealized 0.0%
AIG AMERICAN INTERNATIONAL GR 0.6%
Value ($000) $1,439 Shares 22,033 Est. Cost $41.27 Unrealized +20.7%
GLW CORNING INC 0.6%
Value ($000) $1,421 Shares 58,544 Est. Cost $15.33 Unrealized +21.6%
ALLIED WORLD ASSURANCE 0.6%
Value ($000) $1,403 Shares 26,123 Est. Cost $38.16 Unrealized
BAC BANK OF AMERICA CORP 0.6%
Value ($000) $1,395 Shares 63,123 Est. Cost $15.68 Unrealized 0.0%
AA ALCOA UPSTREAM CORP 0.6%
Value ($000) $1,382 Shares 49,228 Est. Cost $25.90 Unrealized 0.0%
DAL DELTA AIR LINES INC 0.6%
Value ($000) $1,376 Shares 27,972 Est. Cost $39.55 Unrealized +3.4%
MAN MANPOWERGROUP INC 0.6%
Value ($000) $1,375 Shares 15,473 Est. Cost $89.09 Unrealized -7.4%
CVS CVS HEALTH CORP 0.6%
Value ($000) $1,368 Shares 17,334 Est. Cost $64.93 Unrealized -6.0%
COOPER TIRE & RUBBER 0.6%
Value ($000) $1,360 Shares 34,997 Est. Cost $39.51 Unrealized
LNC LINCOLN NATIONAL CORP 0.6%
Value ($000) $1,359 Shares 20,503 Est. Cost $36.50 Unrealized +11.3%
CBS CORP-CLASS B NON VOTI 0.6%
Value ($000) $1,350 Shares 21,222 Est. Cost $55.60 Unrealized
AMP AMERIPRISE FINANCIAL INC 0.6%
Value ($000) $1,349 Shares 12,157 Est. Cost $100.27 Unrealized -12.2%
VWOB VANGUARD EMERG MKTS GOV B 0.6%
Value ($000) $1,348 Shares 17,384 Est. Cost $77.79 Unrealized
AFL AFLAC INC 0.6%
Value ($000) $1,343 Shares 19,291 Est. Cost $23.60 Unrealized +20.6%
CNO CNO FINANCIAL GROUP INC 0.5%
Value ($000) $1,310 Shares 68,400 Est. Cost $14.55 Unrealized -3.3%
HUN HUNTSMAN CORP 0.5%
Value ($000) $1,303 Shares 68,279 Est. Cost $15.84 Unrealized +14.6%
PowerShares DB Energy Fund 0.5%
Value ($000) $1,285 Shares 93,176 Est. Cost $12.57 Unrealized
WMT WAL-MART STORES INC 0.5%
Value ($000) $1,284 Shares 18,576 Est. Cost $19.52 Unrealized +2.0%
MTUM ISHARES MSCI USA MOMENTUM 0.5%
Value ($000) $1,275 Shares 16,813 Est. Cost $71.10 Unrealized
GBX GREENBRIER COMPANIES INC 0.5%
Value ($000) $1,269 Shares 30,540 Est. Cost $25.09 Unrealized +14.2%
HIG HARTFORD FINANCIAL SVCS G 0.5%
Value ($000) $1,264 Shares 26,528 Est. Cost $36.99 Unrealized +1.7%
RS RELIANCE STEEL & ALUMINUM 0.5%
Value ($000) $1,243 Shares 15,625 Est. Cost $58.11 Unrealized +31.1%
PowerShares DB Commodity Index Tracking Fund 0.5%
Value ($000) $1,237 Shares 78,107 Est. Cost $15.35 Unrealized
VLO VALERO ENERGY CORP 0.5%
Value ($000) $1,218 Shares 17,831 Est. Cost $42.17 Unrealized +1.4%
MUR MURPHY OIL CORP 0.5%
Value ($000) $1,218 Shares 39,116 Est. Cost $20.29 Unrealized +7.2%
MMM 3M CO 0.5%
Value ($000) $1,211 Shares 6,781 Est. Cost $90.04 Unrealized +18.0%
SHY iShares 1-3 Year Treasury Bond ETF 0.5%
Value ($000) $1,197 Shares 14,172 Est. Cost $84.46 Unrealized
BWX SPDR Bloomberg Barclays International Treasury Bond ETF 0.5%
Value ($000) $1,194 Shares 45,940 Est. Cost $39.33 Unrealized
BBY BEST BUY CO INC 0.5%
Value ($000) $1,174 Shares 27,514 Est. Cost $25.36 Unrealized +21.3%
EXPRESS SCRIPTS HOLDING C 0.5%
Value ($000) $1,167 Shares 16,967 Est. Cost $84.84 Unrealized
WOR WORTHINGTON INDUSTRIES 0.5%
Value ($000) $1,151 Shares 24,269 Est. Cost $26.71 Unrealized +20.5%
DOV DOVER CORP 0.5%
Value ($000) $1,142 Shares 15,246 Est. Cost $42.55 Unrealized +16.9%
VNQ VANGUARD REIT ETF 0.5%
Value ($000) $1,136 Shares 13,762 Est. Cost $80.07 Unrealized
AFG AMERICAN FINANCIAL GROUP 0.5%
Value ($000) $1,111 Shares 12,606 Est. Cost $39.09 Unrealized 0.0%
PSEC PROSPECT CAPITAL CORP 0.5%
Value ($000) $1,107 Shares 132,599 Est. Cost $2.11 Unrealized +26.3%
TRINSEO SA 0.5%
Value ($000) $1,105 Shares 18,636 Est. Cost $56.56 Unrealized
KSS KOHLS CORP 0.5%
Value ($000) $1,102 Shares 22,319 Est. Cost $58.30 Unrealized -15.1%
JPM JPMORGAN CHASE & CO 0.5%
Value ($000) $1,090 Shares 12,628 Est. Cost $59.89 Unrealized 0.0%
LEUCADIA NATIONAL CORP 0.5%
Value ($000) $1,090 Shares 46,880 Est. Cost $23.25 Unrealized
VOYA VOYA FINANCIAL INC 0.5%
Value ($000) $1,090 Shares 27,793 Est. Cost $37.71 Unrealized -16.2%
CB CHUBB LTD 0.5%
Value ($000) $1,089 Shares 8,245 Est. Cost $96.06 Unrealized +12.8%
SYNOVUS FINANCIAL CORP 0.5%
Value ($000) $1,086 Shares 26,443 Est. Cost $41.07 Unrealized
SYMANTEC CORP 0.4%
Value ($000) $1,062 Shares 44,463 Est. Cost $20.99 Unrealized
XLE Energy Select Sector SPDR Fund 0.4%
Value ($000) $1,062 Shares 14,103 Est. Cost $69.42 Unrealized
USB US BANCORP 0.4%
Value ($000) $1,006 Shares 19,591 Est. Cost $33.77 Unrealized 0.0%
FRANCESCAS HOLDINGS CORP 0.4%
Value ($000) $1,003 Shares 55,621 Est. Cost $18.03 Unrealized
VNQI VANGUARD GBL X US RE ETF 0.4%
Value ($000) $982 Shares 19,801 Est. Cost $54.82 Unrealized
GD GENERAL DYNAMICS CORP 0.4%
Value ($000) $971 Shares 5,624 Est. Cost $107.08 Unrealized +25.2%
SPIP SPDR BARCLAYS TIPS ETF 0.4%
Value ($000) $960 Shares 17,083 Est. Cost $56.72 Unrealized
LEGG MASON INC 0.4%
Value ($000) $950 Shares 31,762 Est. Cost $53.45 Unrealized
SWIFT TRANSPORTATION CO 0.4%
Value ($000) $943 Shares 38,712 Est. Cost $24.36 Unrealized
TGT TARGET CORP 0.4%
Value ($000) $908 Shares 12,566 Est. Cost $55.25 Unrealized +0.2%
LYB LYONDELLBASELL INDU-CL A 0.4%
Value ($000) $899 Shares 10,483 Est. Cost $47.57 Unrealized +3.8%
AES AES CORP 0.4%
Value ($000) $869 Shares 74,767 Est. Cost $8.38 Unrealized 0.0%
HPE HEWLETT PACKARD ENTERPRIS 0.4%
Value ($000) $857 Shares 37,029 Est. Cost $6.50 Unrealized +57.5%
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF 0.4%
Value ($000) $855 Shares 7,292 Est. Cost $120.55 Unrealized
EWZ iShares MSCI Brazil Capped ETF 0.3%
Value ($000) $838 Shares 25,143 Est. Cost $28.25 Unrealized
WIP SPDR DB INTL GOV INFL-PRO 0.3%
Value ($000) $820 Shares 15,763 Est. Cost $54.77 Unrealized
WHOLE FOODS MARKET INC 0.3%
Value ($000) $807 Shares 26,245 Est. Cost $33.49 Unrealized
FINISH LINE/THE - CL A 0.3%
Value ($000) $805 Shares 42,776 Est. Cost $23.07 Unrealized
CVI CVR ENERGY INC 0.3%
Value ($000) $798 Shares 31,437 Est. Cost $16.93 Unrealized -50.7%
Global X MSCI Greece ETF 0.3%
Value ($000) $779 Shares 100,000 Est. Cost $7.79 Unrealized
PPC PILGRIM'S PRIDE CORP 0.3%
Value ($000) $777 Shares 40,909 Est. Cost $20.46 Unrealized -4.6%
HOLLYFRONTIER CORP 0.3%
Value ($000) $737 Shares 22,497 Est. Cost $37.61 Unrealized
GUESS INC 0.3%
Value ($000) $714 Shares 59,016 Est. Cost $21.36 Unrealized
MUB ISHARES NATIONAL MUNI BOND ETF 0.3%
Value ($000) $706 Shares 6,526 Est. Cost $108.18 Unrealized
LPLA LPL FINANCIAL HOLDINGS IN 0.3%
Value ($000) $684 Shares 19,434 Est. Cost $43.07 Unrealized -18.9%
EWO iShares MSCI Austria Capped ETF 0.3%
Value ($000) $664 Shares 40,189 Est. Cost $15.48 Unrealized
Powershares QQQ Trust Series 1 0.3%
Value ($000) $653 Shares 5,511 Est. Cost $111.83 Unrealized
EWA iShares MSCI Australia ETF 0.3%
Value ($000) $609 Shares 30,122 Est. Cost $20.91 Unrealized
EWI iShares MSCI Italy Capped ETF 0.3%
Value ($000) $608 Shares 25,116 Est. Cost $24.21 Unrealized
THD iShares MSCI Thailand Capped ETF 0.2%
Value ($000) $596 Shares 8,266 Est. Cost $73.47 Unrealized
EWP iShares MSCI Spain Capped ETF 0.2%
Value ($000) $588 Shares 22,197 Est. Cost $26.80 Unrealized
VCSH VANGUARD-S/T CORP (ETF) 0.2%
Value ($000) $570 Shares 7,176 Est. Cost $79.79 Unrealized
TLT ISHARES 20 YEAR TREASURY 0.2%
Value ($000) $564 Shares 4,738 Est. Cost $125.44 Unrealized
VC VISTEON CORP 0.2%
Value ($000) $554 Shares 6,896 Est. Cost $55.70 Unrealized +34.2%
VSS VANGUARD FTSE ALL WORLD 0.2%
Value ($000) $551 Shares 5,865 Est. Cost $98.89 Unrealized
HPQ HP INC 0.2%
Value ($000) $550 Shares 37,029 Est. Cost $9.12 Unrealized +23.0%
IBND SPDR BARCLAYS INT CORP 0.2%
Value ($000) $546 Shares 17,674 Est. Cost $31.79 Unrealized
IHY VANECK VECTORS INTERNATIO 0.2%
Value ($000) $531 Shares 22,287 Est. Cost $23.91 Unrealized
XLI Industrial Select Sector SPDR Fund 0.2%
Value ($000) $497 Shares 7,981 Est. Cost $58.39 Unrealized
WisdomTree Brazilian Real Strategy Fund 0.2%
Value ($000) $455 Shares 26,579 Est. Cost $17.12 Unrealized
TIME WARNER INC 0.2%
Value ($000) $449 Shares 4,652 Est. Cost $85.45 Unrealized
XLF Financial Select Sector SPDR Fund 0.2%
Value ($000) $439 Shares 18,869 Est. Cost $22.87 Unrealized
SCZ iShares MSCI EAFE Small-Cap ETF 0.2%
Value ($000) $401 Shares 8,039 Est. Cost $49.82 Unrealized
VEU Vanguard FTSE All-World ex-US ETF 0.2%
Value ($000) $397 Shares 8,980 Est. Cost $45.44 Unrealized
ADM ARCHER-DANIELS-MIDLAND CO 0.1%
Value ($000) $358 Shares 7,839 Est. Cost $34.59 Unrealized -2.4%
NTAP NETAPP INC 0.1%
Value ($000) $350 Shares 9,927 Est. Cost $31.26 Unrealized -11.3%
XLU Utilities Select Sector SPDR Fund 0.1%
Value ($000) $301 Shares 6,194 Est. Cost $52.17 Unrealized
CENTURYLINK INC 0.1%
Value ($000) $283 Shares 11,910 Est. Cost $39.33 Unrealized
WDC WESTERN DIGITAL CORP 0.1%
Value ($000) $252 Shares 3,709 Est. Cost $33.13 Unrealized +23.4%
M MACY'S INC 0.1%
Value ($000) $250 Shares 6,972 Est. Cost $60.68 Unrealized -35.9%
ETFS PHYSICAL SWISS GOLD SHARES 0.1%
Value ($000) $247 Shares 2,209 Est. Cost $111.82 Unrealized
USCI UNITED STATES COMMODITY INDEX FUND 0.1%
Value ($000) $225 Shares 5,618 Est. Cost $46.09 Unrealized
DELL TECHNOLOGIES INC-CL 0.1%
Value ($000) $217 Shares 3,948 Est. Cost $54.96 Unrealized
MEETME INC 0.0%
Value ($000) $51 Shares 10,379 Est. Cost $4.91 Unrealized