Cambria Investment Management, L.P. Diversified Active

CIK: 0001529389 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 15, 2020

Total Value ($000): $267,256 (100.0% shares, 0.0% debt)

Holdings (170)

BND VANGUARD BD INDEX FDS 5.3%
Value ($000) $14,221 Shares 166,623 Est. Cost $81.77 Unrealized
GMOM CAMBRIA ETF TR 5.3%
Value ($000) $14,085 Shares 618,308 Est. Cost $24.71 Unrealized
BSV VANGUARD BD INDEX FDS 5.2%
Value ($000) $13,829 Shares 168,285 Est. Cost $82.18 Unrealized
CAMBRIA ETF TR 4.9%
Value ($000) $13,146 Shares 576,588 Est. Cost $25.18 Unrealized
SCHP SCHWAB STRATEGIC TR 3.0%
Value ($000) $7,998 Shares 139,067 Est. Cost $56.73 Unrealized
TLT ISHARES TR 2.8%
Value ($000) $7,399 Shares 44,848 Est. Cost $129.48 Unrealized
BLV VANGUARD BD INDEX FDS 2.6%
Value ($000) $7,057 Shares 66,130 Est. Cost $102.64 Unrealized
DBP POWERSHARES DB MULTI-SECTOR 2.5%
Value ($000) $6,733 Shares 165,256 Est. Cost $40.98 Unrealized
EYLD CAMBRIA ETF TR 2.4%
Value ($000) $6,529 Shares 289,207 Est. Cost $30.34 Unrealized
VAMO CAMBRIA ETF TR 2.4%
Value ($000) $6,434 Shares 391,300 Est. Cost $22.41 Unrealized
GVAL CAMBRIA ETF TR 2.4%
Value ($000) $6,417 Shares 416,460 Est. Cost $22.85 Unrealized
VGIT VANGUARD SCOTTSDALE FDS 2.4%
Value ($000) $6,378 Shares 90,412 Est. Cost $64.15 Unrealized
TAIL CAMBRIA ETF TR 2.4%
Value ($000) $6,361 Shares 266,570 Est. Cost $23.71 Unrealized
IXJ ISHARES TR 2.3%
Value ($000) $6,199 Shares 101,722 Est. Cost $68.75 Unrealized
IXN ISHARES TR 2.3%
Value ($000) $6,027 Shares 33,050 Est. Cost $184.96 Unrealized
IEF ISHARES TR 2.2%
Value ($000) $5,876 Shares 48,371 Est. Cost $121.48 Unrealized
SYLD CAMBRIA ETF TR 2.2%
Value ($000) $5,798 Shares 230,444 Est. Cost $37.88 Unrealized
IEI ISHARES TR 2.2%
Value ($000) $5,749 Shares 43,116 Est. Cost $133.34 Unrealized
JXI ISHARES TR 2.1%
Value ($000) $5,532 Shares 109,233 Est. Cost $49.15 Unrealized
SPIP SPDR SER TR 2.1%
Value ($000) $5,511 Shares 189,762 Est. Cost $29.04 Unrealized
WTMF WISDOMTREE TR 1.9%
Value ($000) $5,133 Shares 141,616 Est. Cost $40.25 Unrealized
PDBC INVESCO ACTIVELY MANAGD ETF 1.7%
Value ($000) $4,523 Shares 382,626 Est. Cost $17.99 Unrealized
FYLD CAMBRIA ETF TR 1.6%
Value ($000) $4,235 Shares 260,490 Est. Cost $23.83 Unrealized
BNDX VANGUARD CHARLOTTE FDS 1.0%
Value ($000) $2,790 Shares 49,585 Est. Cost $54.46 Unrealized
QMOM ALPHA ARCHITECT ETF TR 0.9%
Value ($000) $2,482 Shares 95,556 Est. Cost $25.97 Unrealized
VNQI VANGUARD INTL EQUITY INDEX F 0.9%
Value ($000) $2,448 Shares 57,070 Est. Cost $58.50 Unrealized
VGLT VANGUARD SCOTTSDALE FDS 0.9%
Value ($000) $2,408 Shares 23,836 Est. Cost $75.21 Unrealized
WIP SPDR SER TR 0.9%
Value ($000) $2,335 Shares 47,869 Est. Cost $55.28 Unrealized
VTI VANGUARD INDEX FDS 0.8%
Value ($000) $2,177 Shares 16,889 Est. Cost $138.18 Unrealized
HYEM VANECK VECTORS ETF TR 0.7%
Value ($000) $1,916 Shares 95,994 Est. Cost $23.59 Unrealized
VCIT VANGUARD SCOTTSDALE FDS 0.6%
Value ($000) $1,697 Shares 19,484 Est. Cost $86.93 Unrealized
STAMPS COM INC 0.6%
Value ($000) $1,646 Shares 12,655 Est. Cost $83.54 Unrealized
AAVM ALPHA ARCHITECT ETF TR 0.6%
Value ($000) $1,557 Shares 75,416 Est. Cost $27.36 Unrealized
MUB ISHARES TR 0.6%
Value ($000) $1,539 Shares 13,615 Est. Cost $110.75 Unrealized
J P MORGAN EXCHANGE-TRADED F 0.6%
Value ($000) $1,530 Shares 72,648 Est. Cost $23.73 Unrealized
SCHH SCHWAB STRATEGIC TR 0.5%
Value ($000) $1,351 Shares 41,263 Est. Cost $41.50 Unrealized
VNQ VANGUARD INDEX FDS 0.5%
Value ($000) $1,243 Shares 17,801 Est. Cost $81.20 Unrealized
TECH DATA CORP 0.5%
Value ($000) $1,216 Shares 9,293 Est. Cost $104.58 Unrealized
VCSH VANGUARD SCOTTSDALE FDS 0.4%
Value ($000) $1,090 Shares 13,782 Est. Cost $78.65 Unrealized
SHV ISHARES TR 0.4%
Value ($000) $1,081 Shares 9,736 Est. Cost $110.43 Unrealized
BIIB BIOGEN INC 0.4%
Value ($000) $1,071 Shares 3,385 Est. Cost $277.46 Unrealized +9.4%
CRUS CIRRUS LOGIC INC 0.4%
Value ($000) $1,006 Shares 15,321 Est. Cost $43.45 Unrealized +70.1%
WERN WERNER ENTERPRISES INC 0.4%
Value ($000) $994 Shares 27,394 Est. Cost $36.58 Unrealized -1.7%
IHY VANECK VECTORS ETF TR 0.4%
Value ($000) $973 Shares 45,784 Est. Cost $24.70 Unrealized
AAPL APPLE INC 0.4%
Value ($000) $962 Shares 3,782 Est. Cost $32.08 Unrealized +121.6%
IMOM ALPHA ARCHITECT ETF TR 0.4%
Value ($000) $947 Shares 45,748 Est. Cost $25.69 Unrealized
MCK MCKESSON CORP 0.3%
Value ($000) $900 Shares 6,650 Est. Cost $136.58 Unrealized +3.1%
QRVO QORVO INC 0.3%
Value ($000) $898 Shares 11,143 Est. Cost $69.49 Unrealized +44.0%
INTC INTEL CORP 0.3%
Value ($000) $876 Shares 16,192 Est. Cost $33.00 Unrealized +58.6%
MU MICRON TECHNOLOGY INC 0.3%
Value ($000) $809 Shares 19,244 Est. Cost $44.23 Unrealized +14.7%
CMI CUMMINS INC 0.3%
Value ($000) $808 Shares 5,976 Est. Cost $119.72 Unrealized +12.5%
ETN EATON CORP PLC 0.3%
Value ($000) $772 Shares 9,941 Est. Cost $51.97 Unrealized +59.0%
HPQ HP INC 0.3%
Value ($000) $771 Shares 44,436 Est. Cost $13.45 Unrealized +22.7%
AER AERCAP HOLDINGS NV 0.3%
Value ($000) $761 Shares 33,396 Est. Cost $48.59 Unrealized 0.0%
TOL TOLL BROTHERS INC 0.3%
Value ($000) $748 Shares 38,870 Est. Cost $37.84 Unrealized 0.0%
GW PHARMACEUTICALS PLC 0.3%
Value ($000) $744 Shares 8,496 Est. Cost $106.75 Unrealized
UPBD RENT A CTR INC NEW 0.3%
Value ($000) $734 Shares 51,935 Est. Cost $24.07 Unrealized 0.0%
HAL HALLIBURTON CO 0.3%
Value ($000) $731 Shares 106,674 Est. Cost $15.62 Unrealized 0.0%
CPA COPA HOLDINGS SA 0.3%
Value ($000) $729 Shares 16,100 Est. Cost $72.27 Unrealized 0.0%
VOYA VOYA FINANCIAL INC 0.3%
Value ($000) $716 Shares 17,665 Est. Cost $46.55 Unrealized +6.0%
HOLLYFRONTIER CORP 0.3%
Value ($000) $710 Shares 28,980 Est. Cost $24.50 Unrealized
VAC MARRIOTT VACTINS WORLDWID CO 0.3%
Value ($000) $701 Shares 12,604 Est. Cost $103.88 Unrealized 0.0%
ALL ALLSTATE CORP 0.3%
Value ($000) $701 Shares 7,647 Est. Cost $55.57 Unrealized +69.6%
WHR WHIRLPOOL CORP 0.3%
Value ($000) $695 Shares 8,096 Est. Cost $131.37 Unrealized 0.0%
WALGREENS BOOTS ALLIANCE INC 0.3%
Value ($000) $694 Shares 15,180 Est. Cost $63.76 Unrealized
NVT NVENT ELECTRIC PLC 0.3%
Value ($000) $693 Shares 41,078 Est. Cost $20.80 Unrealized 0.0%
UAL UNITED AIRLS HLDGS INC 0.3%
Value ($000) $691 Shares 21,896 Est. Cost $66.12 Unrealized 0.0%
BBY BEST BUY INC 0.3%
Value ($000) $687 Shares 12,054 Est. Cost $31.73 Unrealized +96.8%
CENTURYLINK INC 0.3%
Value ($000) $674 Shares 71,208 Est. Cost $13.21 Unrealized
HD HOME DEPOT INC 0.3%
Value ($000) $671 Shares 3,596 Est. Cost $84.21 Unrealized +125.8%
GM GENERAL MTRS CO 0.2%
Value ($000) $663 Shares 31,924 Est. Cost $29.19 Unrealized 0.0%
NUS NU SKIN ENTERPRISES INC 0.2%
Value ($000) $661 Shares 30,268 Est. Cost $24.38 Unrealized 0.0%
DD DUPONT DE NEMOURS INC 0.2%
Value ($000) $656 Shares 19,228 Est. Cost $18.15 Unrealized 0.0%
WU WESTERN UN CO 0.2%
Value ($000) $648 Shares 35,747 Est. Cost $19.89 Unrealized
FIAT CHRYSLER AUTOMOBILES N 0.2%
Value ($000) $641 Shares 89,194 Est. Cost $7.19 Unrealized
MUR MURPHY OIL CORP 0.2%
Value ($000) $639 Shares 104,282 Est. Cost $14.89 Unrealized 0.0%
JPM JPMORGAN CHASE & CO 0.2%
Value ($000) $630 Shares 6,996 Est. Cost $70.53 Unrealized +46.9%
STLD STEEL DYNAMICS INC 0.2%
Value ($000) $630 Shares 27,968 Est. Cost $28.83 Unrealized -15.5%
DOMTAR CORP 0.2%
Value ($000) $628 Shares 29,026 Est. Cost $21.64 Unrealized
HUN HUNTSMAN CORP 0.2%
Value ($000) $625 Shares 43,332 Est. Cost $19.50 Unrealized 0.0%
IP INTL PAPER CO 0.2%
Value ($000) $616 Shares 19,780 Est. Cost $31.10 Unrealized -8.3%
BKE BUCKLE INC 0.2%
Value ($000) $614 Shares 44,732 Est. Cost $11.16 Unrealized +9.0%
NWL NEWELL BRANDS INC 0.2%
Value ($000) $610 Shares 45,908 Est. Cost $12.14 Unrealized +8.2%
HP HELMERICH & PAYNE INC 0.2%
Value ($000) $606 Shares 38,732 Est. Cost $35.22 Unrealized 0.0%
GLW CORNING INC 0.2%
Value ($000) $597 Shares 29,073 Est. Cost $16.62 Unrealized +32.9%
TRINSEO S A 0.2%
Value ($000) $586 Shares 32,338 Est. Cost $18.12 Unrealized
RL RALPH LAUREN CORP 0.2%
Value ($000) $584 Shares 8,746 Est. Cost $105.20 Unrealized -10.6%
AMP AMERIPRISE FINL INC 0.2%
Value ($000) $571 Shares 5,570 Est. Cost $104.48 Unrealized +28.2%
STZ CONSTELLATION BRANDS INC 0.2%
Value ($000) $567 Shares 3,952 Est. Cost $175.10 Unrealized -8.6%
LEA LEAR CORP 0.2%
Value ($000) $564 Shares 6,946 Est. Cost $118.30 Unrealized -13.5%
RHI ROBERT HALF INTL INC 0.2%
Value ($000) $564 Shares 14,950 Est. Cost $50.49 Unrealized +7.2%
LPX LOUISIANA PAC CORP 0.2%
Value ($000) $563 Shares 32,799 Est. Cost $24.51 Unrealized +12.9%
SLB SCHLUMBERGER LTD 0.2%
Value ($000) $561 Shares 41,584 Est. Cost $25.29 Unrealized 0.0%
PNC PNC FINL SVCS GROUP INC 0.2%
Value ($000) $559 Shares 5,842 Est. Cost $94.68 Unrealized +14.4%
CVI CVR ENERGY INC 0.2%
Value ($000) $551 Shares 33,304 Est. Cost $18.47 Unrealized 0.0%
AFL AFLAC INC 0.2%
Value ($000) $544 Shares 15,879 Est. Cost $32.13 Unrealized +23.5%
WADDELL & REED FINL INC 0.2%
Value ($000) $538 Shares 47,246 Est. Cost $18.01 Unrealized
MTB M & T BK CORP 0.2%
Value ($000) $538 Shares 5,198 Est. Cost $127.85 Unrealized -5.2%
LUV SOUTHWEST AIRLS CO 0.2%
Value ($000) $537 Shares 15,094 Est. Cost $35.50 Unrealized +29.5%
HPE HEWLETT PACKARD ENTERPRISE C 0.2%
Value ($000) $537 Shares 55,299 Est. Cost $13.01 Unrealized -16.7%
GME GAMESTOP CORP NEW 0.2%
Value ($000) $534 Shares 152,582 Est. Cost $1.92 Unrealized -44.2%
MET METLIFE INC 0.2%
Value ($000) $532 Shares 17,388 Est. Cost $36.36 Unrealized +0.2%
EMN EASTMAN CHEM CO 0.2%
Value ($000) $525 Shares 11,270 Est. Cost $62.42 Unrealized -16.9%
SCVL SHOE CARNIVAL INC 0.2%
Value ($000) $524 Shares 25,208 Est. Cost $16.38 Unrealized -4.0%
CBT CABOT CORP 0.2%
Value ($000) $523 Shares 20,010 Est. Cost $40.02 Unrealized -17.4%
XRX XEROX HOLDINGS CORP 0.2%
Value ($000) $512 Shares 27,052 Est. Cost $31.33 Unrealized +1.4%
USB US BANCORP DEL 0.2%
Value ($000) $512 Shares 14,858 Est. Cost $37.23 Unrealized -0.0%
MTH MERITAGE HOMES CORP 0.2%
Value ($000) $507 Shares 13,890 Est. Cost $25.26 Unrealized +20.1%
OLN OLIN CORP 0.2%
Value ($000) $506 Shares 43,378 Est. Cost $17.74 Unrealized -26.6%
MEREDITH CORP 0.2%
Value ($000) $504 Shares 41,262 Est. Cost $12.21 Unrealized
APHRIA INC 0.2%
Value ($000) $496 Shares 162,080 Est. Cost $4.95 Unrealized
ANF ABERCROMBIE & FITCH CO 0.2%
Value ($000) $485 Shares 53,406 Est. Cost $19.15 Unrealized -25.2%
VTEB VANGUARD MUN BD FD INC 0.2%
Value ($000) $485 Shares 9,168 Est. Cost $51.26 Unrealized
CVX CHEVRON CORP NEW 0.2%
Value ($000) $480 Shares 6,624 Est. Cost $77.45 Unrealized -1.9%
DDS DILLARDS INC 0.2%
Value ($000) $478 Shares 12,926 Est. Cost $49.61 Unrealized -10.2%
BEN FRANKLIN RESOURCES INC 0.2%
Value ($000) $478 Shares 28,658 Est. Cost $22.10 Unrealized -22.6%
AGO ASSURED GUARANTY LTD 0.2%
Value ($000) $475 Shares 18,408 Est. Cost $23.36 Unrealized +59.6%
AVT AVNET INC 0.2%
Value ($000) $467 Shares 18,593 Est. Cost $33.88 Unrealized -13.7%
WFC WELLS FARGO CO NEW 0.2%
Value ($000) $463 Shares 16,146 Est. Cost $41.93 Unrealized -12.6%
LYB LYONDELLBASELL INDUSTRIES N 0.2%
Value ($000) $461 Shares 9,292 Est. Cost $51.44 Unrealized -3.5%
HCC WARRIOR MET COAL INC 0.2%
Value ($000) $456 Shares 42,918 Est. Cost $25.89 Unrealized -30.2%
VLO VALERO ENERGY CORP 0.2%
Value ($000) $442 Shares 9,753 Est. Cost $51.80 Unrealized +10.4%
COP CONOCOPHILLIPS 0.2%
Value ($000) $439 Shares 14,260 Est. Cost $50.38 Unrealized -18.7%
CFG CITIZENS FINANCIAL GROUP INC 0.2%
Value ($000) $437 Shares 23,231 Est. Cost $30.59 Unrealized -18.0%
DKS DICKS SPORTING GOODS INC 0.2%
Value ($000) $431 Shares 20,286 Est. Cost $29.68 Unrealized +7.3%
FOOT LOCKER INC 0.2%
Value ($000) $431 Shares 19,550 Est. Cost $48.87 Unrealized
EMLC VANECK VECTORS ETF TR 0.2%
Value ($000) $423 Shares 14,849 Est. Cost $32.09 Unrealized
UNM UNUM GROUP 0.2%
Value ($000) $417 Shares 27,784 Est. Cost $34.82 Unrealized -30.9%
CANOPY GROWTH CORP 0.2%
Value ($000) $406 Shares 28,160 Est. Cost $20.27 Unrealized
SGOL ABERDEEN STD GOLD ETF TR 0.2%
Value ($000) $406 Shares 26,766 Est. Cost $28.88 Unrealized
WNC WABASH NATL CORP 0.2%
Value ($000) $403 Shares 55,752 Est. Cost $15.01 Unrealized -34.4%
DAL DELTA AIR LINES INC DEL 0.2%
Value ($000) $401 Shares 14,043 Est. Cost $41.33 Unrealized +16.2%
OPLN KAR AUCTION SVCS INC 0.1%
Value ($000) $398 Shares 33,166 Est. Cost $25.48 Unrealized -23.3%
SMG SCOTTS MIRACLE GRO CO 0.1%
Value ($000) $395 Shares 3,856 Est. Cost $82.74 Unrealized +6.0%
SYF SYNCHRONY FINL 0.1%
Value ($000) $395 Shares 24,529 Est. Cost $28.33 Unrealized -11.1%
WYNDHAM DESTINATIONS INC 0.1%
Value ($000) $394 Shares 18,170 Est. Cost $44.31 Unrealized
REALOGY HLDGS CORP 0.1%
Value ($000) $367 Shares 121,992 Est. Cost $11.29 Unrealized
DISCOVER FINL SVCS 0.1%
Value ($000) $359 Shares 10,074 Est. Cost $70.50 Unrealized
LNC LINCOLN NATL CORP IND 0.1%
Value ($000) $356 Shares 13,524 Est. Cost $40.85 Unrealized -13.2%
BRSL INTERNATIONAL GAME TECHNOLOG 0.1%
Value ($000) $341 Shares 57,362 Est. Cost $8.95 Unrealized -12.4%
GAP GAP INC 0.1%
Value ($000) $336 Shares 47,702 Est. Cost $16.92 Unrealized -27.7%
PM PHILIP MORRIS INTL INC 0.1%
Value ($000) $336 Shares 4,608 Est. Cost $60.10 Unrealized +1.1%
ARCH COAL INC 0.1%
Value ($000) $320 Shares 11,086 Est. Cost $78.47 Unrealized
GREENLANE HLDGS INC 0.1%
Value ($000) $319 Shares 185,360 Est. Cost $3.10 Unrealized
CIT GROUP INC 0.1%
Value ($000) $314 Shares 18,170 Est. Cost $49.80 Unrealized
MO ALTRIA GROUP INC 0.1%
Value ($000) $309 Shares 8,000 Est. Cost $35.59 Unrealized -22.6%
SIG SIGNET JEWELERS LIMITED 0.1%
Value ($000) $305 Shares 47,288 Est. Cost $28.22 Unrealized -31.6%
GUESS INC 0.1%
Value ($000) $301 Shares 44,390 Est. Cost $19.87 Unrealized
CRON CRONOS GROUP INC 0.1%
Value ($000) $295 Shares 52,048 Est. Cost $7.53 Unrealized -11.6%
IIPR INNOVATIVE INDL PPTYS INC 0.1%
Value ($000) $295 Shares 3,888 Est. Cost $85.14 Unrealized
WTV WISDOMTREE TR 0.1%
Value ($000) $272 Shares 4,203 Est. Cost $64.72 Unrealized
KSS KOHLS CORP 0.1%
Value ($000) $242 Shares 16,560 Est. Cost $56.27 Unrealized -33.4%
SIX FLAGS ENTMT CORP NEW 0.1%
Value ($000) $206 Shares 16,429 Est. Cost $46.90 Unrealized
AURORA CANNABIS INC 0.1%
Value ($000) $190 Shares 210,208 Est. Cost $2.00 Unrealized
CORBUS PHARMACEUTICALS HLDGS 0.1%
Value ($000) $175 Shares 33,440 Est. Cost $5.11 Unrealized
VFF VILLAGE FARMS INTL INC 0.1%
Value ($000) $161 Shares 56,128 Est. Cost $6.80 Unrealized -33.2%
ORI OLD REP INTL CORP 0.1%
Value ($000) $157 Shares 10,304 Est. Cost $11.52 Unrealized +9.4%
COSAN LTD 0.1%
Value ($000) $143 Shares 11,636 Est. Cost $13.39 Unrealized
ACH OWENS & MINOR INC NEW 0.1%
Value ($000) $139 Shares 15,187 Est. Cost $6.03 Unrealized 0.0%
TILRAY INC 0.0%
Value ($000) $128 Shares 18,624 Est. Cost $20.12 Unrealized
NEW AGE BEVERAGES CORP 0.0%
Value ($000) $124 Shares 88,880 Est. Cost $2.11 Unrealized
NAT NORDIC AMERICAN TANKERS LIMI 0.0%
Value ($000) $111 Shares 24,486 Est. Cost $3.61 Unrealized 0.0%
XPEL XPEL INC 0.0%
Value ($000) $102 Shares 10,225 Est. Cost $8.25 Unrealized +64.6%
LPG DORIAN LPG LTD 0.0%
Value ($000) $93 Shares 10,636 Est. Cost $9.79 Unrealized +20.7%
CNX CNX RESOURCES CORPORATION 0.0%
Value ($000) $84 Shares 15,747 Est. Cost $10.34 Unrealized -35.7%
DHT DHT HOLDINGS INC 0.0%
Value ($000) $82 Shares 10,654 Est. Cost $3.85 Unrealized 0.0%
NEPTUNE WELLNESS SOLUTIONS I 0.0%
Value ($000) $79 Shares 67,872 Est. Cost $2.55 Unrealized
MEET GROUP INC 0.0%
Value ($000) $79 Shares 13,419 Est. Cost $5.89 Unrealized
HEXO CORP 0.0%
Value ($000) $74 Shares 88,688 Est. Cost $1.49 Unrealized
RUBICON PROJ INC 0.0%
Value ($000) $70 Shares 12,673 Est. Cost $8.68 Unrealized