$216 Million is the total value of Cambria Investment Management, L.P.'s 162 reported holdings in Q1 2016. The portfolio turnover from Q4 2015 to Q1 2016 was 6.4% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| VNQ | Sell | VANGUARD REIT ETFetp | $5,991,000 | -0.3% | 71,493 | -5.2% | 2.77% | +15.1% |
| BND | Sell | VANGUARD TOTAL BOND MARKETetp | $4,884,000 | -45.5% | 58,991 | -46.8% | 2.26% | -37.0% |
| BNDX | Sell | Vanguard Charlotte Funds Intl Bond Index ETFetp | $3,088,000 | -13.2% | 56,626 | -15.9% | 1.43% | +0.2% |
| ORLY | Sell | O'REILLY AUTOMOTIVE INC | $2,727,000 | -1.9% | 9,964 | -9.2% | 1.26% | +13.2% |
| BSV | Sell | VANGUARD ST BOND ETFetp | $2,600,000 | -64.8% | 32,158 | -65.4% | 1.20% | -59.4% |
| IEI | Sell | iShares Tr Barclays 3-7 Yretp | $2,524,000 | +2.1% | 20,041 | -0.6% | 1.17% | +17.9% |
| NOC | Sell | NORTHROP GRUMMAN CORP | $2,472,000 | -4.8% | 12,491 | -9.2% | 1.14% | +9.9% |
| HD | Sell | HOME DEPOT INC | $2,374,000 | -8.4% | 17,790 | -9.2% | 1.10% | +5.8% |
| AVY | Sell | AVERY DENNISON CORP | $2,355,000 | +4.4% | 32,660 | -9.3% | 1.09% | +20.6% |
| INGR | Sell | INGREDION INC | $2,335,000 | +1.1% | 21,863 | -9.3% | 1.08% | +16.7% |
| LOW | Sell | LOWE'S COS INC | $2,301,000 | -9.6% | 30,380 | -9.3% | 1.06% | +4.3% |
| RTN | Sell | RAYTHEON COMPANY | $2,299,000 | -10.6% | 18,744 | -9.2% | 1.06% | +3.2% |
| DPS | Sell | DR PEPPER SNAPPLE GROUP I | $2,217,000 | -13.0% | 24,794 | -9.3% | 1.03% | +0.5% |
| CSH | Sell | CASH AMERICA INTL INC | $2,217,000 | +20.6% | 57,376 | -6.5% | 1.03% | +39.2% |
| CVS | Sell | CVS HEALTH CORP | $2,175,000 | -3.8% | 20,972 | -9.3% | 1.01% | +11.1% |
| TRV | Sell | TRAVELERS COS INC/THE | $2,126,000 | -6.1% | 18,216 | -9.2% | 0.98% | +8.4% |
| LUV | Sell | SOUTHWEST AIRLINES CO | $2,091,000 | -5.6% | 46,674 | -9.3% | 0.97% | +9.0% |
| SHY | Sell | ISHARES 1-3 YEAR TREASURYetp | $2,084,000 | -70.9% | 24,508 | -71.1% | 0.96% | -66.3% |
| RE | Sell | EVEREST RE GROUP LTD | $2,043,000 | -2.1% | 10,348 | -9.2% | 0.95% | +13.0% |
| ANTM | Sell | ANTHEM INC | $2,025,000 | -7.5% | 14,566 | -7.2% | 0.94% | +6.8% |
| SIX | Sell | SIX FLAGS ENTERTAINMENT C | $2,006,000 | -8.3% | 36,153 | -9.2% | 0.93% | +5.9% |
| USCI | Sell | UNITED STATES COMM INDEXetp | $1,968,000 | -4.5% | 48,700 | -4.3% | 0.91% | +10.3% |
| BGGSQ | Sell | BRIGGS & STRATTON | $1,942,000 | +25.5% | 81,186 | -9.2% | 0.90% | +45.0% |
| AXS | Sell | AXIS CAPITAL HOLDINGS LTD | $1,931,000 | -10.5% | 34,822 | -9.3% | 0.89% | +3.4% |
| TECD | Sell | TECH DATA CORP | $1,906,000 | +5.0% | 24,826 | -9.2% | 0.88% | +21.2% |
| VCSH | Sell | VANGUARD-S/T CORP (ETF)etp | $1,901,000 | -11.3% | 23,755 | -12.4% | 0.88% | +2.4% |
| TXN | Sell | TEXAS INSTRUMENTS INC | $1,896,000 | -5.0% | 33,026 | -9.3% | 0.88% | +9.8% |
| ALL | Sell | ALLSTATE CORP | $1,880,000 | -1.5% | 27,902 | -9.2% | 0.87% | +13.7% |
| AAPL | Sell | APPLE INC | $1,877,000 | -6.0% | 17,221 | -9.2% | 0.87% | +8.6% |
| PLCE | Sell | CHILDREN'S PLACE INC/THE | $1,787,000 | +37.3% | 21,405 | -9.2% | 0.83% | +58.4% |
| AGCO | Sell | AGCO CORP | $1,777,000 | +2.0% | 35,762 | -6.8% | 0.82% | +17.9% |
| IEF | Sell | ISHARES LEHMAN 7-10YR TRSetp | $1,765,000 | -11.3% | 15,993 | -15.1% | 0.82% | +2.5% |
| SAFM | Sell | SANDERSON FARMS INC | $1,754,000 | +5.5% | 19,454 | -9.2% | 0.81% | +21.9% |
| AIZ | Sell | ASSURANT INC | $1,753,000 | -10.7% | 22,725 | -6.7% | 0.81% | +3.2% |
| LLL | Sell | L-3 COMMUNICATIONS HOLDIN | $1,730,000 | -10.0% | 14,602 | -9.3% | 0.80% | +3.9% |
| KMB | Sell | KIMBERLY-CLARK CORP | $1,727,000 | -4.1% | 12,840 | -9.2% | 0.80% | +10.7% |
| VWO | Sell | VANGUARD FTSE EMERGING MARKEetp | $1,678,000 | -13.3% | 48,534 | -18.0% | 0.78% | +0.1% |
| AVT | Sell | AVNET INC | $1,671,000 | -6.2% | 37,727 | -9.2% | 0.77% | +8.4% |
| JNPR | Sell | JUNIPER NETWORKS INC | $1,656,000 | -16.1% | 64,913 | -9.3% | 0.77% | -3.0% |
| CCE | Sell | COCA-COLA ENTERPRISES | $1,656,000 | -6.5% | 32,634 | -9.3% | 0.77% | +8.0% |
| DAL | Sell | DELTA AIR LINES INC | $1,647,000 | -12.9% | 33,837 | -9.2% | 0.76% | +0.5% |
| BIG | Sell | BIG LOTS INC | $1,614,000 | +6.6% | 35,643 | -9.2% | 0.75% | +23.1% |
| DOW | Sell | DOW CHEMICAL CO/THE | $1,603,000 | -10.3% | 31,517 | -9.2% | 0.74% | +3.5% |
| VTI | Sell | VANGUARD TOTAL STOCK MKT ETFetp | $1,589,000 | -43.6% | 15,159 | -43.8% | 0.74% | -34.8% |
| CTB | Sell | COOPER TIRE & RUBBER | $1,567,000 | -11.2% | 42,324 | -9.2% | 0.72% | +2.5% |
| MAN | Sell | MANPOWERGROUP INC | $1,567,000 | -9.9% | 19,248 | -6.7% | 0.72% | +4.0% |
| SYLD | Sell | CAMBRIA SHAREHOLDER YIELD ETetp | $1,565,000 | -30.9% | 54,116 | -31.0% | 0.72% | -20.3% |
| REZ | Sell | ISHARES RESIDENTIAL REALetp | $1,553,000 | -0.9% | 23,535 | -4.8% | 0.72% | +14.5% |
| XRX | Sell | XEROX CORP | $1,542,000 | -4.8% | 138,184 | -9.3% | 0.71% | +10.0% |
| INTC | Sell | INTEL CORP | $1,540,000 | -14.8% | 47,614 | -9.2% | 0.71% | -1.5% |
| CHMT | Sell | CHEMTURA CORP | $1,528,000 | -9.6% | 57,896 | -6.6% | 0.71% | +4.3% |
| HIG | Sell | HARTFORD FINANCIAL SVCS G | $1,525,000 | -0.8% | 33,091 | -6.4% | 0.71% | +14.6% |
| AHL | Sell | ASPEN INSURANCE HOLDINGS | $1,505,000 | -10.4% | 31,556 | -9.3% | 0.70% | +3.6% |
| CNO | Sell | CNO FINANCIAL GROUP INC | $1,483,000 | -14.8% | 82,748 | -9.2% | 0.69% | -1.6% |
| AGO | Sell | ASSURED GUARANTY | $1,485,000 | -13.1% | 58,692 | -9.2% | 0.69% | +0.3% |
| AIG | Sell | AMERICAN INTERNATIONAL GR | $1,482,000 | -18.6% | 27,427 | -6.6% | 0.69% | -6.0% |
| GLW | Sell | CORNING INC | $1,479,000 | +3.6% | 70,818 | -9.3% | 0.68% | +19.8% |
| AFL | Sell | AFLAC INC | $1,473,000 | -4.4% | 23,337 | -9.3% | 0.68% | +10.5% |
| STI | Sell | SUNTRUST BANKS INC | $1,469,000 | -23.6% | 40,708 | -9.2% | 0.68% | -11.7% |
| PHM | Sell | PULTEGROUP INC | $1,453,000 | -4.7% | 77,661 | -9.2% | 0.67% | +10.1% |
| UVV | Sell | UNIVERSAL CORP/VA | $1,450,000 | -4.5% | 25,516 | -5.8% | 0.67% | +10.2% |
| EME | Sell | EMCOR GROUP INC | $1,436,000 | -8.2% | 29,539 | -9.2% | 0.66% | +6.1% |
| VLO | Sell | VALERO ENERGY CORP | $1,433,000 | -14.8% | 22,343 | -6.0% | 0.66% | -1.6% |
| KXI | Sell | ISHARES GLOBAL CONSUMER Setp | $1,433,000 | -0.5% | 14,713 | -4.8% | 0.66% | +14.9% |
| SNDK | Sell | SANDISK CORP | $1,427,000 | -9.1% | 18,752 | -9.2% | 0.66% | +5.1% |
| CBS | Sell | CBS CORP-CLASS B NON VOTI | $1,414,000 | +6.0% | 25,676 | -9.3% | 0.66% | +22.4% |
| ESRX | Sell | EXPRESS SCRIPTS HOLDING C | $1,410,000 | -28.6% | 20,520 | -9.2% | 0.65% | -17.6% |
| MBB | Sell | ISHARES BARCLAYS MBS BONDetp | $1,395,000 | -3.2% | 12,746 | -4.8% | 0.65% | +11.8% |
| UFS | Sell | DOMTAR CORP | $1,384,000 | -0.6% | 34,185 | -9.2% | 0.64% | +14.9% |
| AMP | Sell | AMERIPRISE FINANCIAL INC | $1,383,000 | -19.8% | 14,707 | -9.3% | 0.64% | -7.4% |
| MMM | Sell | 3M CO | $1,365,000 | +0.4% | 8,192 | -9.2% | 0.63% | +16.0% |
| PFE | Sell | PFIZER INC | $1,358,000 | -16.7% | 45,833 | -9.2% | 0.63% | -3.7% |
| UNM | Sell | UNUM GROUP | $1,354,000 | -15.7% | 43,806 | -9.3% | 0.63% | -2.6% |
| GES | Sell | GUESS? INC | $1,340,000 | -9.8% | 71,392 | -9.3% | 0.62% | +4.2% |
| LM | Sell | LEGG MASON INC | $1,332,000 | -19.8% | 38,409 | -9.2% | 0.62% | -7.2% |
| RS | Sell | RELIANCE STEEL & ALUMINUM | $1,307,000 | +8.5% | 18,889 | -9.2% | 0.60% | +25.3% |
| STT | Sell | STATE STREET CORP | $1,308,000 | -20.0% | 22,350 | -9.2% | 0.60% | -7.6% |
| KSS | Sell | KOHLS CORP | $1,258,000 | -11.2% | 26,994 | -9.2% | 0.58% | +2.5% |
| PPC | Sell | PILGRIM'S PRIDE CORP | $1,257,000 | +4.4% | 49,477 | -9.2% | 0.58% | +20.5% |
| TGT | Sell | TARGET CORP | $1,251,000 | +2.9% | 15,201 | -9.3% | 0.58% | +18.9% |
| DOV | Sell | DOVER CORP | $1,186,000 | -4.8% | 18,442 | -9.3% | 0.55% | +10.0% |
| VO | Sell | VANGUARD MID-CAP ETFetp | $1,186,000 | -12.9% | 9,782 | -13.7% | 0.55% | +0.5% |
| FITB | Sell | FIFTH THIRD BANCORP | $1,168,000 | -24.6% | 69,972 | -9.3% | 0.54% | -12.9% |
| PSEC | Sell | PROSPECT CAPITAL CORP | $1,166,000 | -5.5% | 160,426 | -9.3% | 0.54% | +9.1% |
| MPC | Sell | MARATHON PETROLEUM CORP | $1,151,000 | -32.8% | 30,956 | -6.3% | 0.53% | -22.4% |
| VWOB | Sell | VANGUARD EMERG MKTS GOV Betp | $1,146,000 | -25.8% | 14,888 | -28.6% | 0.53% | -14.2% |
| J | Sell | JACOBS ENGINEERING GROUP | $1,145,000 | -5.8% | 26,293 | -9.2% | 0.53% | +8.8% |
| EMC | Sell | EMC CORP/MA | $1,141,000 | -5.9% | 42,828 | -9.3% | 0.53% | +8.6% |
| KEY | Sell | KEYCORP | $1,124,000 | -24.0% | 101,772 | -9.3% | 0.52% | -12.3% |
| AWHHF | Sell | ALLIED WORLD ASSURANCE | $1,104,000 | -14.7% | 31,597 | -9.3% | 0.51% | -1.5% |
| MTUM | Sell | ISHARES MSCI USA MOMENTUMetp | $1,069,000 | -28.7% | 14,620 | -28.6% | 0.50% | -17.6% |
| VOYA | Sell | VOYA FINANCIAL INC | $1,033,000 | -24.4% | 34,706 | -6.3% | 0.48% | -12.8% |
| MET | Sell | METLIFE INC | $1,027,000 | -17.3% | 23,383 | -9.2% | 0.48% | -4.6% |
| HFC | Sell | HOLLYFRONTIER CORP | $995,000 | -16.8% | 28,170 | -6.0% | 0.46% | -3.8% |
| CVI | Sell | CVR ENERGY INC | $992,000 | -39.8% | 38,016 | -9.2% | 0.46% | -30.6% |
| WFM | Sell | WHOLE FOODS MARKET INC | $987,000 | -15.7% | 31,736 | -9.2% | 0.46% | -2.6% |
| SYMC | Sell | SYMANTEC CORP | $988,000 | -20.6% | 53,779 | -9.2% | 0.46% | -8.4% |
| LNC | Sell | LINCOLN NATIONAL CORP | $943,000 | -29.2% | 24,048 | -9.2% | 0.44% | -18.2% |
| HYEM | Sell | MARKET VECTORS EMER HYetp | $939,000 | -65.4% | 40,920 | -66.7% | 0.44% | -60.0% |
| GD | Sell | GENERAL DYNAMICS CORP | $935,000 | -9.0% | 7,117 | -4.9% | 0.43% | +5.1% |
| VEA | Sell | VANGUARD FTSE DEV MKT ETFetp | $907,000 | -30.2% | 25,280 | -28.6% | 0.42% | -19.4% |
| WNR | Sell | WESTERN REFINING INC | $905,000 | -23.1% | 31,099 | -5.9% | 0.42% | -11.2% |
| PSX | Sell | PHILLIPS 66 | $861,000 | -3.9% | 9,939 | -9.2% | 0.40% | +11.1% |
| WIP | Sell | SPDR Series Trust DB Intl Govt Infl Prot Bond ETFetp | $849,000 | -12.3% | 15,517 | -19.1% | 0.39% | +1.3% |
| LPLA | Sell | LPL FINANCIAL HOLDINGS IN | $811,000 | -47.2% | 32,701 | -9.2% | 0.38% | -39.1% |
| HPE | Sell | HEWLETT PACKARD ENTERPRIS | $794,000 | +5.9% | 44,798 | -9.3% | 0.37% | +22.3% |
| SPIP | Sell | SPDR BARCLAYS TIPS ETFetp | $762,000 | -25.2% | 13,320 | -28.6% | 0.35% | -13.5% |
| VC | Sell | VISTEON CORP | $664,000 | -36.9% | 8,341 | -9.2% | 0.31% | -27.3% |
| QQQ | Sell | POWERSHARES QQQ TRUST SERIESetp | $602,000 | -8.9% | 5,511 | -6.8% | 0.28% | +5.3% |
| HPQ | Sell | HP INC | $552,000 | -5.6% | 44,798 | -9.3% | 0.26% | +9.4% |
| IBND | Sell | SPDR BARCLAYS INT CORPetp | $505,000 | -23.8% | 15,368 | -28.6% | 0.23% | -12.0% |
| XLP | Sell | CONSUMER STAPLES SPDRetp | $479,000 | -4.8% | 9,024 | -9.4% | 0.22% | +9.9% |
| VSS | Sell | VANGUARD FTSE ALL WORLDetp | $476,000 | -28.2% | 5,100 | -28.6% | 0.22% | -17.3% |
| XLY | Sell | CONSUMER DISCRETIONARY SELTetp | $462,000 | -6.3% | 5,844 | -7.4% | 0.21% | +8.1% |
| LUMN | Sell | CENTURYLINK INC | $461,000 | -65.5% | 14,415 | -72.9% | 0.21% | -60.3% |
| IHY | Sell | MARKET VECTORS INTLetp | $456,000 | -25.2% | 19,380 | -28.6% | 0.21% | -13.9% |
| JNK | Sell | SPDR BARCLAYS HIGH YIELDetp | $438,000 | -28.0% | 12,800 | -28.6% | 0.20% | -16.8% |
| DGS | Sell | WISDOMTREE EM SMALL CAPetp | $424,000 | -23.0% | 11,220 | -28.6% | 0.20% | -11.3% |
| TU | Sell | TELUS CORP | $415,000 | -68.1% | 12,763 | -72.9% | 0.19% | -63.2% |
| TWX | Sell | TIME WARNER INC | $408,000 | +2.0% | 5,621 | -9.2% | 0.19% | +18.1% |
| IP | Sell | INTERNATIONAL PAPER CO | $376,000 | -70.5% | 9,152 | -72.9% | 0.17% | -65.9% |
| M | Sell | MACY'S INC | $372,000 | -65.8% | 8,438 | -72.9% | 0.17% | -60.6% |
| ADM | Sell | ARCHER-DANIELS-MIDLAND CO | $344,000 | -73.2% | 9,477 | -72.9% | 0.16% | -69.1% |
| NTAP | Sell | NETAPP INC | $328,000 | -72.0% | 12,007 | -72.8% | 0.15% | -67.7% |
| GPS | Sell | GAP INC/THE | $301,000 | -67.7% | 10,241 | -72.8% | 0.14% | -62.8% |
| NOV | Sell | NATIONAL OILWELL VARCO IN | $287,000 | -74.8% | 9,237 | -72.9% | 0.13% | -70.9% |
| DDS | Sell | DILLARDS INC-CL A | $262,000 | -64.6% | 3,087 | -72.6% | 0.12% | -59.3% |
| DEM | Sell | WISDOMTREE EMG MKTS EQetp | $246,000 | -21.4% | 7,067 | -28.6% | 0.11% | -8.8% |
| SPXC | Sell | SPX CORP | $234,000 | +46.2% | 15,604 | -9.2% | 0.11% | +68.8% |
| FXY | Sell | CURRENCYSHARES JAPANESE YENetp | $219,000 | -26.8% | 2,550 | -31.2% | 0.10% | -15.8% |
| HES | Sell | HESS CORP | $203,000 | -70.3% | 3,853 | -72.7% | 0.09% | -65.7% |
| Exit | AQR Managed Futures Strategy Iopen-end fund | $0 | – | -70,936 | -100.0% | -0.29% | – | |
| EMLC | Exit | MKT VECTORS EM LC BD ETFetp | $0 | – | -68,224 | -100.0% | -0.46% | – |
| LYB | Exit | LYONDELLBASELL INDU-CL A | $0 | – | -13,966 | -100.0% | -0.49% | – |
| IXN | Exit | ISHARES GLOBAL TECH ETFetp | $0 | – | -14,416 | -100.0% | -0.56% | – |
| RXI | Exit | ISHARES GLOBAL CONSUMER Detp | $0 | – | -15,796 | -100.0% | -0.56% | – |
| IWC | Exit | ISHARES TR RUSS MCRP IDXetp | $0 | – | -19,582 | -100.0% | -0.57% | – |
| PCY | Exit | POWERSHARES EM MKT SOVR Detp | $0 | – | -51,793 | -100.0% | -0.57% | – |
| PRE | Exit | PARTNERRE LTD | $0 | – | -14,364 | -100.0% | -0.80% | – |
| CB | Exit | CHUBB CORP | $0 | – | -17,629 | -100.0% | -0.94% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2016-05-16
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| VANGUARD TOT BOND MKT ETF | 36 | Q3 2023 | 5.3% |
| CAMBRIA SHAREHOLDER YIELD ETF | 36 | Q3 2023 | 4.6% |
| CAMBRIA GLOBAL VALUE ETF | 36 | Q3 2023 | 3.2% |
| CAMBRIA FORGN SHRHLDR ETF | 36 | Q3 2023 | 3.4% |
| VANGUARD TOTAL INTL BOND | 36 | Q3 2023 | 1.7% |
| ALLSTATE CORP | 36 | Q3 2023 | 1.0% |
| AMERIPRISE FINL INC | 36 | Q3 2023 | 1.0% |
| SPDR SER TR | 36 | Q3 2023 | 0.9% |
| VANGUARD-S/T CORP (ETF) | 36 | Q3 2023 | 1.4% |
| UNUM GROUP | 36 | Q3 2023 | 0.8% |
View Cambria Investment Management, L.P.'s complete holdings history.
Latest filings
| Type | Filed |
|---|---|
| 13F-HR | 2024-05-14 |
| 13F-HR | 2024-02-13 |
| 13F-HR | 2023-11-13 |
| 13F-HR | 2023-08-10 |
| 13F-HR | 2023-05-11 |
| 13F-HR | 2023-02-13 |
| 13F-HR | 2022-11-08 |
| 13F-HR | 2022-07-27 |
| 13F-HR | 2022-05-16 |
| 13F-HR | 2022-02-03 |
View Cambria Investment Management, L.P.'s complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.