$217 Million is the total value of Cambria Investment Management, L.P.'s 163 reported holdings in Q2 2016. The portfolio turnover from Q1 2016 to Q2 2016 was 142.3% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| VNQI | Buy | VANGUARD GLBL EX-US REAL ESTetp | $3,573,000 | +21.0% | 66,098 | +19.8% | 1.65% | +20.6% |
| BNDX | Buy | Vanguard Charlotte Funds Intl Bond Index ETFetp | $3,208,000 | +3.9% | 57,588 | +1.7% | 1.48% | +3.6% |
| LQD | Buy | ISHARES IBOXX INVESTMENTetp | $3,054,000 | +85.4% | 24,886 | +79.6% | 1.41% | +84.9% |
| SYLD | Buy | CAMBRIA SHAREHOLDER YIELDetp | $3,031,000 | +93.7% | 107,299 | +98.3% | 1.40% | +93.2% |
| FAIL | Buy | CAMBRIA SOVEREIGN HIGH YIetp | $2,466,000 | +8.8% | 90,077 | +6.7% | 1.14% | +8.5% |
| HYEM | New | VANECK VECTORS EMERGING Metp | $2,310,000 | – | 97,124 | +100.0% | 1.07% | – |
| VWO | Buy | VANGUARD EMERGING MKT ETFetp | $2,221,000 | +32.4% | 63,045 | +29.9% | 1.02% | +31.9% |
| GVAL | Buy | CAMBRIA GLOBAL VALUE ETFetp | $2,130,000 | +34.3% | 116,704 | +45.6% | 0.98% | +33.9% |
| AEO | New | AMERICAN EAGLE OUTFITTERS | $1,894,000 | – | 118,891 | +100.0% | 0.87% | – |
| IEF | Buy | ISHARES 7-10 YEAR TREASURY Betp | $1,887,000 | +6.9% | 16,703 | +4.4% | 0.87% | +6.6% |
| IM | New | INGRAM MICRO INC-CL A | $1,828,000 | – | 52,563 | +100.0% | 0.84% | – |
| PDBC | New | POWERSHARES DB OPTIMUM YIetp | $1,813,000 | – | 101,640 | +100.0% | 0.84% | – |
| THG | New | HANOVER INSURANCE GROUP I | $1,796,000 | – | 21,229 | +100.0% | 0.83% | – |
| ETN | New | EATON CORP PLC | $1,776,000 | – | 29,737 | +100.0% | 0.82% | – |
| FLR | New | FLUOR CORP | $1,748,000 | – | 35,468 | +100.0% | 0.81% | – |
| VTI | Buy | VANGUARD TOTAL STOCK MKTetp | $1,726,000 | +8.6% | 16,105 | +6.2% | 0.80% | +8.2% |
| VO | Buy | VANGUARD MID-CAP ETFetp | $1,713,000 | +44.4% | 13,856 | +41.6% | 0.79% | +43.9% |
| GDOT | New | GREEN DOT CORP-CLASS A | $1,572,000 | – | 68,382 | +100.0% | 0.72% | – |
| NUS | New | NU SKIN ENTERPRISES INC - | $1,548,000 | – | 33,521 | +100.0% | 0.71% | – |
| NBR | New | NABORS INDUSTRIES LTD | $1,540,000 | – | 153,239 | +100.0% | 0.71% | – |
| PH | New | PARKER HANNIFIN CORP | $1,536,000 | – | 14,218 | +100.0% | 0.71% | – |
| CMI | New | CUMMINS INC | $1,534,000 | – | 13,647 | +100.0% | 0.71% | – |
| PKG | New | PACKAGING CORP OF AMERICA | $1,528,000 | – | 22,835 | +100.0% | 0.70% | – |
| SANM | New | SANMINA CORP | $1,519,000 | – | 56,667 | +100.0% | 0.70% | – |
| WHR | New | WHIRLPOOL CORP | $1,505,000 | – | 9,034 | +100.0% | 0.69% | – |
| WMT | New | WAL-MART STORES INC | $1,488,000 | – | 20,384 | +100.0% | 0.69% | – |
| ACAS | New | AMERICAN CAPITAL LTD | $1,455,000 | – | 91,895 | +100.0% | 0.67% | – |
| ALK | New | ALASKA AIR GROUP INC | $1,438,000 | – | 24,666 | +100.0% | 0.66% | – |
| UAL | New | UNITED CONTINENTAL HOLDIN | $1,391,000 | – | 33,882 | +100.0% | 0.64% | – |
| DBE | New | POWERSHARES DB ENERGY FUNDetp | $1,385,000 | – | 110,204 | +100.0% | 0.64% | – |
| DBC | New | POWERSHARES DB COMMODITY INDetp | $1,339,000 | – | 87,225 | +100.0% | 0.62% | – |
| EWZ | Buy | ISHARES MSCI BRAZIL CAPPED Eetp | $1,332,000 | +129.3% | 44,147 | +100.0% | 0.62% | +128.6% |
| VWOB | Buy | VANGUARD EMERG MKTS GOV Betp | $1,315,000 | +14.7% | 16,376 | +10.0% | 0.61% | +14.3% |
| FYLD | Buy | Cambria ETF Tr Cambria Fgn Shretp | $1,263,000 | +98.3% | 64,422 | +106.0% | 0.58% | +97.6% |
| DBB | Buy | POWERSHARES DB BASE METALS Fetp | $1,253,000 | +194.8% | 93,396 | +172.9% | 0.58% | +193.4% |
| DBA | Buy | POWERSHARES DB AGRICULTURE Fetp | $1,246,000 | +210.7% | 56,437 | +190.0% | 0.58% | +209.1% |
| MTUM | Buy | ISHARES MSCI USA MOMENTUMetp | $1,229,000 | +15.0% | 16,082 | +10.0% | 0.57% | +14.5% |
| REM | New | ISHARES MORTGAGE REAL ESTetp | $1,207,000 | – | 117,606 | +100.0% | 0.56% | – |
| VBR | New | VANGUARD SM-CAP VAL ETFetp | $1,206,000 | – | 11,449 | +100.0% | 0.56% | – |
| IXN | New | ISHARES GLOBAL TECH ETFetp | $1,188,000 | – | 12,202 | +100.0% | 0.55% | – |
| JXI | New | ISHARES GLOBAL UTILITIESetp | $1,183,000 | – | 23,971 | +100.0% | 0.55% | – |
| VEA | Buy | VANGUARD FTSE DEV MKT ETFetp | $983,000 | +8.4% | 27,808 | +10.0% | 0.45% | +8.1% |
| XLU | New | UTILITIES SELECT SECTOR SPDRetp | $963,000 | – | 18,348 | +100.0% | 0.44% | – |
| SPIP | Buy | SPDR BARCLAYS TIPS ETFetp | $955,000 | +25.3% | 16,417 | +23.3% | 0.44% | +24.9% |
| LYB | New | LYONDELLBASELL INDU-CL A | $857,000 | – | 11,515 | +100.0% | 0.40% | – |
| IWC | New | ISHARES MICRO-CAP ETFetp | $624,000 | – | 8,821 | +100.0% | 0.29% | – |
| VB | Buy | VANGUARD SMALL-CAP ETFetp | $624,000 | +212.0% | 5,392 | +200.1% | 0.29% | +209.7% |
| EWN | New | ISHARES MSCI NETHERLANDS ETFetp | $560,000 | – | 24,205 | +100.0% | 0.26% | – |
| IBND | Buy | SPDR BARCLAYS INT CORPetp | $550,000 | +8.9% | 16,906 | +10.0% | 0.25% | +8.5% |
| TUR | New | ISHARES MSCI TURKEY ETFetp | $543,000 | – | 13,690 | +100.0% | 0.25% | – |
| VSS | Buy | VANGUARD FTSE ALL WORLDetp | $522,000 | +9.7% | 5,610 | +10.0% | 0.24% | +9.5% |
| ICN | Buy | WISDOMTREE INDIAN RUPEE Setp | $512,000 | +98.4% | 24,276 | +100.0% | 0.24% | +98.3% |
| IHY | New | VANECK VECTORS INTERNATIOetp | $509,000 | – | 21,318 | +100.0% | 0.24% | – |
| GREK | New | GLOBAL X MSCI GREECE ETFetp | $509,000 | – | 70,413 | +100.0% | 0.24% | – |
| JNK | Buy | SPDR BARCLAYS HIGH YIELDetp | $503,000 | +14.8% | 14,080 | +10.0% | 0.23% | +14.3% |
| VAMO | New | Cambria ETF Tr Value Momentumetp | $487,000 | – | 21,769 | +100.0% | 0.22% | – |
| EWM | New | ISHARES MSCI MALAYSIA ETFetp | $482,000 | – | 58,167 | +100.0% | 0.22% | – |
| XLE | New | ENERGY SELECT SECTOR SPDRetp | $481,000 | – | 7,051 | +100.0% | 0.22% | – |
| DGS | Buy | WISDOMTREE EM SMALL CAPetp | $478,000 | +12.7% | 12,342 | +10.0% | 0.22% | +12.8% |
| XLF | New | FINANCIAL SELECT SECTOR SPDRetp | $449,000 | – | 19,634 | +100.0% | 0.21% | – |
| EWO | Buy | ISHARES MSCI AUSTRIA CAPPEDetp | $357,000 | +76.7% | 25,159 | +95.8% | 0.16% | +75.5% |
| EWX | New | SPDR S&P EMERGING MKTS SMALLetp | $300,000 | – | 7,610 | +100.0% | 0.14% | – |
| DEM | Buy | WISDOMTREE EMG MKTS EQetp | $275,000 | +11.8% | 7,775 | +10.0% | 0.13% | +11.4% |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2016-08-15
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 | 2024-02-13 |
| 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 |
| 13F-HR | 2021-10-26 |
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.