$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 28.6% .
Value | Shares | ↓ Weighting | ||||||
---|---|---|---|---|---|---|---|---|
VNQ | Sell | VANGUARD REIT ETFetp | $6,343,000 | +5.9% | 71,450 | -0.1% | 2.93% | +5.6% |
BND | Sell | Vanguard Bond Index Fund Inc Total Bond Mktetp | $3,596,000 | -26.4% | 42,660 | -27.7% | 1.66% | -26.6% |
TLT | Sell | ISHARES 20+ YEAR TREASURY BOetp | $3,183,000 | +6.2% | 22,914 | -0.2% | 1.47% | +5.8% |
DBP | Sell | POWERSHARES DBetp | $2,993,000 | +7.7% | 73,115 | -2.1% | 1.38% | +7.3% |
NOC | Sell | NORTHROP GRUMMAN CORP | $2,522,000 | +2.0% | 11,348 | -9.2% | 1.16% | +1.7% |
ORLY | Sell | O'REILLY AUTOMOTIVE INC | $2,455,000 | -10.0% | 9,055 | -9.1% | 1.13% | -10.2% |
CSH | Sell | CASH AMERICA INTL INC | $2,227,000 | +0.5% | 52,264 | -8.9% | 1.03% | +0.2% |
LOW | Sell | LOWE'S COS INC | $2,184,000 | -5.1% | 27,590 | -9.2% | 1.01% | -5.4% |
DPS | Sell | DR PEPPER SNAPPLE GROUP I | $2,176,000 | -1.8% | 22,517 | -9.2% | 1.00% | -2.1% |
HD | Sell | HOME DEPOT INC | $2,064,000 | -13.1% | 16,161 | -9.2% | 0.95% | -13.4% |
TRV | Sell | TRAVELERS COS INC/THE | $1,995,000 | -6.2% | 16,757 | -8.0% | 0.92% | -6.4% |
LLL | Sell | L-3 COMMUNICATIONS HOLDIN | $1,945,000 | +12.4% | 13,261 | -9.2% | 0.90% | +12.0% |
USCI | Sell | UNITED STATES COMMODITY INDEetp | $1,939,000 | -1.5% | 44,900 | -7.8% | 0.90% | -1.8% |
EDV | Sell | VANGUARD EXTENDED DUR TREetp | $1,938,000 | +5.4% | 14,030 | -3.2% | 0.89% | +5.1% |
SIX | Sell | SIX FLAGS ENTERTAINMENT C | $1,903,000 | -5.1% | 32,841 | -9.2% | 0.88% | -5.5% |
VCSH | Sell | VANGUARD-S/T CORP (ETF)etp | $1,900,000 | -0.1% | 23,503 | -1.1% | 0.88% | -0.3% |
TXN | Sell | TEXAS INSTRUMENTS INC | $1,879,000 | -0.9% | 29,993 | -9.2% | 0.87% | -1.3% |
CVS | Sell | CVS HEALTH CORP | $1,823,000 | -16.2% | 19,046 | -9.2% | 0.84% | -16.5% |
ALL | Sell | ALLSTATE CORP | $1,798,000 | -4.4% | 25,704 | -7.9% | 0.83% | -4.6% |
AIZ | Sell | ASSURANT INC | $1,787,000 | +1.9% | 20,700 | -8.9% | 0.82% | +1.7% |
AXS | Sell | AXIS CAPITAL HOLDINGS LTD | $1,739,000 | -9.9% | 31,627 | -9.2% | 0.80% | -10.3% |
RE | Sell | EVEREST RE GROUP LTD | $1,718,000 | -15.9% | 9,403 | -9.1% | 0.79% | -16.2% |
LUV | Sell | SOUTHWEST AIRLINES CO | $1,662,000 | -20.5% | 42,390 | -9.2% | 0.77% | -20.8% |
TECD | Sell | TECH DATA CORP | $1,643,000 | -13.8% | 22,865 | -7.9% | 0.76% | -14.1% |
BIG | Sell | BIG LOTS INC | $1,622,000 | +0.5% | 32,376 | -9.2% | 0.75% | +0.1% |
BGGSQ | Sell | BRIGGS & STRATTON | $1,584,000 | -18.4% | 74,776 | -7.9% | 0.73% | -18.7% |
PLCE | Sell | CHILDREN'S PLACE INC/THE | $1,583,000 | -11.4% | 19,668 | -8.1% | 0.73% | -11.7% |
SAFM | Sell | SANDERSON FARMS INC | $1,553,000 | -11.5% | 17,930 | -7.8% | 0.72% | -11.7% |
AGCO | Sell | AGCO CORP | $1,535,000 | -13.6% | 32,567 | -8.9% | 0.71% | -14.0% |
AFL | Sell | AFLAC INC | $1,529,000 | +3.8% | 21,195 | -9.2% | 0.71% | +3.5% |
STI | Sell | SUNTRUST BANKS INC | $1,519,000 | +3.4% | 36,973 | -9.2% | 0.70% | +3.1% |
REZ | Sell | ISHARES RESIDENTIAL REALetp | $1,509,000 | -2.8% | 22,358 | -5.0% | 0.70% | -3.2% |
AAPL | Sell | APPLE INC | $1,496,000 | -20.3% | 15,646 | -9.1% | 0.69% | -20.6% |
DOW | Sell | DOW CHEMICAL CO/THE | $1,423,000 | -11.2% | 28,628 | -9.2% | 0.66% | -11.5% |
ESRX | Sell | EXPRESS SCRIPTS HOLDING C | $1,413,000 | +0.2% | 18,639 | -9.2% | 0.65% | -0.2% |
KXI | Sell | ISHARES GLOBAL CONSUMER Setp | $1,400,000 | -2.3% | 13,977 | -5.0% | 0.65% | -2.6% |
AVT | Sell | AVNET INC | $1,388,000 | -16.9% | 34,271 | -9.2% | 0.64% | -17.3% |
PHM | Sell | PULTEGROUP INC | $1,375,000 | -5.4% | 70,533 | -9.2% | 0.63% | -5.8% |
AGO | Sell | ASSURED GUARANTY | $1,352,000 | -9.0% | 53,310 | -9.2% | 0.62% | -9.2% |
HIG | Sell | HARTFORD FINANCIAL SVCS G | $1,338,000 | -12.3% | 30,148 | -8.9% | 0.62% | -12.6% |
RS | Sell | RELIANCE STEEL & ALUMINUM | $1,320,000 | +1.0% | 17,161 | -9.1% | 0.61% | +0.7% |
GLW | Sell | CORNING INC | $1,317,000 | -11.0% | 64,320 | -9.2% | 0.61% | -11.2% |
CNO | Sell | CNO FINANCIAL GROUP INC | $1,312,000 | -11.5% | 75,152 | -9.2% | 0.60% | -11.9% |
MMM | Sell | 3M CO | $1,304,000 | -4.5% | 7,445 | -9.1% | 0.60% | -4.7% |
AIG | Sell | AMERICAN INTERNATIONAL GR | $1,280,000 | -13.6% | 24,209 | -11.7% | 0.59% | -13.8% |
CBS | Sell | CBS CORP-CLASS B NON VOTI | $1,269,000 | -10.3% | 23,318 | -9.2% | 0.59% | -10.5% |
UNM | Sell | UNUM GROUP | $1,265,000 | -6.6% | 39,783 | -9.2% | 0.58% | -6.9% |
AMP | Sell | AMERIPRISE FINANCIAL INC | $1,200,000 | -13.2% | 13,357 | -9.2% | 0.55% | -13.4% |
XRX | Sell | XEROX CORP | $1,191,000 | -22.8% | 125,496 | -9.2% | 0.55% | -23.0% |
CB | Sell | CHUBB LTD | $1,173,000 | -0.1% | 8,973 | -8.9% | 0.54% | -0.4% |
DOV | Sell | DOVER CORP | $1,161,000 | -2.1% | 16,750 | -9.2% | 0.54% | -2.4% |
CTB | Sell | COOPER TIRE & RUBBER | $1,146,000 | -26.9% | 38,445 | -9.2% | 0.53% | -27.0% |
PPC | Sell | PILGRIM'S PRIDE CORP | $1,145,000 | -8.9% | 44,941 | -9.2% | 0.53% | -9.3% |
PSEC | Sell | PROSPECT CAPITAL CORP | $1,139,000 | -2.3% | 145,695 | -9.2% | 0.53% | -2.6% |
DAL | Sell | DELTA AIR LINES INC | $1,120,000 | -32.0% | 30,732 | -9.2% | 0.52% | -32.2% |
FITB | Sell | FIFTH THIRD BANCORP | $1,118,000 | -4.3% | 63,546 | -9.2% | 0.52% | -4.6% |
STT | Sell | STATE STREET CORP | $1,095,000 | -16.3% | 20,300 | -9.2% | 0.50% | -16.5% |
MAN | Sell | MANPOWERGROUP INC | $1,094,000 | -30.2% | 17,001 | -11.7% | 0.50% | -30.3% |
UFS | Sell | DOMTAR CORP | $1,087,000 | -21.5% | 31,053 | -9.2% | 0.50% | -21.7% |
EMC | Sell | EMC CORP/MA | $1,057,000 | -7.4% | 38,895 | -9.2% | 0.49% | -7.6% |
VLO | Sell | VALERO ENERGY CORP | $1,039,000 | -27.5% | 20,363 | -8.9% | 0.48% | -27.8% |
MPC | Sell | MARATHON PETROLEUM CORP | $1,034,000 | -10.2% | 27,234 | -12.0% | 0.48% | -10.5% |
LM | Sell | LEGG MASON INC | $1,029,000 | -22.7% | 34,890 | -9.2% | 0.48% | -23.0% |
AWHHF | Sell | ALLIED WORLD ASSURANCE | $1,008,000 | -8.7% | 28,699 | -9.2% | 0.46% | -9.0% |
SYMC | Sell | SYMANTEC CORP | $1,003,000 | +1.5% | 48,847 | -9.2% | 0.46% | +1.3% |
GES | Sell | GUESS? INC | $976,000 | -27.2% | 64,840 | -9.2% | 0.45% | -27.4% |
TGT | Sell | TARGET CORP | $964,000 | -22.9% | 13,806 | -9.2% | 0.44% | -23.1% |
KSS | Sell | KOHLS CORP | $930,000 | -26.1% | 24,519 | -9.2% | 0.43% | -26.3% |
WFM | Sell | WHOLE FOODS MARKET INC | $923,000 | -6.5% | 28,829 | -9.2% | 0.43% | -6.8% |
GD | Sell | GENERAL DYNAMICS CORP | $860,000 | -8.0% | 6,176 | -13.2% | 0.40% | -8.3% |
LNC | Sell | LINCOLN NATIONAL CORP | $847,000 | -10.2% | 21,843 | -9.2% | 0.39% | -10.5% |
WIP | Sell | SPDR DB INTL GOV INFL-PROetp | $830,000 | -2.2% | 15,122 | -2.5% | 0.38% | -2.5% |
VOYA | Sell | VOYA FINANCIAL INC | $756,000 | -26.8% | 30,537 | -12.0% | 0.35% | -27.0% |
HPE | Sell | HEWLETT PACKARD ENTERPRIS | $743,000 | -6.4% | 40,685 | -9.2% | 0.34% | -6.8% |
PSX | Sell | PHILLIPS 66 | $739,000 | -14.2% | 9,312 | -6.3% | 0.34% | -14.5% |
HFC | Sell | HOLLYFRONTIER CORP | $587,000 | -41.0% | 24,713 | -12.3% | 0.27% | -41.2% |
WNR | Sell | WESTERN REFINING INC | $562,000 | -37.9% | 27,238 | -12.4% | 0.26% | -38.2% |
BSV | Sell | VANGUARD ST BOND ETFetp | $555,000 | -78.7% | 6,842 | -78.7% | 0.26% | -78.7% |
CVI | Sell | CVR ENERGY INC | $535,000 | -46.1% | 34,533 | -9.2% | 0.25% | -46.2% |
VC | Sell | VISTEON CORP | $520,000 | -21.7% | 7,894 | -5.4% | 0.24% | -21.8% |
HPQ | Sell | HP INC | $511,000 | -7.4% | 40,685 | -9.2% | 0.24% | -7.8% |
LPLA | Sell | LPL FINANCIAL HOLDINGS IN | $481,000 | -40.7% | 21,346 | -34.7% | 0.22% | -40.8% |
LUMN | Sell | CENTURYLINK INC | $380,000 | -17.6% | 13,086 | -9.2% | 0.18% | -17.8% |
TWX | Sell | TIME WARNER INC | $376,000 | -7.8% | 5,108 | -9.1% | 0.17% | -8.5% |
TU | Sell | TELUS CORP | $373,000 | -10.1% | 11,587 | -9.2% | 0.17% | -10.4% |
ADM | Sell | ARCHER-DANIELS-MIDLAND CO | $369,000 | +7.3% | 8,607 | -9.2% | 0.17% | +6.9% |
IP | Sell | INTERNATIONAL PAPER CO | $352,000 | -6.4% | 8,311 | -9.2% | 0.16% | -6.9% |
NOV | Sell | NATIONAL OILWELL VARCO IN | $282,000 | -1.7% | 8,387 | -9.2% | 0.13% | -2.3% |
NTAP | Sell | NETAPP INC | $268,000 | -18.3% | 10,903 | -9.2% | 0.12% | -18.4% |
M | Sell | MACY'S INC | $257,000 | -30.9% | 7,660 | -9.2% | 0.12% | -30.8% |
HES | Exit | HESS CORP | $0 | – | -3,853 | -100.0% | -0.09% | – |
FXY | Exit | CURRENCYSHARES JAPANESE YENetp | $0 | – | -2,550 | -100.0% | -0.10% | – |
FXC | Exit | CURRENCYSHARES CANADIAN DOLLetp | $0 | – | -2,913 | -100.0% | -0.10% | – |
FXA | Exit | CURRENCYSHARES AUSTRALIAN DOetp | $0 | – | -2,909 | -100.0% | -0.10% | – |
CEW | Exit | WISDOMTREE EMERGING CURRENCYetp | $0 | – | -12,553 | -100.0% | -0.10% | – |
FXE | Exit | CURRENCYSHARES EURO TRUSTetp | $0 | – | -2,008 | -100.0% | -0.10% | – |
BZF | Exit | WISDOMTREE BRAZILIAN REAL STetp | $0 | – | -15,326 | -100.0% | -0.10% | – |
SPXC | Exit | SPX CORP | $0 | – | -15,604 | -100.0% | -0.11% | – |
DDS | Exit | DILLARDS INC-CL A | $0 | – | -3,087 | -100.0% | -0.12% | – |
GPS | Exit | GAP INC/THE | $0 | – | -10,241 | -100.0% | -0.14% | – |
XLB | Exit | MATERIALS SELECT SECTOR SPDRetp | $0 | – | -9,885 | -100.0% | -0.20% | – |
IHY | Exit | MARKET VECTORS INTLetp | $0 | – | -19,380 | -100.0% | -0.21% | – |
XLY | Exit | CONSUMER DISCRETIONARY SELTetp | $0 | – | -5,844 | -100.0% | -0.21% | – |
EWY | Exit | ISHARES MSCI SOUTH KOREA CAPetp | $0 | – | -11,403 | -100.0% | -0.28% | – |
HYEM | Exit | MARKET VECTORS EMER HYetp | $0 | – | -40,920 | -100.0% | -0.44% | – |
MET | Exit | METLIFE INC | $0 | – | -23,383 | -100.0% | -0.48% | – |
KEY | Exit | KEYCORP | $0 | – | -101,772 | -100.0% | -0.52% | – |
J | Exit | JACOBS ENGINEERING GROUP | $0 | – | -26,293 | -100.0% | -0.53% | – |
SCHP | Exit | SCHWAB U.S. TIPS ETFetp | $0 | – | -21,691 | -100.0% | -0.56% | – |
PFE | Exit | PFIZER INC | $0 | – | -45,833 | -100.0% | -0.63% | – |
MBB | Exit | ISHARES BARCLAYS MBS BONDetp | $0 | – | -12,746 | -100.0% | -0.65% | – |
SNDK | Exit | SANDISK CORP | $0 | – | -18,752 | -100.0% | -0.66% | – |
EME | Exit | EMCOR GROUP INC | $0 | – | -29,539 | -100.0% | -0.66% | – |
UVV | Exit | UNIVERSAL CORP/VA | $0 | – | -25,516 | -100.0% | -0.67% | – |
AHL | Exit | ASPEN INSURANCE HOLDINGS | $0 | – | -31,556 | -100.0% | -0.70% | – |
CHMT | Exit | CHEMTURA CORP | $0 | – | -57,896 | -100.0% | -0.71% | – |
INTC | Exit | INTEL CORP | $0 | – | -47,614 | -100.0% | -0.71% | – |
CCE | Exit | COCA-COLA ENTERPRISES | $0 | – | -32,634 | -100.0% | -0.77% | – |
JNPR | Exit | JUNIPER NETWORKS INC | $0 | – | -64,913 | -100.0% | -0.77% | – |
KMB | Exit | KIMBERLY-CLARK CORP | $0 | – | -12,840 | -100.0% | -0.80% | – |
ANTM | Exit | ANTHEM INC | $0 | – | -14,566 | -100.0% | -0.94% | – |
SHY | Exit | ISHARES 1-3 YEAR TREASURYetp | $0 | – | -24,508 | -100.0% | -0.96% | – |
RTN | Exit | RAYTHEON COMPANY | $0 | – | -18,744 | -100.0% | -1.06% | – |
INGR | Exit | INGREDION INC | $0 | – | -21,863 | -100.0% | -1.08% | – |
AVY | Exit | AVERY DENNISON CORP | $0 | – | -32,660 | -100.0% | -1.09% | – |
IEI | Exit | iShares Tr Barclays 3-7 Yretp | $0 | – | -20,041 | -100.0% | -1.17% | – |
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.