$240 Million is the total value of Cambria Investment Management, L.P.'s 165 reported holdings in Q4 2016. The portfolio turnover from Q3 2016 to Q4 2016 was 79.3% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GMOM | New | CAMBRIA GLOBAL MOMENTUM ETFetf | $6,039,000 | – | 260,292 | +100.0% | 2.51% | – |
| GVAL | Buy | Cambria Global Value ETFexchange traded product | $5,609,000 | +140.5% | 277,677 | +132.5% | 2.33% | +114.2% |
| EYLD | Buy | CAMBRIA EMERG SHRHLDR YIEetp | $5,481,000 | +31.2% | 206,791 | +31.4% | 2.28% | +16.9% |
| BND | Buy | VANGUARD TOT BOND MKT ETFetp | $5,163,000 | +101.8% | 63,903 | +110.2% | 2.15% | +79.9% |
| SYLD | Buy | CAMBRIA SHAREHOLDER YIELDetp | $4,943,000 | +147.4% | 151,955 | +128.6% | 2.06% | +120.4% |
| FYLD | Buy | Cambria Foreign Shareholder Yield ETFexchange traded product | $4,057,000 | +194.2% | 193,565 | +193.4% | 1.69% | +162.1% |
| VWO | Buy | VANGUARD EMERGING MKT ETFetp | $4,030,000 | +258.5% | 111,822 | +274.4% | 1.68% | +219.4% |
| DBB | Buy | POWERSHARES BASE ETFetp | $3,749,000 | +185.7% | 251,289 | +169.1% | 1.56% | +154.9% |
| HYEM | Buy | VANECK VECTORS EMERGING Metp | $3,109,000 | +27.1% | 129,331 | +30.4% | 1.29% | +13.2% |
| JNK | Buy | SPDR BARCLAYS HIGH YIELDetp | $2,601,000 | +380.8% | 71,365 | +384.8% | 1.08% | +327.7% |
| IWC | Buy | iShares Micro-Cap ETFexchange traded product | $2,542,000 | +269.5% | 29,617 | +235.8% | 1.06% | +229.6% |
| FAIL | Buy | CAMBRIA SOVEREIGN HIGH YIetp | $2,490,000 | -3.8% | 94,674 | +3.1% | 1.04% | -14.3% |
| VB | Buy | VANGUARD SMALL CAP ETFetp | $2,440,000 | +270.3% | 18,919 | +250.9% | 1.02% | +229.5% |
| IXC | New | ISHARES S&P GLBL ENERGYetp | $2,257,000 | – | 64,845 | +100.0% | 0.94% | – |
| VBR | Buy | VANGUARD SMALL-CAP VALUE INDEX FUNDetf | $2,234,000 | +76.3% | 18,460 | +61.3% | 0.93% | +57.2% |
| MXI | Buy | ISHARES GLOBAL MATERIALSetp | $2,152,000 | +61.8% | 39,254 | +57.9% | 0.90% | +44.1% |
| GUNR | Buy | FLEXSHARES GLOBAL UPSTREAetp | $2,127,000 | +64.4% | 74,232 | +57.9% | 0.88% | +46.5% |
| PDBC | Buy | POWERSHARES DB OPTIMUM YIetp | $2,087,000 | +12.5% | 120,760 | +13.5% | 0.87% | +0.2% |
| VTI | Buy | Vanguard Total Stock Market ETFexchange traded product | $2,029,000 | +9.9% | 17,598 | +6.2% | 0.84% | -2.1% |
| REM | New | ISHARES MORTGAGE REAL ESTetp | $1,952,000 | – | 46,418 | +100.0% | 0.81% | – |
| IXN | Buy | ISHARES GLOBAL TECH ETFetp | $1,910,000 | +56.7% | 17,384 | +57.8% | 0.80% | +39.7% |
| BNDX | Buy | VANGUARD TOTAL INTERNATIONAL BOND ETFetf | $1,856,000 | +3.3% | 34,192 | +6.7% | 0.77% | -8.0% |
| DGS | Buy | WISDOMTREE EM SMALL CAPetp | $1,816,000 | +311.8% | 46,435 | +339.9% | 0.76% | +266.5% |
| BSV | Buy | Vanguard Short-Term Bond ETFexchange traded product | $1,804,000 | +212.1% | 22,701 | +217.4% | 0.75% | +177.8% |
| VAMO | Buy | CAMBRIA VALUE AND MOMENTUM ETFetf | $1,776,000 | +243.5% | 73,629 | +231.7% | 0.74% | +206.6% |
| WTMF | New | WISDOMTREE MANAGED FUTURES STRATEGY FUNDetf | $1,502,000 | – | 36,230 | +100.0% | 0.62% | – |
| MRC | Buy | MRC GLOBAL INC | $1,484,000 | +25.1% | 73,266 | +1.5% | 0.62% | +11.4% |
| RF | New | REGIONS FINANCIAL CORP | $1,445,000 | – | 100,648 | +100.0% | 0.60% | – |
| BAC | New | BANK OF AMERICA CORP | $1,395,000 | – | 63,123 | +100.0% | 0.58% | – |
| AA | New | ALCOA UPSTREAM CORP | $1,382,000 | – | 49,228 | +100.0% | 0.58% | – |
| LNC | Buy | LINCOLN NATIONAL CORP | $1,359,000 | +43.7% | 20,503 | +1.9% | 0.56% | +27.8% |
| VWOB | Buy | VANGUARD EMERG MKTS GOV Betp | $1,348,000 | -3.5% | 17,384 | +1.5% | 0.56% | -14.0% |
| GBX | Buy | GREENBRIER COMPANIES INC | $1,269,000 | +20.1% | 30,540 | +2.0% | 0.53% | +7.1% |
| SHY | New | iShares 1-3 Year Treasury Bond ETFexchange traded product | $1,197,000 | – | 14,172 | +100.0% | 0.50% | – |
| BWX | Buy | SPDR Bloomberg Barclays International Treasury Bond ETFexchange traded product | $1,194,000 | +98.0% | 45,940 | +119.9% | 0.50% | +76.9% |
| BBY | Buy | BEST BUY CO INC | $1,174,000 | +14.3% | 27,514 | +2.3% | 0.49% | +1.9% |
| AFG | New | AMERICAN FINANCIAL GROUP | $1,111,000 | – | 12,606 | +100.0% | 0.46% | – |
| JPM | New | JPMORGAN CHASE & CO | $1,090,000 | – | 12,628 | +100.0% | 0.45% | – |
| LUK | New | LEUCADIA NATIONAL CORP | $1,090,000 | – | 46,880 | +100.0% | 0.45% | – |
| SNV | New | SYNOVUS FINANCIAL CORP | $1,086,000 | – | 26,443 | +100.0% | 0.45% | – |
| USB | New | US BANCORP | $1,006,000 | – | 19,591 | +100.0% | 0.42% | – |
| FRAN | New | FRANCESCAS HOLDINGS CORP | $1,003,000 | – | 55,621 | +100.0% | 0.42% | – |
| SWFT | New | SWIFT TRANSPORTATION CO | $943,000 | – | 38,712 | +100.0% | 0.39% | – |
| AES | New | AES CORP | $869,000 | – | 74,767 | +100.0% | 0.36% | – |
| GREK | New | Global X MSCI Greece ETFexchange traded product | $779,000 | – | 100,000 | +100.0% | 0.32% | – |
| MUB | New | ISHARES NATIONAL MUNI BOND ETFetf | $706,000 | – | 6,526 | +100.0% | 0.29% | – |
| EWI | New | iShares MSCI Italy Capped ETFexchange traded product | $608,000 | – | 25,116 | +100.0% | 0.25% | – |
| BZF | New | WisdomTree Brazilian Real Strategy Fundexchange traded product | $455,000 | – | 26,579 | +100.0% | 0.19% | – |
| XLU | Buy | Utilities Select Sector SPDR Fundexchange traded product | $301,000 | +7.9% | 6,194 | +8.8% | 0.12% | -3.8% |
| SGOL | New | ETFS PHYSICAL SWISS GOLD SHARESetf | $247,000 | – | 2,209 | +100.0% | 0.10% | – |
| DVMT | New | DELL TECHNOLOGIES INC-CLtracking stk | $217,000 | – | 3,948 | +100.0% | 0.09% | – |
| MEET | New | MEETME INC | $51,000 | – | 10,379 | +100.0% | 0.02% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2017-02-14
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.