$682 Million is the total value of Cambria Investment Management, L.P.'s 276 reported holdings in Q3 2018. The portfolio turnover from Q2 2018 to Q3 2018 was 10.8% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IWM | Sell | ISHARES TRrussell 2000 etf | $13,029,000 | -1.6% | 77,301 | -2.7% | 1.91% | -2.7% |
| SYLD | Sell | CAMBRIA ETF TR | $12,578,000 | +2.5% | 318,419 | -1.4% | 1.84% | +1.4% |
| GLD | Sell | SPDR GOLD TRUST | $8,844,000 | -6.3% | 78,432 | -2.3% | 1.30% | -7.3% |
| IXN | Sell | ISHARES TRglobal tech etf | $8,520,000 | +5.2% | 48,650 | -1.2% | 1.25% | +4.1% |
| IYR | Sell | ISHARES TRu.s. real es etf | $8,407,000 | -3.6% | 105,058 | -2.5% | 1.23% | -4.6% |
| DBE | Sell | INVESCO DB MLTI SECTR CMMTYenergy fd | $8,015,000 | +4.9% | 442,104 | -1.2% | 1.18% | +3.8% |
| EYLD | Sell | CAMBRIA ETF TRemrg sharehldr | $8,005,000 | -39.7% | 248,837 | -38.5% | 1.17% | -40.4% |
| GVAL | Sell | CAMBRIA ETF TRglobal value etf | $8,007,000 | -42.1% | 339,001 | -41.6% | 1.17% | -42.8% |
| AAPL | Sell | APPLE INC | $7,474,000 | +9.8% | 33,110 | -8.9% | 1.10% | +8.5% |
| EFA | Sell | ISHARES TRmsci eafe etf | $7,302,000 | -2.1% | 107,391 | -2.4% | 1.07% | -3.2% |
| IWC | Sell | ISHARES TRmicro-cap etf | $6,428,000 | -0.5% | 60,467 | -1.2% | 0.94% | -1.6% |
| SPY | Sell | SPDR S&P 500 ETF TRtr unit | $6,140,000 | +1.3% | 21,119 | -2.7% | 0.90% | +0.2% |
| WMT | Sell | WALMART INC | $6,046,000 | +2.8% | 64,387 | -5.2% | 0.89% | +1.7% |
| AFL | Sell | AFLAC INC | $5,962,000 | +7.0% | 126,648 | -2.5% | 0.87% | +5.9% |
| IXC | Sell | ISHARES TRglobal energ etf | $5,726,000 | -0.3% | 151,807 | -1.2% | 0.84% | -1.4% |
| JPM | Sell | JPMORGAN CHASE & CO | $5,574,000 | -0.2% | 49,395 | -5.1% | 0.82% | -1.2% |
| VB | Sell | VANGUARD INDEX FDSsmall cp etf | $5,557,000 | +3.2% | 34,180 | -1.2% | 0.81% | +2.0% |
| GUNR | Sell | FLEXSHARES TRmornstar upstr | $5,427,000 | -1.3% | 160,362 | -1.2% | 0.80% | -2.5% |
| ANTM | Sell | ANTHEM INC | $5,025,000 | +11.5% | 18,337 | -0.6% | 0.74% | +10.2% |
| LLY | Sell | LILLY ELI & CO | $4,894,000 | +12.2% | 45,607 | -8.3% | 0.72% | +11.0% |
| ABT | Sell | ABBOTT LABS | $4,849,000 | +8.3% | 66,093 | -9.3% | 0.71% | +7.2% |
| NSC | Sell | NORFOLK SOUTHERN CORP | $4,760,000 | +5.4% | 26,366 | -10.3% | 0.70% | +4.3% |
| FYLD | Sell | CAMBRIA ETF TRcambria fgn shr | $4,752,000 | -57.0% | 188,730 | -57.0% | 0.70% | -57.5% |
| TLT | Sell | ISHARES TR20 yr tr bd etf | $4,737,000 | -6.3% | 40,394 | -2.4% | 0.69% | -7.3% |
| MRK | Sell | MERCK & CO INC | $4,723,000 | +11.8% | 66,580 | -2.4% | 0.69% | +10.5% |
| LMT | Sell | LOCKHEED MARTIN CORP | $4,691,000 | +10.1% | 13,558 | -1.2% | 0.69% | +8.9% |
| HRS | Sell | HARRIS CORP DEL | $4,664,000 | +5.4% | 27,560 | -8.1% | 0.68% | +4.3% |
| AMGN | Sell | AMGEN INC | $4,651,000 | +5.0% | 22,437 | -3.1% | 0.68% | +4.0% |
| JNJ | Sell | JOHNSON & JOHNSON | $4,644,000 | +10.0% | 33,612 | -1.7% | 0.68% | +9.0% |
| ORCL | Sell | ORACLE CORP | $4,644,000 | +9.6% | 90,074 | -0.2% | 0.68% | +8.4% |
| MSFT | Sell | MICROSOFT CORP | $4,633,000 | -5.2% | 40,507 | -15.3% | 0.68% | -6.2% |
| UTX | Sell | UNITED TECHNOLOGIES CORP | $4,614,000 | +4.9% | 33,002 | -4.4% | 0.68% | +3.7% |
| DG | Sell | DOLLAR GEN CORP NEW | $4,576,000 | +9.6% | 41,861 | -0.8% | 0.67% | +8.4% |
| BR | Sell | BROADRIDGE FINL SOLUTIONS IN | $4,551,000 | -7.8% | 34,486 | -18.5% | 0.67% | -8.8% |
| CSCO | Sell | CISCO SYS INC | $4,554,000 | -0.6% | 93,612 | -12.7% | 0.67% | -1.8% |
| KMB | Sell | KIMBERLY CLARK CORP | $4,537,000 | +7.4% | 39,928 | -0.4% | 0.66% | +6.2% |
| SYY | Sell | SYSCO CORP | $4,467,000 | -7.0% | 60,987 | -11.6% | 0.66% | -7.9% |
| WM | Sell | WASTE MGMT INC DEL | $4,459,000 | +3.0% | 49,348 | -5.5% | 0.65% | +1.9% |
| PAYX | Sell | PAYCHEX INC | $4,424,000 | -1.1% | 60,065 | -6.9% | 0.65% | -2.3% |
| EMR | Sell | EMERSON ELEC CO | $4,414,000 | +2.9% | 57,638 | -6.9% | 0.65% | +1.9% |
| PEP | Sell | PEPSICO INC | $4,410,000 | -0.2% | 39,442 | -0.5% | 0.65% | -1.4% |
| GPC | Sell | GENUINE PARTS CO | $4,395,000 | +5.0% | 44,215 | -2.0% | 0.64% | +3.9% |
| ACN | Sell | ACCENTURE PLC IRELAND | $4,396,000 | -5.4% | 25,831 | -7.8% | 0.64% | -6.5% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $4,374,000 | -7.1% | 16,438 | -12.0% | 0.64% | -8.0% |
| FDS | Sell | FACTSET RESH SYS INC | $4,355,000 | +1.8% | 19,466 | -8.8% | 0.64% | +0.6% |
| MMM | Sell | 3M CO | $4,351,000 | +5.2% | 20,649 | -0.3% | 0.64% | +4.2% |
| MCD | Sell | MCDONALDS CORP | $4,343,000 | +4.2% | 25,962 | -1.6% | 0.64% | +3.1% |
| NEE | Sell | NEXTERA ENERGY INC | $4,332,000 | -6.2% | 25,844 | -5.7% | 0.64% | -7.2% |
| APD | Sell | AIR PRODS & CHEMS INC | $4,334,000 | +3.7% | 25,947 | -3.4% | 0.64% | +2.6% |
| OXY | Sell | OCCIDENTAL PETE CORP DEL | $4,273,000 | -8.2% | 52,007 | -7.2% | 0.63% | -9.1% |
| CME | Sell | CME GROUP INC | $4,253,000 | -7.4% | 24,987 | -9.5% | 0.62% | -8.5% |
| DEO | Sell | DIAGEO P L Cspon adr new | $4,224,000 | -4.9% | 29,812 | -2.2% | 0.62% | -5.9% |
| EV | Sell | EATON VANCE CORP | $4,174,000 | -2.5% | 79,405 | -2.0% | 0.61% | -3.5% |
| WFC | Sell | WELLS FARGO CO NEW | $3,967,000 | -9.4% | 75,482 | -2.7% | 0.58% | -10.3% |
| BNDX | Sell | VANGUARD CHARLOTTE FDSintl bd idx etf | $3,641,000 | -1.8% | 66,760 | -1.5% | 0.53% | -2.7% |
| MTUM | Sell | ISHARES TRusa momentum fct | $3,133,000 | +6.3% | 26,326 | -2.0% | 0.46% | +5.3% |
| VNQI | Sell | VANGUARD INTL EQUITY INDEX Fglb ex us etf | $2,790,000 | -65.8% | 49,657 | -64.7% | 0.41% | -66.2% |
| ITW | Sell | ILLINOIS TOOL WKS INC | $2,615,000 | -1.5% | 18,531 | -1.0% | 0.38% | -2.5% |
| HYEM | Sell | VANECK VECTORS ETF TRemerging mkts hi | $2,545,000 | -2.2% | 111,199 | -2.0% | 0.37% | -3.1% |
| MUB | Sell | ISHARES TRnational mun etf | $2,485,000 | -11.6% | 23,024 | -10.5% | 0.36% | -12.5% |
| VGLT | Sell | VANGUARD SCOTTSDALE FDSlong term treas | $2,456,000 | -5.4% | 34,028 | -2.0% | 0.36% | -6.5% |
| INTC | Sell | INTEL CORP | $2,425,000 | -48.4% | 51,275 | -44.4% | 0.36% | -49.0% |
| SCHH | Sell | SCHWAB STRATEGIC TRus reit etf | $2,058,000 | -2.1% | 49,318 | -2.0% | 0.30% | -2.9% |
| VCIT | Sell | VANGUARD SCOTTSDALE FDSint-term corp | $1,954,000 | -2.0% | 23,391 | -2.0% | 0.29% | -3.1% |
| VEA | Sell | VANGUARD TAX MANAGED INTL FDftse dev mkt etf | $1,645,000 | -79.2% | 37,999 | -79.4% | 0.24% | -79.4% |
| SHV | Sell | ISHARES TRshort treas bd | $1,569,000 | -1.6% | 14,207 | -1.7% | 0.23% | -2.5% |
| VCSH | Sell | VANGUARD SCOTTSDALE FDSshrt trm corp bd | $1,343,000 | -1.8% | 17,179 | -2.0% | 0.20% | -3.0% |
| IHY | Sell | VANECK VECTORS ETF TRintl high yield | $1,298,000 | -2.0% | 53,290 | -2.0% | 0.19% | -3.1% |
| SGOL | Sell | ETFS GOLD TR | $829,000 | -23.3% | 7,204 | -19.8% | 0.12% | -24.4% |
| QSY | Sell | WISDOMTREE TRus qlt shrhd yld | $511,000 | -5.7% | 5,849 | -9.2% | 0.08% | -6.2% |
| EMLC | Sell | VANECK VECTORS ETF TRjp morgan mkts | $442,000 | -16.9% | 26,843 | -13.2% | 0.06% | -17.7% |
| SUSA | Sell | ISHARES TRmsci usa esg slc | $396,000 | -57.7% | 3,321 | -59.1% | 0.06% | -58.3% |
| VWO | Sell | VANGUARD INTL EQUITY INDEX Fftse emr mkt etf | $252,000 | -97.1% | 6,135 | -97.0% | 0.04% | -97.1% |
| VTV | Sell | VANGUARD INDEX FDSvalue etf | $214,000 | -28.7% | 1,931 | -31.5% | 0.03% | -29.5% |
| VR | Exit | VALIDUS HOLDINGS LTD | $0 | – | -3,744 | -100.0% | -0.04% | – |
| XL | Exit | XL GROUP LTD | $0 | – | -4,578 | -100.0% | -0.04% | – |
| ILG | Exit | ILG INC | $0 | – | -12,297 | -100.0% | -0.06% | – |
| DPS | Exit | DR PEPPER SNAPPLE GROUP INC | $0 | – | -17,457 | -100.0% | -0.32% | – |
| USCI | Exit | UNITED STS COMMODITY INDEX F | $0 | – | -103,167 | -100.0% | -0.67% | – |
| VSS | Exit | VANGUARD INTL EQUITY INDEX Fftse smcap etf | $0 | – | -52,933 | -100.0% | -0.90% | – |
| DGS | Exit | WISDOMTREE TRemg mkts smcap | $0 | – | -135,837 | -100.0% | -0.96% | – |
| IXG | Exit | ISHARES TRglobal finls etf | $0 | – | -101,924 | -100.0% | -0.97% | – |
| MXI | Exit | ISHARES TRglobal mater etf | $0 | – | -111,194 | -100.0% | -1.11% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR/A filed 2018-11-14
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.