$667 Million is the total value of Cambria Investment Management, L.P.'s 225 reported holdings in Q3 2019. The portfolio turnover from Q2 2019 to Q3 2019 was 12.2% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TLT | Sell | ISHARES TR20 yr tr bd etf | $12,470,000 | +3.4% | 87,151 | -4.0% | 1.87% | +0.8% |
| BND | Sell | VANGUARD BD INDEX FD INCtotal bnd mrkt | $10,464,000 | -41.6% | 123,940 | -42.5% | 1.57% | -43.0% |
| BNDX | Sell | VANGUARD CHARLOTTE FDSintl bd idx etf | $9,972,000 | -7.8% | 169,124 | -10.2% | 1.50% | -10.1% |
| VNQ | Sell | VANGUARD INDEX FDSreal estate etf | $9,357,000 | +2.5% | 100,342 | -4.0% | 1.40% | -0.1% |
| GLD | Sell | SPDR GOLD TRUST | $9,343,000 | -5.3% | 67,281 | -9.2% | 1.40% | -7.6% |
| IEF | Sell | ISHARES TRbarclays 7 10 yr | $8,367,000 | -4.0% | 74,390 | -6.1% | 1.25% | -6.3% |
| REZ | Sell | ISHARES TRresidnl real est | $8,081,000 | +2.4% | 101,689 | -6.1% | 1.21% | -0.2% |
| LQD | Sell | ISHARES TRiboxx inv cp etf | $7,800,000 | -3.7% | 61,193 | -6.1% | 1.17% | -6.1% |
| IEI | Sell | ISHARES TR3 7 yr treas bd | $7,599,000 | -1.7% | 59,930 | -2.5% | 1.14% | -4.1% |
| PCY | Sell | INVESCO EXCHNG TRADED FD TRemrng mkt svrg | $7,536,000 | -5.7% | 258,335 | -6.1% | 1.13% | -8.1% |
| SYLD | Sell | CAMBRIA ETF TR | $7,486,000 | +0.5% | 205,580 | -0.7% | 1.12% | -2.0% |
| AAPL | Sell | APPLE INC | $7,140,000 | +10.7% | 31,880 | -2.2% | 1.07% | +7.9% |
| IGF | Sell | ISHARES TRglb infrastr etf | $6,980,000 | -5.3% | 149,936 | -6.1% | 1.05% | -7.8% |
| DG | Sell | DOLLAR GEN CORP NEW | $6,913,000 | +14.4% | 43,496 | -2.7% | 1.04% | +11.5% |
| JXI | Sell | ISHARES TRglob utilits etf | $6,865,000 | +0.4% | 117,652 | -6.1% | 1.03% | -2.1% |
| AFL | Sell | AFLAC INC | $6,265,000 | -7.1% | 119,750 | -2.7% | 0.94% | -9.5% |
| JPM | Sell | JPMORGAN CHASE & CO | $5,863,000 | +4.5% | 49,817 | -0.8% | 0.88% | +1.9% |
| LMT | Sell | LOCKHEED MARTIN CORP | $5,475,000 | +5.8% | 14,036 | -1.4% | 0.82% | +3.1% |
| NEE | Sell | NEXTERA ENERGY INC | $5,468,000 | +11.8% | 23,470 | -1.7% | 0.82% | +9.0% |
| SPY | Sell | SPDR S&P 500 ETF TRtr unit | $5,431,000 | -4.0% | 18,299 | -5.3% | 0.81% | -6.4% |
| CME | Sell | CME GROUP INC | $5,397,000 | +6.2% | 25,537 | -2.5% | 0.81% | +3.6% |
| PG | Sell | PROCTER & GAMBLE CO | $5,342,000 | +11.3% | 42,949 | -1.9% | 0.80% | +8.5% |
| SO | Sell | SOUTHERN CO | $5,336,000 | +10.2% | 86,384 | -1.4% | 0.80% | +7.4% |
| WMT | Sell | WALMART INC | $5,254,000 | +6.1% | 44,267 | -1.2% | 0.79% | +3.5% |
| TXN | Sell | TEXAS INSTRS INC | $5,215,000 | -23.3% | 40,354 | -31.9% | 0.78% | -25.2% |
| SBUX | Sell | STARBUCKS CORP | $5,149,000 | +2.4% | 58,236 | -2.9% | 0.77% | -0.1% |
| KMB | Sell | KIMBERLY CLARK CORP | $5,119,000 | +5.2% | 36,032 | -1.3% | 0.77% | +2.5% |
| MSFT | Sell | MICROSOFT CORP | $5,073,000 | +2.7% | 36,488 | -1.1% | 0.76% | +0.1% |
| APD | Sell | AIR PRODS & CHEMS INC | $5,076,000 | -3.8% | 22,882 | -1.9% | 0.76% | -6.2% |
| MCD | Sell | MCDONALDS CORP | $4,972,000 | +1.9% | 23,160 | -1.4% | 0.74% | -0.7% |
| BR | Sell | BROADRIDGE FINL SOLUTIONS IN | $4,953,000 | -3.9% | 39,807 | -1.3% | 0.74% | -6.2% |
| PEP | Sell | PEPSICO INC | $4,951,000 | +4.1% | 36,112 | -0.4% | 0.74% | +1.5% |
| WM | Sell | WASTE MGMT INC DEL | $4,904,000 | -1.6% | 42,642 | -1.3% | 0.74% | -4.0% |
| ABT | Sell | ABBOTT LABS | $4,840,000 | -1.9% | 57,840 | -1.4% | 0.73% | -4.3% |
| MRK | Sell | MERCK & CO INC | $4,828,000 | -0.8% | 57,350 | -1.2% | 0.72% | -3.2% |
| ACN | Sell | ACCENTURE PLC IRELAND | $4,825,000 | +3.0% | 25,082 | -1.1% | 0.72% | +0.4% |
| AMGN | Sell | AMGEN INC | $4,696,000 | +4.0% | 24,265 | -0.9% | 0.70% | +1.4% |
| DEO | Sell | DIAGEO P L Cspon adr new | $4,526,000 | -5.3% | 27,680 | -0.2% | 0.68% | -7.6% |
| FDS | Sell | FACTSET RESH SYS INC | $4,216,000 | -15.5% | 17,350 | -0.4% | 0.63% | -17.6% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $4,102,000 | -11.3% | 18,875 | -0.4% | 0.62% | -13.5% |
| ANTM | Sell | ANTHEM INC | $4,005,000 | -15.8% | 16,684 | -1.0% | 0.60% | -17.9% |
| VTI | Sell | VANGUARD INDEX FDStotal stk mkt | $3,036,000 | -3.3% | 19,026 | -4.0% | 0.46% | -5.6% |
| MTUM | Sell | ISHARES TRusa momentum fct | $2,748,000 | -3.7% | 23,041 | -4.3% | 0.41% | -6.2% |
| VGLT | Sell | VANGUARD SCOTTSDALE FDSlong term treas | $2,645,000 | +2.9% | 30,144 | -4.3% | 0.40% | +0.5% |
| ITW | Sell | ILLINOIS TOOL WKS INC | $2,602,000 | +1.0% | 16,629 | -2.7% | 0.39% | -1.5% |
| HYEM | Sell | VANECK VECTORS ETF TRemerging mkts hi | $2,329,000 | -75.9% | 100,458 | -75.2% | 0.35% | -76.5% |
| HD | Sell | HOME DEPOT INC | $2,298,000 | +3.2% | 9,904 | -7.5% | 0.34% | +0.6% |
| MUB | Sell | ISHARES TRnational mun etf | $2,090,000 | -0.9% | 18,315 | -1.8% | 0.31% | -3.4% |
| SCHH | Sell | SCHWAB STRATEGIC TRus reit etf | $2,037,000 | +1.6% | 43,181 | -4.3% | 0.30% | -1.0% |
| MTH | Sell | MERITAGE HOMES CORP | $2,027,000 | +26.1% | 28,812 | -8.0% | 0.30% | +23.1% |
| VCIT | Sell | VANGUARD SCOTTSDALE FDSint-term corp | $1,860,000 | -2.8% | 20,390 | -4.3% | 0.28% | -5.1% |
| ALL | Sell | ALLSTATE CORP | $1,684,000 | -1.5% | 15,499 | -7.8% | 0.25% | -4.2% |
| AGO | Sell | ASSURED GUARANTY LTD | $1,564,000 | -3.1% | 35,186 | -8.3% | 0.23% | -5.6% |
| STI | Sell | SUNTRUST BKS INC | $1,554,000 | +0.8% | 22,587 | -7.9% | 0.23% | -1.7% |
| QRVO | Sell | QORVO INC | $1,538,000 | +2.6% | 20,751 | -7.8% | 0.23% | +0.4% |
| TECD | Sell | TECH DATA CORP | $1,539,000 | -8.7% | 14,765 | -8.4% | 0.23% | -10.8% |
| WU | Sell | WESTERN UN CO | $1,529,000 | +7.3% | 65,973 | -7.9% | 0.23% | +4.6% |
| TRV | Sell | TRAVELERS COMPANIES INC | $1,522,000 | -7.3% | 10,236 | -6.8% | 0.23% | -9.5% |
| GNTX | Sell | GENTEX CORP | $1,512,000 | +2.6% | 54,926 | -8.3% | 0.23% | 0.0% |
| ETN | Sell | EATON CORP PLC | $1,510,000 | -8.0% | 18,165 | -7.9% | 0.23% | -10.3% |
| CMI | Sell | CUMMINS INC | $1,495,000 | -13.0% | 9,188 | -8.4% | 0.22% | -15.2% |
| SHV | Sell | ISHARES TRshort treas bd | $1,438,000 | -23.3% | 12,938 | -23.3% | 0.22% | -25.0% |
| DFS | Sell | DISCOVER FINL SVCS | $1,412,000 | -3.7% | 17,412 | -7.9% | 0.21% | -6.2% |
| LUV | Sell | SOUTHWEST AIRLS CO | $1,398,000 | -2.0% | 25,880 | -7.9% | 0.21% | -4.1% |
| VOYA | Sell | VOYA FINL INC | $1,381,000 | -10.0% | 25,369 | -8.6% | 0.21% | -12.3% |
| VO | Sell | VANGUARD INDEX FDSmid cap etf | $1,375,000 | -4.0% | 8,206 | -4.2% | 0.21% | -6.4% |
| GCI | Sell | GANNETT CO INC | $1,359,000 | +22.7% | 126,555 | -6.8% | 0.20% | +20.0% |
| AVT | Sell | AVNET INC | $1,302,000 | -16.7% | 29,273 | -15.2% | 0.20% | -18.8% |
| SYF | Sell | SYNCHRONY FINL | $1,297,000 | -9.6% | 38,061 | -8.1% | 0.19% | -12.2% |
| SNA | Sell | SNAP ON INC | $1,271,000 | -11.9% | 8,122 | -6.8% | 0.19% | -14.0% |
| LPX | Sell | LOUISIANA PAC CORP | $1,259,000 | -13.8% | 51,229 | -8.0% | 0.19% | -16.0% |
| NYCB | Sell | NEW YORK CMNTY BANCORP INC | $1,227,000 | +15.6% | 97,730 | -8.1% | 0.18% | +12.9% |
| BBY | Sell | BEST BUY INC | $1,226,000 | -9.1% | 17,776 | -8.1% | 0.18% | -11.1% |
| AMP | Sell | AMERIPRISE FINL INC | $1,197,000 | -6.9% | 8,134 | -8.2% | 0.18% | -9.6% |
| DAL | Sell | DELTA AIR LINES INC DEL | $1,187,000 | -7.3% | 20,602 | -8.7% | 0.18% | -9.6% |
| TGT | Sell | TARGET CORP | $1,179,000 | +12.4% | 11,029 | -8.9% | 0.18% | +9.9% |
| IHY | Sell | VANECK VECTORS ETF TRintl high yield | $1,172,000 | -5.9% | 47,912 | -4.3% | 0.18% | -8.3% |
| BKE | Sell | BUCKLE INC | $1,172,000 | +9.2% | 56,914 | -8.2% | 0.18% | +6.7% |
| VCSH | Sell | VANGUARD SCOTTSDALE FDSshrt trm corp bd | $1,169,000 | -87.2% | 14,422 | -87.3% | 0.18% | -87.5% |
| GLW | Sell | CORNING INC | $1,116,000 | -21.2% | 39,113 | -8.3% | 0.17% | -23.4% |
| GPI | Sell | GROUP 1 AUTOMOTIVE INC | $1,111,000 | +3.5% | 12,032 | -8.2% | 0.17% | +1.2% |
| AGCO | Sell | AGCO CORP | $1,107,000 | -6.4% | 14,622 | -4.1% | 0.17% | -8.8% |
| RL | Sell | RALPH LAUREN CORPcl a | $1,100,000 | -22.9% | 11,526 | -8.3% | 0.16% | -24.7% |
| BA | Sell | BOEING CO | $1,101,000 | -2.7% | 2,894 | -6.8% | 0.16% | -5.2% |
| WDR | Sell | WADDELL & REED FINL INCcl a | $1,094,000 | -5.4% | 63,666 | -8.3% | 0.16% | -7.9% |
| CRUS | Sell | CIRRUS LOGIC INC | $1,058,000 | +12.4% | 19,749 | -8.3% | 0.16% | +9.7% |
| FHI | Sell | FEDERATED INVS INC PAcl b | $1,054,000 | -8.6% | 32,509 | -8.3% | 0.16% | -10.7% |
| CFG | Sell | CITIZENS FINL GROUP INC | $1,041,000 | -8.4% | 29,441 | -8.3% | 0.16% | -10.9% |
| SGOL | Sell | ABERDEEN STD GOLD ETF TR | $1,027,000 | +1.3% | 7,234 | -2.9% | 0.15% | -1.3% |
| SIX | Sell | SIX FLAGS ENTMT CORP NEW | $1,014,000 | -6.3% | 19,957 | -8.4% | 0.15% | -8.4% |
| VLO | Sell | VALERO ENERGY CORP NEW | $1,014,000 | -8.8% | 11,897 | -8.4% | 0.15% | -11.1% |
| HPE | Sell | HEWLETT PACKARD ENTERPRISE C | $1,006,000 | -7.1% | 66,329 | -8.5% | 0.15% | -9.0% |
| AMAT | Sell | APPLIED MATLS INC | $993,000 | +1.8% | 19,903 | -8.4% | 0.15% | -0.7% |
| WYND | Sell | WYNDHAM DESTINATIONS INC | $982,000 | +0.3% | 21,330 | -4.4% | 0.15% | -2.0% |
| SPR | Sell | SPIRIT AEROSYSTEMS HLDGS INC | $982,000 | -5.8% | 11,935 | -6.8% | 0.15% | -8.1% |
| DKS | Sell | DICKS SPORTING GOODS INC | $972,000 | +13.4% | 23,814 | -3.8% | 0.15% | +10.6% |
| BEN | Sell | FRANKLIN RES INC | $971,000 | -19.4% | 33,642 | -2.8% | 0.15% | -21.1% |
| TRMK | Sell | TRUSTMARK CORP | $971,000 | -6.1% | 28,465 | -8.4% | 0.15% | -8.2% |
| MTB | Sell | M & T BK CORP | $964,000 | -8.0% | 6,102 | -1.0% | 0.14% | -9.9% |
| ARCH | Sell | ARCH COAL INCcl a | $966,000 | -31.0% | 13,014 | -12.4% | 0.14% | -32.6% |
| PNC | Sell | PNC FINL SVCS GROUP INC | $961,000 | -0.3% | 6,858 | -2.3% | 0.14% | -2.7% |
| RGA | Sell | REINSURANCE GRP OF AMERICA I | $958,000 | -2.7% | 5,994 | -5.0% | 0.14% | -4.6% |
| DECK | Sell | DECKERS OUTDOOR CORP | $950,000 | -36.7% | 6,447 | -24.4% | 0.14% | -38.5% |
| BDC | Sell | BELDEN INC | $849,000 | -16.5% | 15,911 | -6.8% | 0.13% | -18.6% |
| AIG | Sell | AMERICAN INTL GROUP INC | $833,000 | -2.6% | 14,961 | -6.8% | 0.12% | -4.6% |
| PDCO | Sell | PATTERSON COMPANIES INC | $696,000 | -27.5% | 39,077 | -6.8% | 0.10% | -29.7% |
| VTEB | Sell | VANGUARD MUN BD FD INCtax exempt bd | $457,000 | -1.1% | 8,520 | -2.1% | 0.07% | -2.8% |
| EMLC | Sell | VANECK VECTORS ETF TRjp morgan mkts | $431,000 | -11.3% | 13,046 | -6.8% | 0.06% | -13.3% |
| FCN | Sell | FTI CONSULTING INC | $275,000 | +10.9% | 2,590 | -12.5% | 0.04% | +7.9% |
| OFG | Sell | OFG BANCORP | $245,000 | -19.4% | 11,202 | -12.5% | 0.04% | -21.3% |
| ORI | Sell | OLD REP INTL CORP | $243,000 | -8.0% | 10,304 | -12.5% | 0.04% | -12.2% |
| CZZ | Sell | COSAN LTD | $173,000 | -2.8% | 11,636 | -12.5% | 0.03% | -3.7% |
| HLX | Sell | HELIX ENERGY SOLUTIONS GRP I | $139,000 | -18.2% | 17,265 | -12.5% | 0.02% | -19.2% |
| FBP | Sell | FIRST BANCORP P R | $133,000 | -20.8% | 13,318 | -12.5% | 0.02% | -23.1% |
| F | Sell | FORD MTR CO DEL | $95,000 | -21.5% | 10,339 | -12.5% | 0.01% | -26.3% |
| MTG | Exit | MGIC INVT CORP WIS | $0 | – | -11,441 | -100.0% | -0.02% | – |
| DNOW | Exit | NOW INC | $0 | – | -10,388 | -100.0% | -0.02% | – |
| TGNA | Exit | TEGNA INC | $0 | – | -10,784 | -100.0% | -0.02% | – |
| BKS | Exit | BARNES & NOBLE INC | $0 | – | -27,410 | -100.0% | -0.03% | – |
| KBR | Exit | KBR INC | $0 | – | -8,065 | -100.0% | -0.03% | – |
| AAN | Exit | AARONS INC | $0 | – | -3,312 | -100.0% | -0.03% | – |
| KMPR | Exit | KEMPER CORP DEL | $0 | – | -2,337 | -100.0% | -0.03% | – |
| CNNE | Exit | CANNAE HLDGS INC | $0 | – | -7,516 | -100.0% | -0.03% | – |
| EHTH | Exit | EHEALTH INC | $0 | – | -3,017 | -100.0% | -0.04% | – |
| PGR | Exit | PROGRESSIVE CORP OHIO | $0 | – | -6,112 | -100.0% | -0.08% | – |
| VEA | Exit | VANGUARD TAX MANAGED INTL FDftse dev mkt etf | $0 | – | -33,740 | -100.0% | -0.22% | – |
| XRX | Exit | XEROX CORP | $0 | – | -46,951 | -100.0% | -0.26% | – |
| HRS | Exit | HARRIS CORP DEL | $0 | – | -11,285 | -100.0% | -0.33% | – |
| JNK | Exit | SPDR SERIES TRUSTbloomberg brclys | $0 | – | -65,444 | -100.0% | -1.10% | – |
| MBB | Exit | ISHARES TRmbs etf | $0 | – | -73,534 | -100.0% | -1.22% | – |
| SPIP | Exit | SPDR SERIES TRUSTblombrg brc tips | $0 | – | -140,689 | -100.0% | -1.22% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2019-11-13
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.