13F-HR filed by Cambria Investment Management, L.P.
Cambria Investment Management, L.P. filed this 13F-HR for the quarter ended 2016-09-30, filed 2016-11-14, with 166 holding rows worth $214,224,000.
- Accession
- 0001398344-16-020670
- Filer
- CIK 1529389
- Filed
- 2016-11-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2016
A holdings report, 166 entries on the cover page, a total value of $214,224,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $214,226,000 with VALUE read as thousands by filing date, 13F file number 028-17008. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| Vanguard Real Estate | 922908553 | SHS | 65,577 | $5,688,000 | thousands by filing date | |
| VANGUARD INTL EQUITY INDEX F | 922042676 | COM | 73,229 | $4,310,000 | thousands by filing date | |
| CAMBRIA EMERGING SHAREHOLDER YIELD ETF | 132061706 | ETF | 157,406 | $4,179,000 | thousands by filing date | |
| ISHARES TR | 464287432 | 20 YR TR BD ETF | 23,121 | $3,180,000 | thousands by filing date | |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 25,200 | $3,104,000 | thousands by filing date | |
| POWERSHS DB MULTI SECT COMM DB | 73936B200 | ETF - EQUITY | 65,276 | $2,651,000 | thousands by filing date | |
| CAMBRIA ETF TR | 132061805 | GBL TAIL RISK ET | 91,795 | $2,589,000 | thousands by filing date | |
| Vanguard Total Bond Market ETF | 921937835 | SHS | 30,400 | $2,558,000 | thousands by filing date | |
| VANECK EMERGING MARKETS HIGH Y | 92189F353 | EMERGING MRKT HI | 99,169 | $2,447,000 | thousands by filing date | |
| OREILLY AUTOMOTIVE INC COM | 67103H107 | Stock | 8,348 | $2,338,000 | thousands by filing date | |
| CAMBRIA ETF TR | 132061409 | GLOBAL VALUE ETF | 119,448 | $2,332,000 | thousands by filing date | |
| SPDR INDEX SHS FDS | 78463X863 | ST DOW INTL ETF | 53,974 | $2,251,000 | thousands by filing date | |
| NORTHROP GRUMMAN CORP COM | 666807102 | Stock | 10,459 | $2,238,000 | thousands by filing date | |
| NU SKIN ENTERPRISES INC | 67018T105 | CL A | 30,889 | $2,001,000 | thousands by filing date | |
| CAMBRIA ETF TR | 132061201 | SHSHLD YIELD ETF | 66,486 | $1,998,000 | thousands by filing date | |
| AMERICAN EAGLE OUTFITTERS INC COM | 02553E106 | Stock | 109,546 | $1,956,000 | thousands by filing date | |
| Texas Instruments Incorporated | 882508104 | COM | 27,634 | $1,939,000 | thousands by filing date | |
| Home Depot, Inc | 437076102 | COM | 14,894 | $1,917,000 | thousands by filing date | |
| VANGUARD WORLD FD | 921910709 | EXTENDED DUR | 14,031 | $1,915,000 | thousands by filing date | |
| FIRSTCASH HOLDINGS INC. | 33767D105 | Common Stock | 40,562 | $1,910,000 | thousands by filing date | |
| ISHARES TR | 464287440 | 7-10 YR TRSY BD | 17,058 | $1,908,000 | thousands by filing date | |
| DR PEPPER SNAPPLE GROUP INC | 26138E109 | COM | 20,746 | $1,894,000 | thousands by filing date | |
| Invesco Optm Yd Dvrs Cdty Stra No K1 ETF | 73937V106 | ETF | 106,390 | $1,855,000 | thousands by filing date | |
| Vanguard Mid-Cap ETF | 922908629 | SHS | 14,261 | $1,846,000 | thousands by filing date | |
| VTI | 922908769 | COM | 16,578 | $1,846,000 | thousands by filing date | |
| L-3 COMMUNICATIONS HLDGS INC | 502424104 | COM | 12,218 | $1,842,000 | thousands by filing date | |
| Lowes Companies,Inc. | 548661107 | COM | 25,420 | $1,836,000 | thousands by filing date | |
| Eaton Corp. Plc | G29183103 | COM | 27,399 | $1,800,000 | thousands by filing date | |
| Vanguard Total International Bond Index Fund ETF | 92203J407 | SHS | 32,058 | $1,797,000 | thousands by filing date | |
| TRAVELERS COMPANIES INC COM | 89417E109 | Stock | 15,462 | $1,771,000 | thousands by filing date | |
| ASSURANT INC COM | 04621X108 | Stock | 19,125 | $1,764,000 | thousands by filing date | |
| NABORS INDUSTRIES LTD | G6359F103 | SHS | 141,010 | $1,715,000 | thousands by filing date | |
| PACKAGING CORP AMER COM | 695156109 | Stock | 21,036 | $1,709,000 | thousands by filing date | |
| EVEREST GROUP LTD COM | G3223R108 | Stock | 8,668 | $1,647,000 | thousands by filing date | |
| PARKER-HANNIFIN CORP COM | 701094104 | Stock | 13,098 | $1,644,000 | thousands by filing date | |
| ALLSTATE CORP COM | 020002101 | Stock | 23,716 | $1,641,000 | thousands by filing date | |
| UNITED AIRLS HLDGS INC COM | 910047109 | Stock | 31,222 | $1,638,000 | thousands by filing date | |
| Apple Inc | 037833100 | COM | 14,421 | $1,630,000 | thousands by filing date | |
| SIX FLAGS ENTERTAINMENT CORP | 83001A102 | COM | 30,265 | $1,623,000 | thousands by filing date | |
| CUMMINS INC COM | 231021106 | Stock | 12,583 | $1,613,000 | thousands by filing date | |
| iShares Core US Aggregate Bond ETF | 464287226 | SHS | 14,277 | $1,605,000 | thousands by filing date | |
| SANDERSON FARMS | 800013104 | COM | 16,544 | $1,594,000 | thousands by filing date | |
| AXIS CAP HLDGS LTD SHS | G0692U109 | Stock | 29,142 | $1,583,000 | thousands by filing date | |
| CVS Health Corporation | 126650100 | COM | 17,548 | $1,562,000 | thousands by filing date | |
| SANMINA CORP COM | 801056102 | Stock | 53,848 | $1,533,000 | thousands by filing date | |
| SOUTHWESTAIRLSCO | 844741108 | STOK | 39,058 | $1,519,000 | thousands by filing date | |
| iShares TIPS Bond ETF | 464287176 | SHS | 13,019 | $1,517,000 | thousands by filing date | |
| SUNTRUST BANKS INC | 867914103 | COM | 34,068 | $1,492,000 | thousands by filing date | |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 44,147 | $1,489,000 | thousands by filing date | |
| ISHARES TR | 464288562 | RESIDENTIAL MULT | 22,357 | $1,465,000 | thousands by filing date | |
| CHILDRENS PL INC NEW | 168905107 | COM | 18,213 | $1,455,000 | thousands by filing date | |
| GREEN DOT CORP CLASS A | 39304D102 | CL A | 63,034 | $1,454,000 | thousands by filing date | |
| AFLAC INC COM | 001055102 | Stock | 20,181 | $1,450,000 | thousands by filing date | |
| AGCO CORP | 001084102 | COM | 29,146 | $1,437,000 | thousands by filing date | |
| AMERICAN CAPITAL LTD | 02503Y103 | COM | 84,629 | $1,431,000 | thousands by filing date | |
| BIG LOTS INC | 089302103 | COM | 29,835 | $1,425,000 | thousands by filing date | |
| CORNING INC | 219350105 | COM | 59,266 | $1,402,000 | thousands by filing date | |
| VANGUARD WHITEHALL FDS | 921946885 | COM | 17,120 | $1,397,000 | thousands by filing date | |
| ISHARES TR | 464288737 | GLB CNSM STP ETF | 13,976 | $1,388,000 | thousands by filing date | |
| CAMBRIA ETF TR | 132061300 | CAMBRIA FGN SHR | 65,975 | $1,379,000 | thousands by filing date | |
| Dow Chemical Company | 260543103 | COM | 26,381 | $1,367,000 | thousands by filing date | |
| ASSURED GUARANTY LTD COM | G0585R106 | Stock | 49,124 | $1,363,000 | thousands by filing date | |
| Walmart Inc. | 931142103 | COM | 18,802 | $1,356,000 | thousands by filing date | |
| WHIRLPOOL CORP COM | 963320106 | Stock | 8,306 | $1,347,000 | thousands by filing date | |
| COOPER TIRE & RUBR CO | 216831107 | COM | 35,428 | $1,347,000 | thousands by filing date | |
| VANECK RUSSIA ETF | 92189F403 | ETF | 71,138 | $1,335,000 | thousands by filing date | |
| ISHARES TR | 464288695 | GLOBAL MATER ETF | 24,863 | $1,330,000 | thousands by filing date | |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 22,305 | $1,324,000 | thousands by filing date | |
| POWERSHS DB MULTI SECT COMM DB | 73936B705 | COM | 93,396 | $1,312,000 | thousands by filing date | |
| POWERSHARES | 73935S105 | EXCHANGE TRADED | 87,225 | $1,309,000 | thousands by filing date | |
| iShares MSCI USA Momentum Factor ETF | 46432F396 | SHS | 16,813 | $1,301,000 | thousands by filing date | |
| AVNET INC COM | 053807103 | Stock | 31,583 | $1,297,000 | thousands by filing date | |
| UNUM GROUP COM | 91529Y106 | Stock | 36,654 | $1,294,000 | thousands by filing date | |
| FLEXSHARES TR | 33939L407 | MORNSTAR UPSTR | 47,018 | $1,294,000 | thousands by filing date | |
| ISHARES TR | 464288372 | COM | 30,601 | $1,272,000 | thousands by filing date | |
| Vanguard Small-Cap Value ETF | 922908611 | SHS | 11,448 | $1,267,000 | thousands by filing date | |
| ISHARES TR | 464288539 | MRTG PLS CAP IDX | 117,605 | $1,236,000 | thousands by filing date | |
| POWERSHS DB MULTI SECT COMM | 73936B101 | DB ENERGY FUND | 99,497 | $1,231,000 | thousands by filing date | |
| AMERIPRISE FINL INC COM | 03076C106 | Stock | 12,307 | $1,228,000 | thousands by filing date | |
| CHEMTURA CORP | 163893209 | COM NEW | 37,280 | $1,223,000 | thousands by filing date | |
| iShares Global Tech ETF | 464287291 | SHS | 11,015 | $1,219,000 | thousands by filing date | |
| EXPRESS SCRIPTS HLDG CO | 30219G108 | COM | 17,176 | $1,211,000 | thousands by filing date | |
| 3M CO COM | 88579Y101 | Stock | 6,864 | $1,210,000 | thousands by filing date | |
| MURPHY OIL CORP COM | 626717102 | Stock | 39,598 | $1,204,000 | thousands by filing date | |
| FIFTH THIRD BANCORP COM | 316773100 | Stock | 58,548 | $1,198,000 | thousands by filing date | |
| UNITED STATES COMMODITY INDE | 911717106 | Common Stock | 28,806 | $1,194,000 | thousands by filing date | |
| MRC GLOBAL INC | 55345K103 | COM | 72,156 | $1,186,000 | thousands by filing date | |
| WORTHINGTON ENTERPRISES INC | 981811102 | COM | 24,568 | $1,180,000 | thousands by filing date | |
| CBS CORP NEW | 124857202 | CL B | 21,484 | $1,176,000 | thousands by filing date | |
| XEROX CORP | 984121103 | COM | 115,626 | $1,171,000 | thousands by filing date | |
| HARTFORD INSURANCE GROUP INC COM | 416515104 | Stock | 26,855 | $1,150,000 | thousands by filing date | |
| RELIANCE INC | 759509102 | COM | 15,817 | $1,139,000 | thousands by filing date | |
| QUANTA SVCS INC | 74762E102 | COM | 40,656 | $1,138,000 | thousands by filing date | |
| DOVER CORP COM | 260003108 | Stock | 15,434 | $1,137,000 | thousands by filing date | |
| MANPOWERGROUP INC WIS COM | 56418H100 | Stock | 15,664 | $1,132,000 | thousands by filing date | |
| SYMANTEC CORP | 871503108 | COM | 45,011 | $1,130,000 | thousands by filing date | |
| HUNTSMAN CORP | 447011107 | COM | 69,121 | $1,125,000 | thousands by filing date | |
| VWO | 922042858 | SHS | 29,863 | $1,124,000 | thousands by filing date | |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 28,317 | $1,115,000 | thousands by filing date | |
| Vanguard FTSE Developed Markets ETF | 921943858 | SHS | 29,072 | $1,088,000 | thousands by filing date | |
| PROSPECT CAPITAL CORPORATION | 74348T102 | COM | 134,236 | $1,087,000 | thousands by filing date | |
| Lincoln National Corporat | 524901105 | COM | 32,153 | $1,076,000 | thousands by filing date | |
| ALLIED WRLD ASSUR COM HLDG A | H01531104 | SHS | 26,445 | $1,069,000 | thousands by filing date | |
| TRINSEO S A | L9340P101 | SHS | 18,866 | $1,067,000 | thousands by filing date | |
| NAVIENT CORPORATION COM | 63938C108 | Stock | 73,272 | $1,060,000 | thousands by filing date | |
| GREENBRIER COS INC | 393657101 | COM | 29,931 | $1,057,000 | thousands by filing date | |
| CNO FINL GROUP INC | 12621E103 | COM | 69,244 | $1,057,000 | thousands by filing date | |
| INSPERITY INC | 45778Q107 | COM | 14,401 | $1,046,000 | thousands by filing date | |
| Chubb Limited | H1467J104 | COM | 8,287 | $1,041,000 | thousands by filing date | |
| NCR VOYIX CORPORATION | 62886E108 | COM | 32,334 | $1,041,000 | thousands by filing date | |
| BEST BUY INC COM | 086516101 | Stock | 26,897 | $1,027,000 | thousands by filing date | |
| MURPHY USA INC COM | 626755102 | Stock | 14,248 | $1,017,000 | thousands by filing date | |
| FINISH LINE/THE CL A | 317923100 | COM | 43,304 | $999,000 | thousands by filing date | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 14,103 | $996,000 | thousands by filing date | |
| GROUPON INC | 399473107 | COMMON STOCK | 192,964 | $994,000 | thousands by filing date | |
| SPDR PORTFOLIO TIPS ETF | 78464A656 | PORTFLI TIPS ETF | 17,083 | $993,000 | thousands by filing date | |
| KOHLS CORP | 500255104 | COM | 22,594 | $988,000 | thousands by filing date | |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 18,051 | $957,000 | thousands by filing date | |
| LINCOLN NATL CORP IND COM | 534187109 | Stock | 20,128 | $946,000 | thousands by filing date | |
| SPDR CITI INTL GOVT INFLATION- | 78464A490 | FTSE INT GVT ETF | 15,807 | $900,000 | thousands by filing date | |
| GENERAL DYNAMICS CORP COM | 369550108 | Stock | 5,693 | $883,000 | thousands by filing date | |
| PILGRIMS PRIDE CORP COM | 72147K108 | Stock | 41,413 | $875,000 | thousands by filing date | |
| TARGET CORP COM | 87612E106 | Stock | 12,721 | $874,000 | thousands by filing date | |
| GUESS INC COM | 401617105 | Stock | 59,744 | $873,000 | thousands by filing date | |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 10,612 | $856,000 | thousands by filing date | |
| HEWLETT PACKARD ENTERPRISE CO COM | 42824C109 | Stock | 37,486 | $853,000 | thousands by filing date | |
| VOYA FINANCIAL INC COM | 929089100 | Stock | 28,136 | $811,000 | thousands by filing date | |
| WHOLE FOODS MKT INC | 966837106 | COM | 26,568 | $753,000 | thousands by filing date | |
| AQR MANAGD FUTURE STR | 00203H859 | MUTUAL | 72,521 | $735,000 | thousands by filing date | |
| ISHARES MICRO-CAP ETF | 464288869 | ETF | 8,821 | $688,000 | thousands by filing date | |
| VANECK INDONESIA INDEX ETF | 92189F833 | ETF | 28,326 | $667,000 | thousands by filing date | |
| Vanguard Small-Cap ETF | 922908751 | SHS | 5,392 | $659,000 | thousands by filing date | |
| ISHARES INC | 464286202 | MSCI AUSTRIA ETF | 40,189 | $656,000 | thousands by filing date | |
| PowerShares QQQ Trust Unit Ser | 73935A104 | COM | 5,511 | $654,000 | thousands by filing date | |
| ISHARES INC | 464286624 | MSCI THAILND ETF | 8,779 | $645,000 | thousands by filing date | |
| ISHARES INC | 464286301 | CMN | 34,060 | $642,000 | thousands by filing date | |
| ISHARES MSCI EAFE SMALL-CAP ETF | 464288273 | ETF | 12,058 | $632,000 | thousands by filing date | |
| ISHARES INC | 464286103 | MSCI AUST ETF | 30,122 | $630,000 | thousands by filing date | |
| ISHARES INC MSCI SPAIN ETF | 464286764 | MSCI SPAIN ETF | 23,131 | $620,000 | thousands by filing date | |
| Vanguard FTSE All-World ex-US ETF | 922042775 | SHS | 13,469 | $612,000 | thousands by filing date | |
| SPDR SERIES TRUST | 78464A516 | ST INTL BBG ETF | 20,894 | $603,000 | thousands by filing date | |
| SPDR SERIES TRUST | 78464A151 | SST SPDR BLOOMBE | 17,737 | $593,000 | thousands by filing date | |
| LPL FINL HLDGS INC COM | 50212V100 | Stock | 19,673 | $588,000 | thousands by filing date | |
| Vanguard FTSE All-World ex-US Small-Cap ETF | 922042718 | SHS | 5,865 | $584,000 | thousands by filing date | |
| HP INC COM | 40434L105 | Stock | 37,486 | $582,000 | thousands by filing date | |
| VANGUARD SCOTTSDALE FDS | 92206C409 | COM | 7,176 | $578,000 | thousands by filing date | |
| Vanguard Short-Term Bond ETF | 921937827 | SHS | 7,153 | $578,000 | thousands by filing date | |
| HOLLYFRONTIER CORP | 436106108 | COM | 22,774 | $558,000 | thousands by filing date | |
| VANECK INTERNATIONAL HIGH YIEL | 92189F445 | INTERNATIONAL HI | 22,287 | $551,000 | thousands by filing date | |
| SPDR SERIES TRUST BLOOMBERG BR | 78464A417 | BLOOMBERG BRCLYS | 14,720 | $541,000 | thousands by filing date | |
| CAMBRIA ETF TR | 132061888 | VALUE MOMENTUM | 22,196 | $517,000 | thousands by filing date | |
| VISTEON CORP | 92839U206 | COM NEW | 6,981 | $500,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 9,024 | $480,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 7,981 | $466,000 | thousands by filing date | |
| WISDOMTREE TR | 97717W281 | EMG MKTS SMCAP | 10,555 | $441,000 | thousands by filing date | |
| CVR ENERGY, INC. | 12662P108 | COM | 31,824 | $438,000 | thousands by filing date | |
| ISHARES | 464286830 | EXCHANGE TRADED | 47,199 | $383,000 | thousands by filing date | |
| TIME WARNER INC | 887317303 | COM NEW | 4,709 | $375,000 | thousands by filing date | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 18,869 | $364,000 | thousands by filing date | |
| NETAPP INC COM | 64110D104 | Stock | 10,049 | $360,000 | thousands by filing date | |
| ARCHER DANIELS MIDLAND CO COM | 039483102 | Stock | 7,935 | $335,000 | thousands by filing date | |
| CENTURYLINK INC | 156700106 | COM | 12,057 | $331,000 | thousands by filing date | |
| SPDR INDEX SHS FDS | 78463X756 | S&P EMKTSC ETF | 7,610 | $328,000 | thousands by filing date | |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 5,695 | $279,000 | thousands by filing date | |
| MACYS INC COM | 55616P104 | Stock | 7,058 | $261,000 | thousands by filing date | |
| WESTERN DIGITAL CORP | 958102105 | COM | 3,754 | $219,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001398344-16-020670 | this filing | 2016-11-14 | acceptance time not in the bulk data set |