13F-HR filed by Cambria Investment Management, L.P.
Cambria Investment Management, L.P. filed this 13F-HR for the quarter ended 2017-06-30, filed 2017-08-14, with 196 holding rows worth $465,015,000.
- Accession
- 0001398344-17-010330
- Filer
- CIK 1529389
- Filed
- 2017-08-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2017
A holdings report, 196 entries on the cover page, a total value of $465,015,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $465,017,000 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 |
|---|---|---|---|---|---|---|
| CAMBRIA ETF TR | 132061508 | GLB MOMENT ETF | 728,498 | $18,235,000 | thousands by filing date | |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 107,947 | $12,740,000 | thousands by filing date | |
| CAMBRIA EMERGING SHAREHOLDER YIELD ETF | 132061706 | ETF | 335,688 | $10,024,000 | thousands by filing date | |
| AIR PRODS & CHEMS INC | 009158106 | COM | 104,060 | $9,976,000 | thousands by filing date | |
| SPY | 78462F103 | SHS | 32,838 | $7,940,000 | thousands by filing date | |
| AFLAC INC COM | 001055102 | Stock | 89,278 | $6,935,000 | thousands by filing date | |
| Apple Inc | 037833100 | COM | 43,707 | $6,295,000 | thousands by filing date | |
| CAMBRIA ETF TR | 132061409 | GLOBAL VALUE ETF | 255,334 | $6,026,000 | thousands by filing date | |
| CAMBRIA ETF TR | 132061300 | CAMBRIA FGN SHR | 252,903 | $5,989,000 | thousands by filing date | |
| Vanguard FTSE Developed Markets ETF | 921943858 | SHS | 144,640 | $5,977,000 | thousands by filing date | |
| Vanguard Total Bond Market ETF | 921937835 | SHS | 72,701 | $5,949,000 | thousands by filing date | |
| Walmart Inc. | 931142103 | COM | 76,787 | $5,811,000 | thousands by filing date | |
| NORFOLK SOUTHN CORP COM | 655844108 | Stock | 47,627 | $5,796,000 | thousands by filing date | |
| Abbott Laboratories | 002824100 | COM | 117,947 | $5,733,000 | thousands by filing date | |
| Waste Management, Inc. | 94106L109 | COM | 75,465 | $5,535,000 | thousands by filing date | |
| McDonalds Corporation | 580135101 | COM | 35,719 | $5,471,000 | thousands by filing date | |
| Wells Fargo & Company | 949746101 | COM | 98,349 | $5,449,000 | thousands by filing date | |
| PepsiCo,Inc. | 713448108 | COM | 47,148 | $5,445,000 | thousands by filing date | |
| Microsoft Corp | 594918104 | COM | 78,256 | $5,394,000 | thousands by filing date | |
| NextEra Energy,Inc. | 65339F101 | COM | 38,347 | $5,374,000 | thousands by filing date | |
| Procter & Gamble Co | 742718109 | COM | 61,399 | $5,351,000 | thousands by filing date | |
| VWO | 922042858 | SHS | 130,665 | $5,335,000 | thousands by filing date | |
| SCANA CORP NEW | 80589M102 | COM | 76,791 | $5,146,000 | thousands by filing date | |
| Chevron Corporation | 166764100 | COM | 49,132 | $5,126,000 | thousands by filing date | |
| PAYCHEX INC | 704326107 | COM | 89,489 | $5,096,000 | thousands by filing date | |
| AT&T Inc | 00206R102 | COM | 133,437 | $5,035,000 | thousands by filing date | |
| OCCIDENTAL PETE CORP | 674599105 | COM | 83,518 | $5,000,000 | thousands by filing date | |
| Amgen Inc. | 031162100 | COM | 28,694 | $4,942,000 | thousands by filing date | |
| Altria Group Inc | 02209S103 | COM | 64,883 | $4,832,000 | thousands by filing date | |
| POWERSHS DB MULTI SECT COMM DB | 73936B705 | COM | 294,731 | $4,828,000 | thousands by filing date | |
| CAMBRIA ETF TR | 132061201 | SHSHLD YIELD ETF | 139,443 | $4,773,000 | thousands by filing date | |
| Merck & Co.,Inc. | 58933Y105 | COM | 73,890 | $4,736,000 | thousands by filing date | |
| Cisco Systems,Inc. | 17275R102 | COM | 149,558 | $4,681,000 | thousands by filing date | |
| SPDR SERIES TRUST BLOOMBERG BR | 78464A417 | BLOOMBERG BRCLYS | 125,573 | $4,671,000 | thousands by filing date | |
| ISHARES TR | 464288695 | GLOBAL MATER ETF | 73,262 | $4,383,000 | thousands by filing date | |
| iShares Global Tech ETF | 464287291 | SHS | 32,438 | $4,247,000 | thousands by filing date | |
| ISHARES TR | 464287333 | GLOBAL FINLS ETF | 67,153 | $4,241,000 | thousands by filing date | |
| WISDOMTREE TR | 97717W281 | EMG MKTS SMCAP | 89,075 | $4,075,000 | thousands by filing date | |
| iShares Mortgage Real Estate ETF | 46435G342 | SHS | 86,640 | $4,018,000 | thousands by filing date | |
| WISDOMTREE TR | 97717W125 | FUTRE STRAT FD | 98,151 | $3,829,000 | thousands by filing date | |
| CUMMINS INC COM | 231021106 | Stock | 23,519 | $3,815,000 | thousands by filing date | |
| ISHARES TR | 464288711 | GLOB UTILITS ETF | 76,539 | $3,753,000 | thousands by filing date | |
| ISHARES MICRO-CAP ETF | 464288869 | ETF | 40,308 | $3,585,000 | thousands by filing date | |
| Vanguard Small-Cap ETF | 922908751 | SHS | 26,097 | $3,537,000 | thousands by filing date | |
| CAMBRIA ETF TR | 132061888 | VALUE MOMENTUM | 152,263 | $3,536,000 | thousands by filing date | |
| JPMorgan Chase & Co | 46625H100 | COM | 33,857 | $3,095,000 | thousands by filing date | |
| GENERAL DYNAMICS CORP COM | 369550108 | Stock | 14,843 | $2,940,000 | thousands by filing date | |
| USBANCORPDEL | 902973304 | COM NEW | 55,052 | $2,858,000 | thousands by filing date | |
| Invesco Optm Yd Dvrs Cdty Stra No K1 ETF | 73937V106 | ETF | 178,935 | $2,824,000 | thousands by filing date | |
| NORTHROP GRUMMAN CORP COM | 666807102 | Stock | 9,181 | $2,357,000 | thousands by filing date | |
| ISHARES TR | 464288372 | COM | 52,940 | $2,328,000 | thousands by filing date | |
| Vanguard Total International Bond Index Fund ETF | 92203J407 | SHS | 41,047 | $2,231,000 | thousands by filing date | |
| GREEN DOT CORP CLASS A | 39304D102 | CL A | 56,253 | $2,167,000 | thousands by filing date | |
| UNITED AIRLS HLDGS INC COM | 910047109 | Stock | 28,499 | $2,145,000 | thousands by filing date | |
| SOUTHWESTAIRLSCO | 844741108 | STOK | 34,298 | $2,131,000 | thousands by filing date | |
| Vanguard Real Estate | 922908553 | SHS | 25,247 | $2,101,000 | thousands by filing date | |
| VANGUARD INTL EQUITY INDEX F | 922042676 | COM | 37,124 | $2,088,000 | thousands by filing date | |
| UnitedHealth Group Inc | 91324P102 | COM | 11,234 | $2,083,000 | thousands by filing date | |
| VTI | 922908769 | COM | 16,609 | $2,067,000 | thousands by filing date | |
| CME Group Inc. Class A | 12572Q105 | COM | 16,482 | $2,064,000 | thousands by filing date | |
| PACKAGING CORP AMER COM | 695156109 | Stock | 18,466 | $2,057,000 | thousands by filing date | |
| 3M CO COM | 88579Y101 | Stock | 9,840 | $2,049,000 | thousands by filing date | |
| EATON VANCE CORP | 278265103 | COM NON VTG | 43,050 | $2,037,000 | thousands by filing date | |
| Eli Lilly and Company | 532457108 | COM | 24,518 | $2,018,000 | thousands by filing date | |
| iShares MSCI USA Momentum Factor ETF | 46432F396 | SHS | 22,661 | $2,014,000 | thousands by filing date | |
| ILLINOIS TOOL WKS INC | 452308109 | COM | 14,022 | $2,009,000 | thousands by filing date | |
| Johnson & Johnson | 478160104 | COM | 15,170 | $2,007,000 | thousands by filing date | |
| Home Depot, Inc | 437076102 | COM | 13,076 | $2,006,000 | thousands by filing date | |
| BROADRIDGE FINL SOLUTIONS INC COM | 11133T103 | Stock | 26,322 | $1,989,000 | thousands by filing date | |
| FACTSET RESH SYS INC COM | 303075105 | Stock | 11,890 | $1,976,000 | thousands by filing date | |
| Accenture Plc Class A | G1151C101 | COM | 15,908 | $1,968,000 | thousands by filing date | |
| Lockheed Martin Corporation | 539830109 | COM | 7,052 | $1,958,000 | thousands by filing date | |
| HARRIS CORP INC | 413875105 | COM | 17,876 | $1,950,000 | thousands by filing date | |
| KIMBERLY-CLARK CORP COM | 494368103 | Stock | 15,088 | $1,948,000 | thousands by filing date | |
| GENUINE PARTS CO COM | 372460105 | Stock | 20,992 | $1,947,000 | thousands by filing date | |
| UNITED TECHNOLOGIES CORP | 913017109 | COM | 15,908 | $1,943,000 | thousands by filing date | |
| EMERSON ELEC CO COM | 291011104 | Stock | 32,554 | $1,941,000 | thousands by filing date | |
| EVEREST GROUP LTD COM | G3223R108 | Stock | 7,610 | $1,937,000 | thousands by filing date | |
| EXXON MOBIL CORP | 30231G102 | COM | 23,452 | $1,893,000 | thousands by filing date | |
| KELLANOVA | 487836108 | COM | 27,224 | $1,891,000 | thousands by filing date | |
| ASSURED GUARANTY LTD COM | G0585R106 | Stock | 45,219 | $1,887,000 | thousands by filing date | |
| Eaton Corp. Plc | G29183103 | COM | 24,059 | $1,873,000 | thousands by filing date | |
| ALLSTATE CORP COM | 020002101 | Stock | 21,138 | $1,869,000 | thousands by filing date | |
| CAMBRIA ETF TR | 132061607 | GLB ASSET ALLO | 70,100 | $1,868,000 | thousands by filing date | |
| Texas Instruments Incorporated | 882508104 | COM | 24,264 | $1,867,000 | thousands by filing date | |
| VANGUARD WHITEHALL FDS | 921946885 | COM | 23,284 | $1,865,000 | thousands by filing date | |
| HERSHEY CO COM | 427866108 | Stock | 17,302 | $1,858,000 | thousands by filing date | |
| SANMINA CORP COM | 801056102 | Stock | 48,736 | $1,857,000 | thousands by filing date | |
| Southern Company | 842587107 | COM | 38,704 | $1,853,000 | thousands by filing date | |
| PARKER-HANNIFIN CORP COM | 701094104 | Stock | 11,498 | $1,838,000 | thousands by filing date | |
| Intel Corp | 458140100 | COM | 54,284 | $1,832,000 | thousands by filing date | |
| CAMBRIA ETF TR | 132061805 | GBL TAIL RISK ET | 64,836 | $1,832,000 | thousands by filing date | |
| Starbucks Corporation | 855244109 | COM | 31,324 | $1,827,000 | thousands by filing date | |
| ASSURANT INC COM | 04621X108 | Stock | 17,332 | $1,797,000 | thousands by filing date | |
| Vanguard Mid-Cap ETF | 922908629 | SHS | 12,555 | $1,789,000 | thousands by filing date | |
| SYSCOCORP | 871829107 | COM | 35,342 | $1,779,000 | thousands by filing date | |
| TRAVELERS COMPANIES INC COM | 89417E109 | Stock | 13,760 | $1,741,000 | thousands by filing date | |
| Lowes Companies,Inc. | 548661107 | COM | 22,320 | $1,730,000 | thousands by filing date | |
| NU SKIN ENTERPRISES INC | 67018T105 | CL A | 27,121 | $1,704,000 | thousands by filing date | |
| SUNTRUST BANKS INC | 867914103 | COM | 29,918 | $1,697,000 | thousands by filing date | |
| DR PEPPER SNAPPLE GROUP INC | 26138E109 | COM | 18,216 | $1,660,000 | thousands by filing date | |
| CHILDRENS PL INC NEW | 168905107 | COM | 16,247 | $1,659,000 | thousands by filing date | |
| AXIS CAP HLDGS LTD SHS | G0692U109 | Stock | 25,592 | $1,655,000 | thousands by filing date | |
| HUNTSMAN CORP | 447011107 | COM | 62,860 | $1,624,000 | thousands by filing date | |
| OREILLY AUTOMOTIVE INC COM | 67103H107 | Stock | 7,330 | $1,603,000 | thousands by filing date | |
| SIX FLAGS ENTERTAINMENT CORP | 83001A102 | COM | 26,577 | $1,584,000 | thousands by filing date | |
| UNUM GROUP COM | 91529Y106 | Stock | 33,847 | $1,578,000 | thousands by filing date | |
| CORNING INC | 219350105 | COM | 52,038 | $1,564,000 | thousands by filing date | |
| VANECK EMERGING MARKETS HIGH Y | 92189F353 | EMERGING MRKT HI | 63,426 | $1,555,000 | thousands by filing date | |
| MANPOWERGROUP INC WIS COM | 56418H100 | Stock | 13,754 | $1,536,000 | thousands by filing date | |
| ALCOA CORP COM | 013872106 | Stock | 44,480 | $1,452,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 59,380 | $1,441,000 | thousands by filing date | |
| BEST BUY INC COM | 086516101 | Stock | 24,940 | $1,430,000 | thousands by filing date | |
| WHIRLPOOL CORP COM | 963320106 | Stock | 7,290 | $1,397,000 | thousands by filing date | |
| AMERIPRISE FINL INC COM | 03076C106 | Stock | 10,807 | $1,376,000 | thousands by filing date | |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 24,867 | $1,336,000 | thousands by filing date | |
| FIFTH THIRD BANCORP COM | 316773100 | Stock | 51,408 | $1,335,000 | thousands by filing date | |
| ALLIED WRLD ASSUR COM HLDG A | H01531104 | SHS | 24,656 | $1,304,000 | thousands by filing date | |
| GREENBRIER COS INC | 393657101 | COM | 27,645 | $1,279,000 | thousands by filing date | |
| CNO FINL GROUP INC | 12621E103 | COM | 60,804 | $1,270,000 | thousands by filing date | |
| LINCOLN NATL CORP IND COM | 534187109 | Stock | 18,546 | $1,253,000 | thousands by filing date | |
| SPDR PORTFOLIO TIPS ETF | 78464A656 | PORTFLI TIPS ETF | 22,147 | $1,244,000 | thousands by filing date | |
| CVS Health Corporation | 126650100 | COM | 15,408 | $1,240,000 | thousands by filing date | |
| HARTFORD INSURANCE GROUP INC COM | 416515104 | Stock | 23,577 | $1,239,000 | thousands by filing date | |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 19,585 | $1,224,000 | thousands by filing date | |
| TRINSEO S A | L9340P101 | SHS | 17,746 | $1,219,000 | thousands by filing date | |
| CBS CORP NEW | 124857202 | CL B | 18,864 | $1,203,000 | thousands by filing date | |
| WABASH NATIONAL CORP | 929566107 | COMMON STOCK | 54,521 | $1,198,000 | thousands by filing date | |
| SPDR CITI INTL GOVT INFLATION- | 78464A490 | FTSE INT GVT ETF | 21,243 | $1,180,000 | thousands by filing date | |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 9,734 | $1,173,000 | thousands by filing date | |
| ISHARES TR | 464287440 | 7-10 YR TRSY BD | 11,005 | $1,173,000 | thousands by filing date | |
| AMERICAN EAGLE OUTFITTERS INC COM | 02553E106 | Stock | 96,188 | $1,159,000 | thousands by filing date | |
| AMERICAN FINANCIAL GROUP INC COM | 025932104 | Stock | 11,631 | $1,156,000 | thousands by filing date | |
| PRINCIPAL FINANCIAL GROUP INC COM | 74251V102 | Stock | 17,554 | $1,125,000 | thousands by filing date | |
| COOPER TIRE & RUBR CO | 216831107 | COM | 31,110 | $1,123,000 | thousands by filing date | |
| GATX CORP COM | 361448103 | Stock | 17,346 | $1,115,000 | thousands by filing date | |
| PRUDENTIAL FINL INC COM | 744320102 | Stock | 10,276 | $1,111,000 | thousands by filing date | |
| American Express Company | 025816109 | COM | 13,090 | $1,103,000 | thousands by filing date | |
| Applied Materials,Inc. | 038222105 | COM | 26,504 | $1,095,000 | thousands by filing date | |
| MRC GLOBAL INC | 55345K103 | COM | 66,143 | $1,093,000 | thousands by filing date | |
| LEUCADIA NATL CORP | 527288104 | COM | 41,670 | $1,090,000 | thousands by filing date | |
| WORTHINGTON ENTERPRISES INC | 981811102 | COM | 21,570 | $1,083,000 | thousands by filing date | |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 8,563 | $1,069,000 | thousands by filing date | |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 15,851 | $1,069,000 | thousands by filing date | |
| LEAR CORP COM NEW | 521865204 | Stock | 7,329 | $1,041,000 | thousands by filing date | |
| SYNOVUS FINL CORP | 87161C501 | COM NEW | 23,509 | $1,040,000 | thousands by filing date | |
| EXPRESS SCRIPTS HLDG CO | 30219G108 | COM | 15,086 | $963,000 | thousands by filing date | |
| PROSPECT CAPITAL CORPORATION | 74348T102 | COM | 117,866 | $957,000 | thousands by filing date | |
| OFFICE DEPOT INC | 676220106 | COM | 169,010 | $953,000 | thousands by filing date | |
| METLIFE INC COM | 59156R108 | Stock | 16,848 | $926,000 | thousands by filing date | |
| Anywhere Real Estate Inc | 75605Y106 | Common Stock | 27,936 | $907,000 | thousands by filing date | |
| SPIRIT AEROSYSTEMS HLDGS INC | 848574109 | COM CL A | 15,624 | $905,000 | thousands by filing date | |
| STATE STR CORP COM | 857477103 | Stock | 10,080 | $904,000 | thousands by filing date | |
| M & T BK CORP COM | 55261F104 | Stock | 5,544 | $898,000 | thousands by filing date | |
| CALATLANTIC GROUP INC | 128195104 | COM | 25,416 | $898,000 | thousands by filing date | |
| FRANKLIN RESOURCES INC COM | 354613101 | Stock | 20,016 | $897,000 | thousands by filing date | |
| XEROX CORP | 984121608 | COM NEW | 31,176 | $896,000 | thousands by filing date | |
| GROUP 1 AUTOMOTIVE INC COM | 398905109 | Stock | 14,124 | $894,000 | thousands by filing date | |
| MURPHY OIL CORP COM | 626717102 | Stock | 34,770 | $891,000 | thousands by filing date | |
| ROBERT HALF INC. COM | 770323103 | Stock | 18,576 | $890,000 | thousands by filing date | |
| GAP INC COM | 364760108 | Stock | 40,032 | $880,000 | thousands by filing date | |
| CARNIVAL CORP COMMON STOCK | 143658300 | Stock | 13,248 | $869,000 | thousands by filing date | |
| MCKESSON CORP COM | 58155Q103 | Stock | 5,256 | $865,000 | thousands by filing date | |
| MARRIOTT VACATIONS WORLDWIDE C COM | 57164Y107 | Stock | 7,272 | $856,000 | thousands by filing date | |
| Vanguard FTSE All-World ex-US Small-Cap ETF | 922042718 | SHS | 7,905 | $855,000 | thousands by filing date | |
| KOHLS CORP | 500255104 | COM | 22,066 | $853,000 | thousands by filing date | |
| AES CORP COM | 00130H105 | Stock | 75,282 | $836,000 | thousands by filing date | |
| STURM, RUGER & COMPANY INC | 864159108 | COM | 13,104 | $814,000 | thousands by filing date | |
| ISHARES TR | 464287432 | 20 YR TR BD ETF | 6,386 | $799,000 | thousands by filing date | |
| SPDR SERIES TRUST | 78464A151 | SST SPDR BLOOMBE | 23,818 | $792,000 | thousands by filing date | |
| GUESS INC COM | 401617105 | Stock | 61,781 | $790,000 | thousands by filing date | |
| VISTEON CORP | 92839U206 | COM NEW | 7,745 | $790,000 | thousands by filing date | |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 9,322 | $787,000 | thousands by filing date | |
| VANGUARD SCOTTSDALE FDS | 92206C409 | COM | 9,672 | $774,000 | thousands by filing date | |
| Vanguard Short-Term Bond ETF | 921937827 | SHS | 9,641 | $770,000 | thousands by filing date | |
| HP INC COM | 40434L105 | Stock | 43,733 | $764,000 | thousands by filing date | |
| VANECK INTERNATIONAL HIGH YIEL | 92189F445 | INTERNATIONAL HI | 30,039 | $755,000 | thousands by filing date | |
| CVR ENERGY, INC. | 12662P108 | COM | 32,852 | $715,000 | thousands by filing date | |
| TARGET CORP COM | 87612E106 | Stock | 12,855 | $672,000 | thousands by filing date | |
| HOLLYFRONTIER CORP | 436106108 | COM | 24,411 | $671,000 | thousands by filing date | |
| FINISH LINE/THE CL A | 317923100 | COM | 45,024 | $638,000 | thousands by filing date | |
| CLOROX CO DEL | 189054109 | COM | 4,384 | $584,000 | thousands by filing date | |
| NETAPP INC COM | 64110D104 | Stock | 14,253 | $571,000 | thousands by filing date | |
| FRANCESCAS HLDGS CORP | 351793104 | COM | 49,439 | $541,000 | thousands by filing date | |
| Mkt Vctrs J P Mrgn Em | 92189F494 | COM | 27,562 | $521,000 | thousands by filing date | |
| POLARIS INC COM | 731068102 | Stock | 5,612 | $518,000 | thousands by filing date | |
| ARCHER DANIELS MIDLAND CO COM | 039483102 | Stock | 11,624 | $481,000 | thousands by filing date | |
| CENTURYLINK INC | 156700106 | COM | 19,180 | $458,000 | thousands by filing date | |
| Verizon Communications Inc | 92343V104 | COM | 10,219 | $456,000 | thousands by filing date | |
| WISDOMTREE U S VALUE ETF | 97717W547 | COM | 5,525 | $401,000 | thousands by filing date | |
| DILLARDS INC CL A | 254067101 | Stock | 6,724 | $388,000 | thousands by filing date | |
| MACYS INC COM | 55616P104 | Stock | 14,212 | $330,000 | thousands by filing date | |
| iShares MSCI Frontier 100 | 464286145 | cs | 10,194 | $291,000 | thousands by filing date | |
| Vanguard Value ETF | 922908744 | SHS | 2,930 | $283,000 | thousands by filing date | |
| ADVANCED ENERGY INDS COM | 007973100 | Stock | 3,276 | $212,000 | thousands by filing date | |
| BOINGO WIRELESS INC | 09739C102 | COM | 10,493 | $157,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001398344-17-010330 | this filing | 2017-08-14 | acceptance time not in the bulk data set |