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13F-HR filed by Cambria Investment Management, L.P.

Cambria Investment Management, L.P. filed this 13F-HR for the quarter ended 2017-12-31, filed 2018-02-12, with 197 holding rows worth $716,701,000.

Accession
0001398344-18-001914
Filed
2018-02-12
Accepted by EDGAR
acceptance time not in the bulk data set
Ingested
Source
SEC quarterly data set

Original filing

13F report for Q4 2017

A holdings report, 197 entries on the cover page, a total value of $716,701,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $716,704,000 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 filedCUSIPClassAmountValueValue read asType
CAMBRIA ETF TR132061508GLB MOMENT ETF804,170$22,026,000thousands by filing date
CAMBRIA ETF TR132061409GLOBAL VALUE ETF687,905$17,617,000thousands by filing date
iShares Russell 2000 ETF464287655SHS111,281$16,966,000thousands by filing date
CAMBRIA EMERGING SHAREHOLDER YIELD ETF132061706ETF478,773$16,608,000thousands by filing date
SPDR GOLD TR78463V107GOLD SHS107,924$13,345,000thousands by filing date
ISHARES TR464287739U.S. REAL ES ETF138,883$11,251,000thousands by filing date
CAMBRIA ETF TR132061201SHSHLD YIELD ETF264,145$10,141,000thousands by filing date
CAMBRIA ETF TR132061300CAMBRIA FGN SHR351,883$9,279,000thousands by filing date
SPY78462F103SHS32,088$8,563,000thousands by filing date
CUMMINS INC COM231021106Stock47,628$8,413,000thousands by filing date
Walmart Inc.931142103COM83,439$8,240,000thousands by filing date
Apple Inc037833100COM48,611$8,226,000thousands by filing date
CAMBRIA ETF TR132061805GBL TAIL RISK ET290,007$8,059,000thousands by filing date
JPMorgan Chase & Co46625H100COM72,296$7,731,000thousands by filing date
AFLAC INC COM001055102Stock87,810$7,708,000thousands by filing date
Vanguard Total Bond Market ETF921937835SHS94,097$7,675,000thousands by filing date
VWO922042858SHS156,440$7,182,000thousands by filing date
GENERAL DYNAMICS CORP COM369550108Stock34,369$6,992,000thousands by filing date
USBANCORPDEL902973304COM NEW130,093$6,970,000thousands by filing date
EMERSON ELEC CO COM291011104Stock95,865$6,681,000thousands by filing date
POWERSHS DB MULTI SECT COMM DB73936B705COM342,098$6,640,000thousands by filing date
NORFOLK SOUTHN CORP COM655844108Stock45,357$6,572,000thousands by filing date
SYSCOCORP871829107COM108,122$6,566,000thousands by filing date
Wells Fargo & Company949746101COM108,201$6,565,000thousands by filing date
Intel Corp458140100COM141,483$6,531,000thousands by filing date
EATON VANCE CORP278265103COM NON VTG115,826$6,531,000thousands by filing date
OCCIDENTAL PETE CORP674599105COM88,453$6,515,000thousands by filing date
Vanguard FTSE Developed Markets ETF921943858SHS144,173$6,468,000thousands by filing date
Altria Group Inc02209S103COM90,440$6,458,000thousands by filing date
UNITED TECHNOLOGIES CORP913017109COM50,396$6,429,000thousands by filing date
Cisco Systems,Inc.17275R102COM166,715$6,385,000thousands by filing date
AT&T Inc00206R102COM164,097$6,380,000thousands by filing date
Waste Management, Inc.94106L109COM73,887$6,376,000thousands by filing date
DIAGEO PLC SPON ADR NEW25243Q205ADR43,665$6,376,000thousands by filing date
Chevron Corporation166764100COM50,870$6,368,000thousands by filing date
ILLINOIS TOOL WKS INC452308109COM38,146$6,365,000thousands by filing date
UnitedHealth Group Inc91324P102COM28,834$6,357,000thousands by filing date
PAYCHEX INC704326107COM93,338$6,354,000thousands by filing date
Microsoft Corp594918104COM74,174$6,345,000thousands by filing date
ISHARES TR46428743220 YR TR BD ETF49,989$6,342,000thousands by filing date
Accenture Plc Class AG1151C101COM41,252$6,315,000thousands by filing date
GENUINE PARTS CO COM372460105Stock66,292$6,298,000thousands by filing date
McDonalds Corporation580135101COM36,351$6,257,000thousands by filing date
MAGELLAN MIDSTREAM PARTNERS, L559080106COM UNIT RP LP87,788$6,228,000thousands by filing date
3M CO COM88579Y101Stock26,432$6,221,000thousands by filing date
PepsiCo,Inc.713448108COM51,715$6,202,000thousands by filing date
Abbott Laboratories002824100COM108,570$6,196,000thousands by filing date
CME Group Inc. Class A12572Q105COM42,395$6,192,000thousands by filing date
HERSHEY CO COM427866108Stock54,457$6,181,000thousands by filing date
BROADRIDGE FINL SOLUTIONS INC COM11133T103Stock68,113$6,170,000thousands by filing date
AIR PRODS & CHEMS INC009158106COM37,492$6,152,000thousands by filing date
Johnson & Johnson478160104COM43,767$6,115,000thousands by filing date
EXXON MOBIL CORP30231G102COM72,809$6,090,000thousands by filing date
KIMBERLY-CLARK CORP COM494368103Stock50,418$6,083,000thousands by filing date
NextEra Energy,Inc.65339F101COM38,835$6,066,000thousands by filing date
Lockheed Martin Corporation539830109COM18,871$6,058,000thousands by filing date
Procter & Gamble Co742718109COM65,894$6,054,000thousands by filing date
HARRIS CORP INC413875105COM42,534$6,025,000thousands by filing date
FACTSET RESH SYS INC COM303075105Stock31,153$6,005,000thousands by filing date
Starbucks Corporation855244109COM104,419$5,997,000thousands by filing date
ISHARES TR464288695GLOBAL MATER ETF85,034$5,959,000thousands by filing date
Eli Lilly and Company532457108COM70,401$5,946,000thousands by filing date
Amgen Inc.031162100COM33,700$5,860,000thousands by filing date
iShares Global Tech ETF464287291SHS37,649$5,785,000thousands by filing date
Oracle Corporation68389X105COM121,954$5,766,000thousands by filing date
Merck & Co.,Inc.58933Y105COM102,170$5,749,000thousands by filing date
Southern Company842587107COM117,647$5,658,000thousands by filing date
ISHARES TR464287333GLOBAL FINLS ETF77,944$5,451,000thousands by filing date
WISDOMTREE TR97717W281EMG MKTS SMCAP103,835$5,415,000thousands by filing date
WISDOMTREE TR97717W125FUTRE STRAT FD127,083$5,090,000thousands by filing date
Vanguard FTSE All-World ex-US Small-Cap ETF922042718SHS40,476$4,826,000thousands by filing date
Invesco Optm Yd Dvrs Cdty Stra No K1 ETF73937V106ETF274,869$4,796,000thousands by filing date
CAMBRIA ETF TR132061888VALUE MOMENTUM185,765$4,635,000thousands by filing date
ISHARES MICRO-CAP ETF464288869ETF46,788$4,478,000thousands by filing date
ISHARES TR464288711GLOB UTILITS ETF88,842$4,400,000thousands by filing date
ISHARES TR464288372COM90,774$4,105,000thousands by filing date
GREEN DOT CORP CLASS A39304D102CL A58,786$3,542,000thousands by filing date
NORTHROP GRUMMAN CORP COM666807102Stock9,565$2,936,000thousands by filing date
Vanguard Total International Bond Index Fund ETF92203J407SHS53,947$2,933,000thousands by filing date
ISHARES TR464288414NATIONAL MUN ETF25,301$2,802,000thousands by filing date
VANGUARD INTL EQUITY INDEX F922042676COM44,955$2,720,000thousands by filing date
Texas Instruments Incorporated882508104COM25,275$2,640,000thousands by filing date
Home Depot, Inc437076102COM13,622$2,582,000thousands by filing date
ALCOA CORP COM013872106Stock46,531$2,507,000thousands by filing date
VTI922908769COM17,708$2,430,000thousands by filing date
PARKER-HANNIFIN CORP COM701094104Stock11,978$2,391,000thousands by filing date
CHILDRENS PL INC NEW168905107COM16,386$2,382,000thousands by filing date
Vanguard Intermediate-Term Treasury ETF92206C706SHS36,694$2,347,000thousands by filing date
SOUTHWESTAIRLSCO844741108STOK35,726$2,338,000thousands by filing date
PACKAGING CORP AMER COM695156109Stock19,237$2,319,000thousands by filing date
ALLSTATE CORP COM020002101Stock21,365$2,237,000thousands by filing date
HUNTSMAN CORP447011107COM65,698$2,187,000thousands by filing date
VANGUARD WORLD FD921910709EXTENDED DUR18,068$2,186,000thousands by filing date
VANECK EMERGING MARKETS HIGH Y92189F353EMERGING MRKT HI88,959$2,178,000thousands by filing date
iShares MSCI USA Momentum Factor ETF46432F396SHS21,066$2,173,000thousands by filing date
Lowes Companies,Inc.548661107COM23,250$2,161,000thousands by filing date
SUNTRUST BANKS INC867914103COM31,163$2,013,000thousands by filing date
Eaton Corp. PlcG29183103COM25,061$1,980,000thousands by filing date
NU SKIN ENTERPRISES INC67018T105CL A28,252$1,928,000thousands by filing date
UNITED AIRLS HLDGS INC COM910047109Stock28,557$1,925,000thousands by filing date
AMERIPRISE FINL INC COM03076C106Stock11,257$1,908,000thousands by filing date
MANPOWERGROUP INC WIS COM56418H100Stock15,094$1,904,000thousands by filing date
TRAVELERS COMPANIES INC COM89417E109Stock13,956$1,893,000thousands by filing date
AMERICAN EAGLE OUTFITTERS INC COM02553E106Stock100,196$1,884,000thousands by filing date
SIX FLAGS ENTERTAINMENT CORP83001A102COM27,684$1,843,000thousands by filing date
DR PEPPER SNAPPLE GROUP INC26138E109COM18,975$1,842,000thousands by filing date
UNUM GROUP COM91529Y106Stock33,525$1,840,000thousands by filing date
OREILLY AUTOMOTIVE INC COM67103H107Stock7,636$1,837,000thousands by filing date
Bank of America Corp060505104COM62,184$1,836,000thousands by filing date
BEST BUY INC COM086516101Stock26,113$1,788,000thousands by filing date
EVEREST GROUP LTD COMG3223R108Stock7,928$1,754,000thousands by filing date
CORNING INC219350105COM54,207$1,734,000thousands by filing date
ASSURANT INC COM04621X108Stock16,925$1,707,000thousands by filing date
SANMINA CORP COM801056102Stock51,064$1,685,000thousands by filing date
Schwab US REIT ETF808524847SHS39,438$1,641,000thousands by filing date
Schwab US TIPS ETF808524870SHS29,603$1,641,000thousands by filing date
SPDR CITI INTL GOVT INFLATION-78464A490FTSE INT GVT ETF28,483$1,638,000thousands by filing date
Vanguard Intermediate-Term Corporate Bond ETF92206C870SHS18,727$1,637,000thousands by filing date
FIFTH THIRD BANCORP COM316773100Stock53,550$1,625,000thousands by filing date
VALERO ENERGY CORP COM91913Y100Stock17,423$1,601,000thousands by filing date
CNO FINL GROUP INC12621E103COM63,336$1,564,000thousands by filing date
GREENBRIER COS INC393657101COM28,935$1,542,000thousands by filing date
ASSURED GUARANTY LTD COMG0585R106Stock44,933$1,522,000thousands by filing date
GAP INC COM364760108Stock44,055$1,501,000thousands by filing date
CALATLANTIC GROUP INC128195104COM26,475$1,493,000thousands by filing date
LINCOLN NATL CORP IND COM534187109Stock19,405$1,492,000thousands by filing date
DELTA AIR LINES INC COM NEW247361702Stock25,902$1,451,000thousands by filing date
SPIRIT AEROSYSTEMS HLDGS INC848574109COM CL A16,275$1,420,000thousands by filing date
Applied Materials,Inc.038222105COM27,608$1,411,000thousands by filing date
HARTFORD INSURANCE GROUP INC COM416515104Stock24,561$1,382,000thousands by filing date
American Express Company025816109COM13,633$1,354,000thousands by filing date
TRINSEO S AL9340P101SHS18,605$1,351,000thousands by filing date
LEAR CORP COM NEW521865204Stock7,632$1,348,000thousands by filing date
AXIS CAP HLDGS LTD SHSG0692U109Stock26,657$1,340,000thousands by filing date
AMERICAN FINANCIAL GROUP INC COM025932104Stock12,231$1,328,000thousands by filing date
PNC FINL SVCS GROUP INC COM693475105Stock8,917$1,287,000thousands by filing date
WHIRLPOOL CORP COM963320106Stock7,593$1,280,000thousands by filing date
Boeing Company097023105COM4,329$1,277,000thousands by filing date
STEEL DYNAMICS INC COM858119100Stock29,583$1,276,000thousands by filing date
CVR ENERGY, INC.12662P108COM34,220$1,274,000thousands by filing date
KOHLS CORP500255104COM22,987$1,247,000thousands by filing date
AMERICAN INTL GROUP INC COM NEW026874784Stock20,401$1,215,000thousands by filing date
AETNA INC NEW00817Y108COM6,541$1,180,000thousands by filing date
GUESS INC COM401617105Stock69,585$1,175,000thousands by filing date
SYNOVUS FINL CORP87161C501COM NEW24,487$1,174,000thousands by filing date
EXPRESS SCRIPTS HLDG CO30219G108COM15,713$1,173,000thousands by filing date
CVS Health Corporation126650100COM16,050$1,164,000thousands by filing date
CBS CORP NEW124857202CL B19,650$1,159,000thousands by filing date
LEUCADIA NATL CORP527288104COM43,407$1,150,000thousands by filing date
WABASH NATIONAL CORP929566107COMMON STOCK52,850$1,147,000thousands by filing date
COOPER TIRE & RUBR CO216831107COM32,406$1,146,000thousands by filing date
MURPHY OIL CORP COM626717102Stock36,219$1,125,000thousands by filing date
GATX CORP COM361448103Stock18,066$1,123,000thousands by filing date
MRC GLOBAL INC55345K103COM65,998$1,117,000thousands by filing date
VANECK INTERNATIONAL HIGH YIEL92189F445INTERNATIONAL HI42,630$1,093,000thousands by filing date
iShares Short Treasury Bond ETF464288679SHS9,891$1,090,000thousands by filing date
VANGUARD SCOTTSDALE FDS92206C409COM13,749$1,090,000thousands by filing date
Vanguard Mid-Cap ETF922908629SHS7,034$1,089,000thousands by filing date
EA SERIES TRUST02072L508ALPHA ARCHITECT37,538$1,088,000thousands by filing date
ETFS Gold Trust26922Y105ETF8,541$1,077,000thousands by filing date
ROBERT HALF INC. COM770323103Stock19,350$1,075,000thousands by filing date
LYONDELLBASELL INDUSTRIES NV SHS - A -N53745100Stock9,709$1,071,000thousands by filing date
EASTMAN CHEM CO COM277432100Stock11,550$1,070,000thousands by filing date
HUNTINGTON INGALLS INDS INC COM446413106Stock4,514$1,064,000thousands by filing date
HP INC COM40434L105Stock50,144$1,054,000thousands by filing date
GROUP 1 AUTOMOTIVE INC COM398905109Stock14,712$1,044,000thousands by filing date
STATE STR CORP COM857477103Stock10,500$1,025,000thousands by filing date
XEROX CORP984121608COM NEW35,161$1,025,000thousands by filing date
INGERSOLL-RAND PLCG47791101SHS11,453$1,021,000thousands by filing date
Vanguard Real Estate922908553SHS12,197$1,012,000thousands by filing date
VISTEON CORP92839U206COM NEW8,069$1,010,000thousands by filing date
BLOCK H & R INC COM093671105Stock37,793$991,000thousands by filing date
WORTHINGTON ENTERPRISES INC981811102COM22,470$990,000thousands by filing date
ISHARES TR464287465MSCI EAFE ETF13,594$956,000thousands by filing date
URBAN OUTFITTERS INC917047102COM26,929$944,000thousands by filing date
MICHAEL KORS HLDGS LTDG60754101SHS14,697$925,000thousands by filing date
CARNIVAL CORP COMMON STOCK143658300Stock13,800$916,000thousands by filing date
METLIFE INC COM59156R108Stock17,550$887,000thousands by filing date
TARGET CORP COM87612E106Stock13,389$874,000thousands by filing date
MCKESSON CORP COM58155Q103Stock5,475$854,000thousands by filing date
AES CORP COM00130H105Stock78,420$849,000thousands by filing date
NETAPP INC COM64110D104Stock14,847$821,000thousands by filing date
Anywhere Real Estate Inc75605Y106Common Stock29,100$771,000thousands by filing date
STURM, RUGER & COMPANY INC864159108COM13,650$762,000thousands by filing date
FINISH LINE/THE CL A317923100COM46,899$681,000thousands by filing date
OFFICE DEPOT INC676220106COM177,060$627,000thousands by filing date
Mkt Vctrs J P Mrgn Em92189F494COM27,391$520,000thousands by filing date
ARCHER DANIELS MIDLAND CO COM039483102Stock12,110$485,000thousands by filing date
DILLARDS INC CL A254067101Stock7,003$421,000thousands by filing date
MACYS INC COM55616P104Stock14,938$376,000thousands by filing date
Vanguard Value ETF922908744SHS2,858$304,000thousands by filing date
ADVANCED ENERGY INDS COM007973100Stock3,744$253,000thousands by filing date
CAMBRIA ETF TR132061862TAIL RISK11,000$248,000thousands by filing date
LANTHEUS HLDGS INC516544103COM11,114$227,000thousands by filing date
CAREER EDUCATION CORP141665109COM10,919$132,000thousands by filing date
BANCORP INC DEL05969A105COM10,975$108,000thousands by filing date
INTREPID POTASH INC46121Y102COM21,310$101,000thousands by filing date

Amendment chain

FilingRoleFiledAcceptedIngested
13F-HR 0001398344-18-001914this filing2018-02-12acceptance time not in the bulk data set