13F-HR filed by Cambria Investment Management, L.P.
Cambria Investment Management, L.P. filed this 13F-HR for the quarter ended 2020-06-30, filed 2020-08-10, with 176 holding rows worth $269,747,000.
- Accession
- 0001398344-20-015416
- Filer
- CIK 1529389
- Filed
- 2020-08-10
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2020
A holdings report, 176 entries on the cover page, a total value of $269,747,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $269,747,000 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 | 588,634 | $13,879,000 | thousands by filing date | |
| Vanguard Total Bond Market ETF | 921937835 | SHS | 153,434 | $13,554,000 | thousands by filing date | |
| CAMBRIA ETF TR | 132061805 | GBL TAIL RISK ET | 517,370 | $12,753,000 | thousands by filing date | |
| ISHARES MORNINGSTAR MID CAP ETF | 46434G202 | ETF | 901,700 | $7,439,000 | thousands by filing date | |
| CAMBRIA ETF TR | 132061201 | SHSHLD YIELD ETF | 230,859 | $7,438,000 | thousands by filing date | |
| iShares MBS ETF | 464288588 | SHS | 67,114 | $7,430,000 | thousands by filing date | |
| Schwab US TIPS ETF | 808524870 | SHS | 123,778 | $7,429,000 | thousands by filing date | |
| ISHARES INC ETF MSCI GLOBAL GOLD MINERS ETF NEW | 46434G855 | ETF | 234,386 | $7,078,000 | thousands by filing date | |
| INVESCO DB PRECIOUS METALS FUND | 46140H502 | ETF | 145,864 | $6,977,000 | thousands by filing date | |
| CAMBRIA EMERGING SHAREHOLDER YIELD ETF | 132061706 | ETF | 259,312 | $6,967,000 | thousands by filing date | |
| CAMBRIA ETF TR | 132061409 | GLOBAL VALUE ETF | 378,932 | $6,664,000 | thousands by filing date | |
| VANGUARD BD INDEX FDS | 921937793 | LONG TERM BOND | 58,861 | $6,572,000 | thousands by filing date | |
| ISHARES TR | 464287432 | 20 YR TR BD ETF | 39,586 | $6,489,000 | thousands by filing date | |
| iShares Global Healthcare ETF | 464287325 | SHS | 94,296 | $6,486,000 | thousands by filing date | |
| iShares Global Tech ETF | 464287291 | SHS | 26,526 | $6,248,000 | thousands by filing date | |
| CAMBRIA ETF TR | 132061888 | VALUE MOMENTUM | 371,407 | $6,028,000 | thousands by filing date | |
| Vanguard Intermediate-Term Treasury ETF | 92206C706 | SHS | 83,325 | $5,880,000 | thousands by filing date | |
| CAMBRIA ETF TR | 132061862 | TAIL RISK | 234,911 | $5,227,000 | thousands by filing date | |
| ISHARES TR | 464287440 | 7-10 YR TRSY BD | 42,651 | $5,198,000 | thousands by filing date | |
| ISHARES TR | 464288661 | 3 7 YR TREAS BD | 38,027 | $5,083,000 | thousands by filing date | |
| SPDR PORTFOLIO TIPS ETF | 78464A656 | PORTFLI TIPS ETF | 167,423 | $5,046,000 | thousands by filing date | |
| WISDOMTREE TR | 97717W125 | FUTRE STRAT FD | 137,198 | $4,801,000 | thousands by filing date | |
| INVESCO ACTVELY MNGD ETC FD | 46090F100 | OPTIMUM YIELD | 344,021 | $4,451,000 | thousands by filing date | |
| CAMBRIA ETF TR | 132061300 | CAMBRIA FGN SHR | 231,982 | $4,449,000 | thousands by filing date | |
| ALPHA ARCHITECT U.S. QUANTITATIVE MOMENTUM ETF | 02072L409 | ETF | 84,446 | $3,005,000 | thousands by filing date | |
| Vanguard Total International Bond Index Fund ETF | 92203J407 | SHS | 43,846 | $2,531,000 | thousands by filing date | |
| VANGUARD INTL EQUITY INDEX F | 922042676 | COM | 51,154 | $2,387,000 | thousands by filing date | |
| SPDR CITI INTL GOVT INFLATION- | 78464A490 | FTSE INT GVT ETF | 43,335 | $2,275,000 | thousands by filing date | |
| VANGUARD SCOTTSDALE FDS | 92206C847 | COM | 21,066 | $2,109,000 | thousands by filing date | |
| STAMPS COM INC | 852857200 | COM NEW | 10,475 | $1,924,000 | thousands by filing date | |
| VANECK EMERGING MARKETS HIGH Y | 92189F353 | EMERGING MRKT HI | 84,834 | $1,890,000 | thousands by filing date | |
| Vanguard Intermediate-Term Corporate Bond ETF | 92206C870 | SHS | 17,219 | $1,638,000 | thousands by filing date | |
| ISHARES TR | 464288414 | NATIONAL MUN ETF | 13,551 | $1,563,000 | thousands by filing date | |
| EA SERIES TRUST | 02072L508 | ALPHA ARCHITECT | 68,518 | $1,526,000 | thousands by filing date | |
| Schwab US REIT ETF | 808524847 | SHS | 36,468 | $1,284,000 | thousands by filing date | |
| Vanguard Real Estate | 922908553 | SHS | 16,287 | $1,278,000 | thousands by filing date | |
| VTI | 922908769 | COM | 7,814 | $1,222,000 | thousands by filing date | |
| UPBOUND GROUP INC COM | 76009N100 | Stock | 43,394 | $1,207,000 | thousands by filing date | |
| MURPHY OIL CORP COM | 626717102 | Stock | 86,146 | $1,189,000 | thousands by filing date | |
| HALLIBURTON CO COM | 406216101 | Stock | 88,122 | $1,144,000 | thousands by filing date | |
| Apple Inc | 037833100 | COM | 3,126 | $1,140,000 | thousands by filing date | |
| GW PHARMACEUTICALS PLC | 36197T103 | ADS | 9,027 | $1,108,000 | thousands by filing date | |
| TECH DATA CORP | 878237106 | COM | 7,411 | $1,075,000 | thousands by filing date | |
| ALPHA ARCHITECT INTERNATIONAL QUANTITATIVE MOMENTUM ET | 02072L300 | ETF | 40,433 | $1,064,000 | thousands by filing date | |
| TOLL BROTHERS INC COM | 889478103 | Stock | 32,110 | $1,046,000 | thousands by filing date | |
| QORVO INC COM | 74736K101 | Stock | 9,207 | $1,018,000 | thousands by filing date | |
| VANGUARD SCOTTSDALE FDS | 92206C409 | COM | 12,182 | $1,007,000 | thousands by filing date | |
| WERNER ENTERPRISES INC | 950755108 | COM | 22,835 | $994,000 | thousands by filing date | |
| VANECK INTERNATIONAL HIGH YIEL | 92189F445 | INTERNATIONAL HI | 40,464 | $960,000 | thousands by filing date | |
| NU SKIN ENTERPRISES INC | 67018T105 | CL A | 25,004 | $956,000 | thousands by filing date | |
| iShares Short Treasury Bond ETF | 464288679 | SHS | 8,600 | $952,000 | thousands by filing date | |
| MERITAGE HOMES CORP COM | 59001A102 | Stock | 11,687 | $890,000 | thousands by filing date | |
| WHIRLPOOL CORP COM | 963320106 | Stock | 6,688 | $866,000 | thousands by filing date | |
| MARRIOTT VACATIONS WORLDWIDE C COM | 57164Y107 | Stock | 10,412 | $856,000 | thousands by filing date | |
| CUMMINS INC COM | 231021106 | Stock | 4,934 | $855,000 | thousands by filing date | |
| MCKESSON CORP COM | 58155Q103 | Stock | 5,548 | $851,000 | thousands by filing date | |
| AERCAP HOLDINGS NV SHS | N00985106 | Stock | 27,588 | $850,000 | thousands by filing date | |
| DUPONT DE NEMOURS INC COM | 26614N102 | Stock | 15,884 | $844,000 | thousands by filing date | |
| Micron Technology,Inc. | 595112103 | COM | 16,135 | $831,000 | thousands by filing date | |
| Intel Corp | 458140100 | COM | 13,376 | $800,000 | thousands by filing date | |
| GREENLANE HLDGS INC | 395330103 | CL A | 196,945 | $784,000 | thousands by filing date | |
| BIOGEN INC COM | 09062X103 | Stock | 2,823 | $755,000 | thousands by filing date | |
| FIAT CHRYSLER AUTOMOBILES N | N31738102 | SHS | 73,682 | $755,000 | thousands by filing date | |
| APHRIA INC | 03765K104 | COM | 172,210 | $739,000 | thousands by filing date | |
| CONSTELLATION BRANDS INC CL A | 21036P108 | Stock | 4,199 | $735,000 | thousands by filing date | |
| SCHNEIDER NATIONAL INC | 80689H102 | CL B | 29,259 | $722,000 | thousands by filing date | |
| Eaton Corp. Plc | G29183103 | COM | 8,213 | $718,000 | thousands by filing date | |
| HOLLYFRONTIER CORP | 436106108 | COM | 23,940 | $699,000 | thousands by filing date | |
| LOUISIANA PAC CORP COM | 546347105 | Stock | 27,095 | $695,000 | thousands by filing date | |
| DICKS SPORTING GOODS INC COM | 253393102 | Stock | 16,758 | $691,000 | thousands by filing date | |
| AMERIPRISE FINL INC COM | 03076C106 | Stock | 4,602 | $690,000 | thousands by filing date | |
| RELIANCE INC | 759509102 | COM | 7,247 | $688,000 | thousands by filing date | |
| COPA HOLDINGS SA | P31076105 | CL A | 13,300 | $672,000 | thousands by filing date | |
| GENERAL MTRS CO COM | 37045V100 | Stock | 26,372 | $667,000 | thousands by filing date | |
| SCOTTS MIRACLE-GRO CO | 810186106 | CL A | 4,853 | $653,000 | thousands by filing date | |
| HUNTSMAN CORP | 447011107 | COM | 35,796 | $643,000 | thousands by filing date | |
| WORTHINGTON ENTERPRISES INC | 981811102 | COM | 17,252 | $643,000 | thousands by filing date | |
| CAL MAINE FOODS INC COM NEW | 128030202 | Stock | 14,402 | $641,000 | thousands by filing date | |
| HP INC COM | 40434L105 | Stock | 36,708 | $640,000 | thousands by filing date | |
| WESTERN UN CO COM | 959802109 | Stock | 29,531 | $638,000 | thousands by filing date | |
| NVENT ELEC PLC SHS | G6700G107 | Stock | 33,934 | $636,000 | thousands by filing date | |
| Schlumberger Limited | 806857108 | COM | 34,352 | $632,000 | thousands by filing date | |
| REGAL REXNORD CORPORATION | 758750103 | COM | 7,220 | $630,000 | thousands by filing date | |
| UNITED AIRLS HLDGS INC COM | 910047109 | Stock | 18,088 | $626,000 | thousands by filing date | |
| LEAR CORP COM NEW | 521865204 | Stock | 5,738 | $626,000 | thousands by filing date | |
| HELMERICH & PAYNE INC | 423452101 | COM | 31,996 | $624,000 | thousands by filing date | |
| ALLSTATE CORP COM | 020002101 | Stock | 6,319 | $613,000 | thousands by filing date | |
| CABOT CORP | 127055101 | COM | 16,530 | $612,000 | thousands by filing date | |
| SHOE STA GROUP INC | 824889109 | COM | 20,824 | $610,000 | thousands by filing date | |
| WADDELL & REED FINL INC | 930059100 | CL A | 39,030 | $605,000 | thousands by filing date | |
| STEEL DYNAMICS INC COM | 858119100 | Stock | 23,104 | $603,000 | thousands by filing date | |
| BAKER HUGHES COMPANY CL A | 05722G100 | Stock | 38,950 | $599,000 | thousands by filing date | |
| NEWS CORP NEW CL A | 65249B109 | Stock | 50,084 | $594,000 | thousands by filing date | |
| PARAMOUNT GLOBAL | 92556H206 | CLASS B COM | 25,422 | $593,000 | thousands by filing date | |
| TRINSEO S A | L9340P101 | SHS | 26,714 | $592,000 | thousands by filing date | |
| CENTURYLINK INC | 156700106 | COM | 58,824 | $590,000 | thousands by filing date | |
| BUCKLE INC COM | 118440106 | Stock | 37,370 | $586,000 | thousands by filing date | |
| FOX CORP | 35137L204 | CL B COM | 21,736 | $583,000 | thousands by filing date | |
| TYSON FOODS INC CL A | 902494103 | Stock | 9,728 | $581,000 | thousands by filing date | |
| VOYA FINANCIAL INC COM | 929089100 | Stock | 12,388 | $578,000 | thousands by filing date | |
| INTERNATIONAL PAPER CO COM | 460146103 | Stock | 16,340 | $575,000 | thousands by filing date | |
| CVR ENERGY, INC. | 12662P108 | COM | 27,512 | $553,000 | thousands by filing date | |
| GAMESTOP CORP | 36467W109 | CL A | 126,046 | $547,000 | thousands by filing date | |
| WARRIOR MET COAL INC | 93627C101 | COM | 35,454 | $546,000 | thousands by filing date | |
| JPMorgan Chase & Co | 46625H100 | COM | 5,780 | $544,000 | thousands by filing date | |
| WALGREENS BOOTS ALLIANCE INC | 931427108 | COM | 12,540 | $532,000 | thousands by filing date | |
| ETFS GOLD TR | 00326A104 | PHYSCL GOLD SHS | 30,808 | $528,000 | thousands by filing date | |
| METLIFE INC COM | 59156R108 | Stock | 14,364 | $525,000 | thousands by filing date | |
| RALPH LAUREN CORP | 751212101 | CL A | 7,226 | $524,000 | thousands by filing date | |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 4,826 | $508,000 | thousands by filing date | |
| DOMTAR CORP | 257559203 | COM NEW | 23,978 | $506,000 | thousands by filing date | |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 7,676 | $504,000 | thousands by filing date | |
| GAP INC COM | 364760108 | Stock | 39,406 | $497,000 | thousands by filing date | |
| FRANKLIN RESOURCES INC COM | 354613101 | Stock | 23,674 | $496,000 | thousands by filing date | |
| MEREDITH CORP | 589433101 | COM | 34,086 | $496,000 | thousands by filing date | |
| ConocoPhillips | 20825C104 | COM | 11,780 | $495,000 | thousands by filing date | |
| VANGUARD TAX-EXEMPT BOND ETF | 922907746 | ETF | 9,080 | $491,000 | thousands by filing date | |
| WABASH NATIONAL CORP | 929566107 | COMMON STOCK | 46,056 | $489,000 | thousands by filing date | |
| Chevron Corporation | 166764100 | COM | 5,472 | $488,000 | thousands by filing date | |
| VANECK ETF TRUST | 92189H300 | JP MRGAN EM LOC | 15,817 | $486,000 | thousands by filing date | |
| CITIZENS FINL GROUP INC COM | 174610105 | Stock | 19,191 | $484,000 | thousands by filing date | |
| CANOPY GROWTH CORP | 138035100 | COM | 29,920 | $484,000 | thousands by filing date | |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 8,057 | $474,000 | thousands by filing date | |
| AFLAC INC COM | 001055102 | Stock | 13,119 | $473,000 | thousands by filing date | |
| FOOT LOCKER INC | 344849104 | COM | 16,150 | $471,000 | thousands by filing date | |
| ABERCROMBIE & FITCH CO CL A | 002896207 | Stock | 44,118 | $469,000 | thousands by filing date | |
| INNOVATIVE INDL PPTYS INC COM | 45781V101 | REIT | 5,225 | $460,000 | thousands by filing date | |
| USBANCORPDEL | 902973304 | COM NEW | 12,274 | $452,000 | thousands by filing date | |
| SYNCHRONYFINL | 87165B103 | STOK | 20,265 | $449,000 | thousands by filing date | |
| M & T BK CORP COM | 55261F104 | Stock | 4,294 | $446,000 | thousands by filing date | |
| HEWLETT PACKARD ENTERPRISE CO COM | 42824C109 | Stock | 45,683 | $444,000 | thousands by filing date | |
| FIRST TR EXCHANGE-TRADED FD | 33739G103 | MNGD FUTRS STRGY | 9,715 | $430,000 | thousands by filing date | |
| AVNET INC COM | 053807103 | Stock | 15,361 | $428,000 | thousands by filing date | |
| WYNDHAM DESTINATIONS INC | 98310W108 | COM | 15,010 | $423,000 | thousands by filing date | |
| INTERNATIONAL GAME TECHNOLOG | G4863A108 | SHS USD | 47,386 | $422,000 | thousands by filing date | |
| DISCOVER FINL SVCS | 254709108 | COM | 8,322 | $417,000 | thousands by filing date | |
| OLIN CORP | 680665205 | COM PAR $1 | 35,834 | $412,000 | thousands by filing date | |
| LINCOLN NATL CORP IND COM | 534187109 | Stock | 11,172 | $411,000 | thousands by filing date | |
| SIGNET JEWELERS LTD SHS | G81276100 | Stock | 39,064 | $401,000 | thousands by filing date | |
| UNUM GROUP COM | 91529Y106 | Stock | 22,952 | $381,000 | thousands by filing date | |
| OPENLANE INC | 48238T109 | COM | 27,398 | $377,000 | thousands by filing date | |
| ASSURED GUARANTY LTD COM | G0585R106 | Stock | 15,208 | $371,000 | thousands by filing date | |
| WISDOMTREE U S VALUE ETF | 97717W547 | COM | 4,636 | $365,000 | thousands by filing date | |
| GUESS INC COM | 401617105 | Stock | 36,670 | $355,000 | thousands by filing date | |
| Philip Morris International Inc. | 718172109 | COM | 4,896 | $343,000 | thousands by filing date | |
| XEROX HOLDINGS CORP | 98421M106 | COM NEW | 22,348 | $342,000 | thousands by filing date | |
| Wells Fargo & Company | 949746101 | COM | 13,338 | $341,000 | thousands by filing date | |
| Altria Group Inc | 02209S103 | COM | 8,500 | $334,000 | thousands by filing date | |
| CRONOS GROUP INC | 22717L101 | COM | 55,301 | $332,000 | thousands by filing date | |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 11,603 | $325,000 | thousands by filing date | |
| CIT GROUP INC COM NEW | 125581801 | Stock | 15,010 | $311,000 | thousands by filing date | |
| CORBUS PHARMACEUTICALS HLDGS | 21833P103 | COM | 35,530 | $298,000 | thousands by filing date | |
| VILLAGE FARMS INTL INC | 92707Y108 | COM | 59,636 | $286,000 | thousands by filing date | |
| KOHLS CORP | 500255104 | COM | 13,680 | $284,000 | thousands by filing date | |
| DILLARDS INC CL A | 254067101 | Stock | 10,678 | $275,000 | thousands by filing date | |
| SIX FLAGS ENTERTAINMENT CORP | 83001A102 | COM | 13,573 | $261,000 | thousands by filing date | |
| ARCH RESOURCES INC | 03940R107 | CL A | 9,158 | $260,000 | thousands by filing date | |
| ARENA PHARMACEUTICALS INC | 040047607 | COM NEW | 3,774 | $238,000 | thousands by filing date | |
| AURORA CANNABIS INC-NEW | 05156X884 | COM | 18,611 | $231,000 | thousands by filing date | |
| TURNING PT BRANDS INC COM | 90041L105 | Stock | 9,078 | $226,000 | thousands by filing date | |
| IMGP DBI MANAGED FUTURES STRATEGY ETF | 56170L828 | ETF | 8,743 | $215,000 | thousands by filing date | |
| NEPTUNE WELLNESS SOLUTIONS I | 64079L105 | COM | 72,114 | $202,000 | thousands by filing date | |
| NEW AGE BEVERAGES CORP | 64157V108 | COM | 94,435 | $144,000 | thousands by filing date | |
| TILRAY INC | 88688T100 | COM CL 2 | 19,788 | $141,000 | thousands by filing date | |
| ACCENDRA HEALTH INC | 690732102 | COM | 14,103 | $107,000 | thousands by filing date | |
| NAUTILUS INC | 63910B102 | COMMON STOCK | 10,788 | $100,000 | thousands by filing date | |
| HECLA MNG CO | 422704106 | COM | 29,764 | $97,000 | thousands by filing date | |
| CNX RES CORP COM | 12653C108 | Stock | 10,759 | $93,000 | thousands by filing date | |
| EROS INTL PLC | G3788M114 | SHS NEW | 28,721 | $91,000 | thousands by filing date | |
| VIRNETX HLDG CORP | 92823T108 | COM | 13,381 | $87,000 | thousands by filing date | |
| SOUTHWESTERN ENERGY CO | 845467109 | COM | 33,402 | $86,000 | thousands by filing date | |
| RANGE RES CORP COM | 75281A109 | Stock | 14,931 | $84,000 | thousands by filing date | |
| ANTERO RESOURCES CORP COM | 03674X106 | Stock | 30,571 | $78,000 | thousands by filing date | |
| THE MEET GROUP INC. | 58513U101 | Common Stock | 12,461 | $78,000 | thousands by filing date | |
| NORDIC AMERICAN TANKERS LIMI | G65773106 | COM | 18,765 | $76,000 | thousands by filing date | |
| HEXO CORP | 428304109 | COM | 94,231 | $70,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001398344-20-015416 | this filing | 2020-08-10 | acceptance time not in the bulk data set |