Cambria Investment Management

Cambria Investment Management as of Sept. 30, 2015

Portfolio Holdings for Cambria Investment Management

Cambria Investment Management holds 314 positions in its portfolio as reported in the September 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Vanguard Total Bond Market ETF (BND) 5.0 $13M 159k 81.94
Vanguard Short-Term Bond ETF (BSV) 4.7 $12M 151k 80.39
iShares Lehman 1-3 Year Treas.Bond (SHY) 3.0 $7.7M 91k 84.98
iShares Lehman 7-10 Yr Treas. Bond (IEF) 2.6 $6.8M 63k 107.86
iShares Lehman 3-7 Yr Treasury Bond (IEI) 2.2 $5.8M 46k 124.65
Vanguard Charlotte Fds intl bd idx etf (BNDX) 1.4 $3.7M 69k 52.94
O'reilly Automotive (ORLY) 1.1 $2.9M 12k 249.98
Market Vectors Etf Tr emkt hiyld bd 1.1 $2.8M 126k 22.53
Lowe's Companies (LOW) 0.9 $2.5M 36k 68.92
Northrop Grumman Corporation (NOC) 0.9 $2.4M 15k 165.94
Home Depot (HD) 0.9 $2.4M 21k 115.50
Raytheon Company 0.9 $2.4M 22k 109.27
CVS Caremark Corporation (CVS) 0.9 $2.4M 25k 96.46
Anthem (ELV) 0.9 $2.4M 17k 140.03
Chubb Corporation 0.9 $2.3M 19k 122.64
Dr Pepper Snapple 0.9 $2.3M 29k 79.05
Vanguard Short Term Corporate Bond ETF (VCSH) 0.9 $2.3M 29k 79.73
Apple (AAPL) 0.9 $2.2M 20k 110.32
Ingredion Incorporated (INGR) 0.9 $2.2M 26k 87.32
Axis Capital Holdings (AXS) 0.8 $2.2M 41k 53.72
Avery Dennison Corporation (AVY) 0.8 $2.2M 38k 56.57
Travelers Companies (TRV) 0.8 $2.1M 21k 99.54
Partner Re 0.8 $2.1M 15k 138.87
United Sts Commodity Index F (USCI) 0.8 $2.1M 51k 41.82
Everest Re Group (EG) 0.8 $2.1M 12k 173.33
Southwest Airlines (LUV) 0.8 $2.1M 55k 38.03
Assurant (AIZ) 0.8 $2.1M 26k 79.02
Big Lots (BIG) 0.8 $2.0M 42k 47.92
Tech Data Corporation 0.8 $2.0M 29k 68.49
Cooper Tire & Rubber Company 0.8 $2.0M 50k 39.51
Express Scripts Holding 0.8 $2.0M 24k 80.96
Juniper Networks (JNPR) 0.8 $2.0M 76k 25.71
Six Flags Entertainment (SIX) 0.8 $1.9M 42k 45.78
Vanguard Emerging Markets ETF (VWO) 0.8 $2.0M 59k 33.10
AGCO Corporation (AGCO) 0.7 $1.9M 41k 46.62
Texas Instruments Incorporated (TXN) 0.7 $1.9M 39k 49.52
Chemtura Corporation 0.7 $1.9M 67k 28.61
Ameriprise Financial (AMP) 0.7 $1.9M 17k 109.12
Avnet (AVT) 0.7 $1.9M 44k 42.68
Allstate Corporation (ALL) 0.7 $1.9M 33k 58.25
Legg Mason 0.7 $1.9M 45k 41.61
Briggs & Stratton Corporation 0.7 $1.8M 95k 19.31
Cash America International 0.7 $1.9M 66k 27.97
Medifast (MED) 0.7 $1.8M 68k 26.86
Coca-cola Enterprises 0.7 $1.9M 38k 48.36
Suntrust Banks Inc $1.00 Par Cmn 0.7 $1.8M 48k 38.25
General Mills (GIS) 0.7 $1.8M 33k 56.14
Manpower (MAN) 0.7 $1.8M 22k 81.91
CVR Energy (CVI) 0.7 $1.8M 45k 41.06
American International (AIG) 0.7 $1.8M 32k 56.83
CNO Financial (CNO) 0.7 $1.8M 97k 18.81
Liberty Media 0.7 $1.8M 68k 26.22
Delta Air Lines (DAL) 0.7 $1.8M 40k 44.86
Guess? (GES) 0.7 $1.8M 84k 21.36
L-3 Communications Holdings 0.7 $1.8M 17k 104.52
State Street Corporation (STT) 0.7 $1.8M 26k 67.21
Computer Sciences Corporation 0.7 $1.8M 29k 61.38
Hartford Financial Services (HIG) 0.7 $1.7M 38k 45.79
Pulte (PHM) 0.7 $1.7M 91k 18.86
Aspen Insurance Holdings 0.7 $1.7M 37k 46.48
Assured Guaranty (AGO) 0.7 $1.7M 69k 25.01
Pfizer (PFE) 0.7 $1.7M 54k 31.41
Ameren Corporation (AEE) 0.7 $1.7M 40k 42.27
Intel Corporation (INTC) 0.7 $1.7M 56k 30.14
Macy's (M) 0.7 $1.7M 33k 51.31
iShares S&P Global Healthcare Sect. (IXJ) 0.7 $1.7M 17k 98.46
Marathon Petroleum Corp (MPC) 0.6 $1.7M 36k 46.32
Vanguard Whitehall Fds Inc emerg mkt bd etf (VWOB) 0.6 $1.7M 22k 74.26
Kimberly-Clark Corporation (KMB) 0.6 $1.6M 15k 109.05
Unum (UNM) 0.6 $1.6M 51k 32.08
iShares Lehman MBS Bond Fund (MBB) 0.6 $1.6M 15k 109.64
AFLAC Incorporated (AFL) 0.6 $1.6M 27k 58.14
Dow Chemical Company 0.6 $1.6M 37k 42.40
Xerox Corporation 0.6 $1.6M 162k 9.73
Telus Ord (TU) 0.6 $1.6M 50k 31.55
Hollyfrontier Corp 0.6 $1.6M 32k 48.84
Fifth Third Ban (FITB) 0.6 $1.6M 82k 18.91
Key (KEY) 0.6 $1.6M 119k 13.01
Sanderson Farms 0.6 $1.6M 23k 68.56
iShares Lehman Aggregate Bond (AGG) 0.6 $1.6M 14k 109.55
Voya Financial (VOYA) 0.6 $1.5M 40k 38.76
Emcor (EME) 0.6 $1.5M 35k 44.26
Archer Daniels Midland Company (ADM) 0.6 $1.5M 37k 41.44
Valero Energy Corporation (VLO) 0.6 $1.5M 26k 60.09
Lpl Financial Holdings (LPLA) 0.6 $1.5M 39k 39.77
Cambria Etf Tr global value (GVAL) 0.6 $1.5M 82k 18.29
Kohl's Corporation (KSS) 0.6 $1.5M 32k 46.32
Universal Corporation (UVV) 0.6 $1.5M 29k 49.57
Children's Place Retail Stores (PLCE) 0.6 $1.4M 25k 57.66
Corning Incorporated (GLW) 0.6 $1.4M 83k 17.13
CenturyLink 0.6 $1.4M 57k 25.12
Domtar Corp 0.6 $1.4M 40k 35.75
Prudential Financial (PRU) 0.6 $1.4M 19k 76.23
NetApp (NTAP) 0.5 $1.4M 47k 29.60
Allied World Assurance 0.5 $1.4M 37k 38.16
Ishares Tr Msci Usa Momentum Factor (MTUM) 0.5 $1.4M 21k 68.20
National-Oilwell Var 0.5 $1.4M 36k 37.66
Lexmark International 0.5 $1.4M 48k 28.99
Lincoln National Corporation (LNC) 0.5 $1.3M 28k 47.45
3M Company (MMM) 0.5 $1.4M 9.6k 141.82
International Paper Company (IP) 0.5 $1.4M 36k 37.79
Hewlett-Packard Company 0.5 $1.3M 53k 25.61
Vanguard Mid-Cap ETF (VO) 0.5 $1.3M 11k 116.67
iShares Barclays TIPS Bond Fund (TIP) 0.5 $1.3M 12k 110.65
Vanguard Total Stock Market ETF (VTI) 0.5 $1.3M 13k 98.69
Vanguard Europe Pacific ETF (VEA) 0.5 $1.3M 35k 35.63
Magna Intl Inc cl a (MGA) 0.5 $1.3M 26k 48.02
CBS Corporation 0.5 $1.2M 30k 39.89
SanDisk Corporation 0.5 $1.2M 22k 54.32
Market Vectors Emerging Mkts Local ETF 0.5 $1.2M 68k 17.33
Newell Rubbermaid (NWL) 0.5 $1.2M 29k 39.70
Gap (GPS) 0.4 $1.1M 40k 28.51
General Dynamics Corporation (GD) 0.4 $1.1M 8.1k 137.89
SPDR Barclays Capital Intl Tresy Bd ETF (BWX) 0.4 $1.1M 21k 52.07
Superior Energy Services 0.4 $1.1M 83k 12.63
SPDR Barclays Capital TIPS (SPIP) 0.4 $1.1M 19k 55.23
Dillard's (DDS) 0.4 $1.0M 12k 87.39
iShares IBoxx $ Invest Grade Corp Bd (LQD) 0.4 $1.0M 8.8k 116.13
SPDR DB Int'l Govt Infl Pro Bond (WIP) 0.4 $1.0M 19k 52.06
Vanguard REIT ETF (VNQ) 0.4 $988k 13k 75.56
Visteon Corporation (VC) 0.4 $991k 9.8k 101.27
Vanguard Intl Equity Index F glb ex us etf (VNQI) 0.4 $953k 19k 50.95
Cambria Etf Tr shshld yield etf (SYLD) 0.4 $960k 33k 29.11
Phillips 66 (PSX) 0.3 $906k 12k 76.82
Hess (HES) 0.3 $751k 15k 50.06
iShares Barclays 20+ Yr Treas.Bond (TLT) 0.3 $713k 5.8k 123.61
Spdr Series Trust equity (IBND) 0.3 $675k 22k 31.37
SPDR Barclays Capital High Yield B 0.2 $639k 18k 35.66
Vanguard FTSE All Wld Ex USSml Cap (VSS) 0.2 $648k 7.1k 90.76
Aqr Managed Futures Str-i (AQMIX) 0.2 $615k 55k 11.23
Market Vectors Etf Tr .......... intl hi yld bd 0.2 $628k 27k 23.15
Spx Flow 0.2 $630k 18k 34.41
Cambria Etf Tr cambria fgn shr (FYLD) 0.2 $586k 30k 19.54
WisdomTree Emerging Mkts Small Cp Div (DGS) 0.2 $560k 16k 35.65
Atlantic Power Corporation 0.2 $486k 261k 1.86
Time Warner 0.2 $453k 6.6k 68.74
CurrencyShares Euro Trust 0.1 $335k 3.1k 109.51
WisdomTree Emerging Markets Eq (DEM) 0.1 $331k 9.9k 33.44
CurrencyShares Japanese Yen Trust 0.1 $346k 4.2k 82.13
Consumer Discretionary SPDR (XLY) 0.1 $312k 4.2k 74.14
SPX Corporation 0.1 $218k 18k 11.91
Powershares Senior Loan Portfo mf 0.0 $84k 3.6k 23.06
Goodyear Tire & Rubber Company (GT) 0.0 $45k 1.5k 29.79
Hca Holdings (HCA) 0.0 $42k 549.00 75.76
Equinix (EQIX) 0.0 $46k 168.00 273.81
Owens Corning (OC) 0.0 $21k 510.00 41.18
Microsoft Corporation (MSFT) 0.0 $18k 397.00 45.34
Progressive Corporation (PGR) 0.0 $23k 764.00 30.10
Charles Schwab Corporation (SCHW) 0.0 $19k 679.00 27.98
Reinsurance Group of America (RGA) 0.0 $22k 248.00 88.71
Monsanto Company 0.0 $14k 162.00 86.42
Willis Group Holdings 0.0 $19k 453.00 41.94
ABM Industries (ABM) 0.0 $21k 760.00 27.63
Foot Locker (FL) 0.0 $23k 318.00 72.33
Mohawk Industries (MHK) 0.0 $13k 70.00 185.71
Fresh Del Monte Produce (FDP) 0.0 $23k 572.00 40.21
SkyWest (SKYW) 0.0 $22k 1.3k 16.90
Aetna 0.0 $32k 286.00 111.11
American Financial (AFG) 0.0 $23k 330.00 69.70
Horace Mann Educators Corporation (HMN) 0.0 $23k 700.00 32.86
Convergys Corporation 0.0 $23k 1.0k 23.00
Sotheby's 0.0 $16k 492.00 32.52
eBay (EBAY) 0.0 $30k 1.2k 24.76
Halliburton Company (HAL) 0.0 $18k 510.00 35.29
Qualcomm (QCOM) 0.0 $15k 274.00 54.74
W.R. Berkley Corporation (WRB) 0.0 $23k 424.00 54.25
Churchill Downs (CHDN) 0.0 $13k 98.00 132.65
ViaSat (VSAT) 0.0 $19k 291.00 65.29
Old Republic International Corporation (ORI) 0.0 $23k 1.5k 15.62
Pioneer Natural Resources (PXD) 0.0 $14k 112.00 125.00
Primerica (PRI) 0.0 $17k 374.00 45.45
Kaiser Aluminum (KALU) 0.0 $22k 274.00 80.29
priceline.com Incorporated 0.0 $21k 17.00 1235.29
Aaron's 0.0 $21k 592.00 35.47
Monster Worldwide 0.0 $21k 3.2k 6.57
HCC Insurance Holdings 0.0 $22k 290.00 75.86
Hertz Global Holdings 0.0 $14k 849.00 16.49
Tesoro Corporation 0.0 $24k 246.00 97.56
Advanced Energy Industries (AEIS) 0.0 $25k 936.00 26.71
Amtrust Financial Services 0.0 $25k 392.00 63.78
Health Net 0.0 $21k 356.00 58.99
Humana (HUM) 0.0 $34k 194.00 177.42
Alaska Air (ALK) 0.0 $37k 465.00 80.42
Community Health Systems (CYH) 0.0 $18k 413.00 43.58
Pep Boys - Manny, Moe & Jack 0.0 $23k 1.9k 12.18
Universal Forest Products 0.0 $22k 374.00 58.82
Western Refining 0.0 $25k 558.00 44.80
Atlas Air Worldwide Holdings 0.0 $20k 588.00 34.01
Bio-Rad Laboratories (BIO) 0.0 $22k 164.00 134.15
Cheesecake Factory Incorporated (CAKE) 0.0 $23k 420.00 54.76
Chemed Corp Com Stk (CHE) 0.0 $22k 168.00 130.95
Columbia Sportswear Company (COLM) 0.0 $22k 366.00 60.11
GameStop (GME) 0.0 $23k 548.00 41.97
Om 0.0 $22k 678.00 32.45
Selective Insurance (SIGI) 0.0 $23k 750.00 30.67
Universal Insurance Holdings (UVE) 0.0 $27k 914.00 29.54
Wintrust Financial Corporation (WTFC) 0.0 $24k 444.00 54.05
Alon USA Energy 0.0 $23k 1.3k 17.77
Cal-Maine Foods (CALM) 0.0 $23k 428.00 53.74
Centene Corporation (CNC) 0.0 $20k 374.00 53.48
Molina Healthcare (MOH) 0.0 $21k 306.00 68.63
Hanover Insurance (THG) 0.0 $23k 290.00 79.31
United Therapeutics Corporation (UTHR) 0.0 $20k 150.00 133.33
A. O. Smith Corporation (AOS) 0.0 $23k 346.00 66.47
Ennis (EBF) 0.0 $24k 1.4k 17.07
Comfort Systems USA (FIX) 0.0 $22k 804.00 27.36
LHC 0.0 $22k 482.00 45.64
McDermott International 0.0 $20k 4.8k 4.20
StanCorp Financial 0.0 $23k 198.00 116.16
Hackett (HCKT) 0.0 $22k 1.6k 13.77
Hooker Furniture Corporation (HOFT) 0.0 $23k 990.00 23.23
PowerSecure International 0.0 $22k 1.9k 11.32
Brink's Company (BCO) 0.0 $22k 822.00 26.76
Ruth's Hospitality 0.0 $22k 1.4k 15.99
Cowen 0.0 $20k 4.5k 4.46
First American Financial (FAF) 0.0 $23k 588.00 39.12
1-800-flowers (FLWS) 0.0 $24k 2.6k 9.27
Bassett Furniture Industries (BSET) 0.0 $22k 792.00 27.78
Cu (CULP) 0.0 $21k 670.00 31.34
SciClone Pharmaceuticals 0.0 $19k 2.8k 6.84
Ebix (EBIXQ) 0.0 $20k 812.00 24.63
Charter Communications 0.0 $21k 117.00 179.49
TravelCenters of America 0.0 $20k 2.0k 10.20
Motorola Solutions (MSI) 0.0 $20k 296.00 67.57
Zagg 0.0 $21k 3.1k 6.74
Walker & Dunlop (WD) 0.0 $25k 964.00 25.93
Kinder Morgan (KMI) 0.0 $13k 481.00 27.03
Gnc Holdings Inc Cl A 0.0 $18k 436.00 41.28
Boingo Wireless 0.0 $25k 3.0k 8.34
Cbre Group Inc Cl A (CBRE) 0.0 $19k 587.00 32.37
Expedia (EXPE) 0.0 $13k 112.00 116.07
Tripadvisor (TRIP) 0.0 $17k 268.00 63.43
Newlink Genetics Corporation 0.0 $18k 498.00 36.14
Hanmi Financial (HAFC) 0.0 $24k 948.00 25.32
Telephone And Data Systems (TDS) 0.0 $21k 826.00 25.42
Global X Fds ftse greec 0.0 $19k 2.0k 9.50
Natural Health Trends Cor (NHTC) 0.0 $31k 934.00 33.19
Matson (MATX) 0.0 $24k 622.00 38.59
Tenet Healthcare Corporation (THC) 0.0 $15k 408.00 36.76
Pbf Energy Inc cl a (PBF) 0.0 $16k 556.00 28.78
Enanta Pharmaceuticals (ENTA) 0.0 $21k 578.00 36.33
Liberty Global Inc C 0.0 $18k 430.00 41.86
Hmh Holdings 0.0 $20k 1.0k 20.00
National Gen Hldgs 0.0 $24k 1.2k 19.42
Synovus Finl (SNV) 0.0 $22k 754.00 29.18
Spartannash (SPTN) 0.0 $21k 820.00 25.61
Cimpress N V Shs Euro 0.0 $23k 296.00 77.70
Remy Intl Inc Hldg 0.0 $22k 766.00 28.72
Shake Shack Inc cl a (SHAK) 0.0 $22k 474.00 46.41
Allergan 0.0 $15k 57.00 263.16
Bwx Technologies (BWXT) 0.0 $23k 864.00 26.62
Del Taco Restaurants 0.0 $24k 1.7k 13.86
Alphabet Inc Class C cs (GOOG) 0.0 $21k 34.00 617.65
Keryx Biopharmaceuticals 0.0 $4.0k 1.2k 3.23
Aercap Holdings Nv Ord Cmn (AER) 0.0 $9.0k 235.00 38.30
JPMorgan Chase & Co. (JPM) 0.0 $11k 179.00 61.45
Range Resources (RRC) 0.0 $7.0k 207.00 33.82
Baxter International (BAX) 0.0 $9.0k 267.00 33.71
Brookfield Asset Management 0.0 $10k 316.00 31.65
Autodesk (ADSK) 0.0 $7.0k 168.00 41.67
Uti Worldwide 0.0 $4.0k 849.00 4.71
Adobe Systems Incorporated (ADBE) 0.0 $11k 137.00 80.29
Johnson Controls 0.0 $10k 240.00 41.67
Whirlpool Corporation (WHR) 0.0 $7.0k 50.00 140.00
Agrium 0.0 $9.0k 101.00 89.11
Men's Wearhouse 0.0 $9.0k 213.00 42.25
Thermo Fisher Scientific (TMO) 0.0 $10k 79.00 126.58
Yum! Brands (YUM) 0.0 $10k 127.00 78.74
Amgen (AMGN) 0.0 $9.0k 65.00 138.46
Baker Hughes Incorporated 0.0 $9.0k 168.00 53.57
NCR Corporation (VYX) 0.0 $9.0k 400.00 22.50
Penn National Gaming (PENN) 0.0 $10k 569.00 17.57
Theravance 0.0 $10k 1.4k 7.27
Precision Castparts 0.0 $10k 44.00 227.27
Micron Technology (MU) 0.0 $9.0k 581.00 15.49
Flextronics International Ltd Com Stk (FLEX) 0.0 $11k 1.0k 11.00
Huntsman Corporation (HUN) 0.0 $6.0k 613.00 9.79
Kirkland's (KIRK) 0.0 $8.0k 357.00 22.41
Group 1 Automotive (GPI) 0.0 $10k 114.00 87.72
Multi-Fineline Electronix 0.0 $9.0k 550.00 16.36
AEGEAN MARINE PETROLEUM Networ Com Stk 0.0 $5.0k 754.00 6.63
Diana Shipping (DSX) 0.0 $10k 1.5k 6.61
Cheniere Energy (LNG) 0.0 $12k 257.00 46.69
BJ's Restaurants (BJRI) 0.0 $8.0k 184.00 43.48
Casella Waste Systems (CWST) 0.0 $12k 2.1k 5.71
Alnylam Pharmaceuticals (ALNY) 0.0 $8.0k 101.00 79.21
Market Vectors Gold Miners ETF 0.0 $11k 782.00 14.07
Express 0.0 $6.0k 361.00 16.62
Oasis Petroleum 0.0 $6.0k 700.00 8.57
Valeant Pharmaceuticals Int 0.0 $8.0k 44.00 181.82
Nxp Semiconductors N V (NXPI) 0.0 $11k 123.00 89.43
Hldgs (UAL) 0.0 $8.0k 151.00 52.98
General Motors Company (GM) 0.0 $10k 347.00 28.82
Market Vectors-Coal ETF 0.0 $9.0k 1.2k 7.67
SPDR S&P Metals and Mining (XME) 0.0 $9.0k 559.00 16.10
Diana Containerships 0.0 $6.0k 4.7k 1.28
Global Eagle Acquisition Cor 0.0 $9.0k 810.00 11.11
Michael Kors Holdings 0.0 $11k 253.00 43.48
Zynga 0.0 $10k 4.6k 2.19
Laredo Petroleum Holdings 0.0 $8.0k 850.00 9.41
Abbvie (ABBV) 0.0 $8.0k 154.00 51.95
Fossil (FOSL) 0.0 $9.0k 166.00 54.22
Sunedison 0.0 $6.0k 846.00 7.09
Fox News 0.0 $8.0k 307.00 26.06
Global X Fds gblx uranium 0.0 $10k 1.5k 6.63
Masonite International (DOOR) 0.0 $9.0k 156.00 57.69
Market Vectors Etf Tr Rare Earth Strategic Metals Etf etf 0.0 $10k 671.00 14.90
Allegion Plc equity (ALLE) 0.0 $10k 179.00 55.87
Gaming & Leisure Pptys (GLPI) 0.0 $10k 320.00 31.25
Antero Res (AR) 0.0 $6.0k 263.00 22.81
Endo International (ENDPQ) 0.0 $9.0k 123.00 73.17
Advanced Drain Sys Inc Del (WMS) 0.0 $11k 397.00 27.71
Walgreen Boots Alliance (WBA) 0.0 $12k 140.00 85.71
Cambria Etf Tr Cambria Global Momentum Etf (GMOM) 0.0 $0 5.00 0.00