Chief Executive Officer

0001398344-16-009840.txt : 20160211 0001398344-16-009840.hdr.sgml : 20160211 20160211164325 ACCESSION NUMBER: 0001398344-16-009840 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20151231 FILED AS OF DATE: 20160211 DATE AS OF CHANGE: 20160211 EFFECTIVENESS DATE: 20160211 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Cambria Investment Management, L.P. CENTRAL INDEX KEY: 0001529389 IRS NUMBER: 205074578 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-17008 FILM NUMBER: 161412240 BUSINESS ADDRESS: STREET 1: 2321 ROSECRANS AVENUE STREET 2: SUITE 4210 CITY: EL SEGUNDO STATE: CA ZIP: 90245 BUSINESS PHONE: 310-606-5555 MAIL ADDRESS: STREET 1: 2321 ROSECRANS AVENUE STREET 2: SUITE 4210 CITY: EL SEGUNDO STATE: CA ZIP: 90245 FORMER COMPANY: FORMER CONFORMED NAME: Cambria Investment Management, Inc. DATE OF NAME CHANGE: 20110907 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001529389 XXXXXXXX 12-31-2015 12-31-2015 false Cambria Investment Management, L.P.

2321 Rosecrans Avenue Suite 4210 El Segundo CA 90245

13F HOLDINGS REPORT 028-17008 N Eric Richardson Chief Executive Officer 310-683-5500 /s/ Eric Richardson El Segundo CA 02-11-2016 0 167 249483 INFORMATION TABLE 2 fp0017998_13fhr-table.xml 13F INFORMATION TABLE Vanguard Charlotte Funds Intl Bond Index ETF ETP 92203J407 244 4614 SH SOLE 4614 0 0 ISHARES 20+ YEAR TREASURY ETP 464287432 696 5768 SH SOLE 5768 0 0 TIME WARNER INC Common Stock 887317303 400 6191 SH SOLE 6191 0 0 Vanguard Index Funds REIT ETF ETP 922908553 550 6900 SH SOLE 6900 0 0 VANGUARD FTSE ALL WORLD ETP 922042718 663 7140 SH SOLE 7140 0 0 Vanguard Bond Index Fund Inc Total Bond Mkt ETP 921937835 581 7198 SH SOLE 7198 0 0 GENERAL DYNAMICS CORP Common Stock 369550108 1028 7487 SH SOLE 7487 0 0 iShares Tr Barclays 3-7 Yr ETP 464288661 938 7651 SH SOLE 7651 0 0 VANGUARD ST BOND ETF ETP 921937827 693 8708 SH SOLE 8708 0 0 VANGUARD-S/T CORP (ETF) ETP 92206C409 690 8736 SH SOLE 8736 0 0 ISHARES IBOXX INVESTMENT ETP 464287242 1002 8792 SH SOLE 8792 0 0 3M CO Common Stock 88579Y101 1359 9023 SH SOLE 9023 0 0 VISTEON CORP Common Stock 92839U206 1052 9191 SH SOLE 9191 0 0 WISDOMTREE EMG MKTS EQ ETP 97717W315 313 9899 SH SOLE 9899 0 0 ISHARES LEHMAN 7-10YR TRS ETP 464287440 1050 9940 SH SOLE 9940 0 0 PHILLIPS 66 Common Stock 718546104 896 10950 SH SOLE 10950 0 0 O'REILLY AUTOMOTIVE INC Common Stock 67103H107 2781 10975 SH SOLE 10975 0 0 DILLARDS INC-CL A Common Stock 254067101 741 11280 SH SOLE 11280 0 0 VANGUARD MID-CAP ETF ETP 922908629 1362 11340 SH SOLE 11340 0 0 EVEREST RE GROUP LTD Common Stock G3223R108 2087 11398 SH SOLE 11398 0 0 ISHARES 3-7YR TREAS ETF ETP 464288661 1535 12521 SH SOLE 12521 0 0 VANGUARD REIT ETF ETP 922908553 1043 13076 SH SOLE 13076 0 0 VANGUARD TOTAL STOCK MKT ETP 922908769 1381 13244 SH SOLE 13244 0 0 ISHARES BARCLAYS MBS BOND ETP 464288588 1441 13383 SH SOLE 13383 0 0 VANGUARD TOTAL STOCK MKT ETP 922908769 1434 13748 SH SOLE 13748 0 0 NORTHROP GRUMMAN CORP Common Stock 666807102 2598 13761 SH SOLE 13761 0 0 LYONDELLBASELL INDU-CL A Common Stock N53745100 1214 13966 SH SOLE 13966 0 0 HESS CORP Common Stock 42809H107 683 14093 SH SOLE 14093 0 0 KIMBERLY-CLARK CORP Common Stock 494368103 1800 14141 SH SOLE 14141 0 0 PARTNERRE LTD Common Stock G6852T105 2007 14364 SH SOLE 14364 0 0 ISHARES GLOBAL TECH ETF ETP 464287291 1408 14416 SH SOLE 14416 0 0 ISHARES GLOBAL CONSUMER S ETP 464288737 1440 15449 SH SOLE 15449 0 0 ANTHEM INC Common Stock 036752103 2189 15696 SH SOLE 15696 0 0 WISDOMTREE EM SMALL CAP ETP 97717W281 551 15708 SH SOLE 15708 0 0 ISHARES GLOBAL CONSUMER D ETP 464288745 1406 15796 SH SOLE 15796 0 0 L-3 COMMUNICATIONS HOLDIN Common Stock 502424104 1923 16092 SH SOLE 16092 0 0 AMERIPRISE FINANCIAL INC Common Stock 03076C106 1725 16207 SH SOLE 16207 0 0 TARGET CORP Common Stock 87612E106 1216 16751 SH SOLE 16751 0 0 SPX CORP Common Stock 784635104 160 17194 SH SOLE 17194 0 0 CHUBB CORP Common Stock 171232101 2338 17629 SH SOLE 17629 0 0 SPDR BARCLAYS HIGH YIELD ETP 78464A417 608 17920 SH SOLE 17920 0 0 ISHARES 1-3 YEAR TREASURY ETP 464287457 1520 18021 SH SOLE 18021 0 0 VANGUARD-S/T CORP (ETF) ETP 92206C409 1453 18391 SH SOLE 18391 0 0 VANGUARD REIT ETF ETP 922908553 1485 18630 SH SOLE 18630 0 0 SPDR BARCLAYS TIPS ETF ETP 78464A656 1019 18648 SH SOLE 18648 0 0 VANGUARD GBL X US RE ETF ETP 922042676 956 18704 SH SOLE 18704 0 0 APPLE INC Common Stock 037833100 1997 18972 SH SOLE 18972 0 0 VANGUARD ST BOND ETF ETP 921937827 1524 19158 SH SOLE 19158 0 0 SPDR DB INTL GOV INFL-PRO ETP 78464A490 968 19188 SH SOLE 19188 0 0 ISHARES TR RUSS MCRP IDX ETP 464288869 1412 19582 SH SOLE 19582 0 0 HOME DEPOT INC Common Stock 437076102 2592 19601 SH SOLE 19601 0 0 TRAVELERS COS INC/THE Common Stock 89417E109 2265 20067 SH SOLE 20067 0 0 DOVER CORP Common Stock 260003108 1246 20322 SH SOLE 20322 0 0 ISHARES MSCI USA MOMENTUM ETP 46432F396 1500 20468 SH SOLE 20468 0 0 MANPOWERGROUP INC Common Stock 56418H100 1739 20628 SH SOLE 20628 0 0 RAYTHEON COMPANY Common Stock 755111507 2572 20654 SH SOLE 20654 0 0 SANDISK CORP Common Stock 80004C101 1570 20662 SH SOLE 20662 0 0 RELIANCE STEEL & ALUMINUM Common Stock 759509102 1205 20809 SH SOLE 20809 0 0 VANGUARD EMERG MKTS GOV B ETP 921946885 1544 20840 SH SOLE 20840 0 0 SANDERSON FARMS INC Common Stock 800013104 1662 21435 SH SOLE 21435 0 0 SPDR BARCLAYS INT CORP ETP 78464A151 663 21520 SH SOLE 21520 0 0 EXPRESS SCRIPTS HOLDING C Common Stock 30219G108 1976 22610 SH SOLE 22610 0 0 CVS HEALTH CORP Common Stock 126650100 2260 23112 SH SOLE 23112 0 0 CHILDREN'S PLACE INC/THE Common Stock 168905107 1302 23585 SH SOLE 23585 0 0 VALERO ENERGY CORP Common Stock 91913Y100 1681 23771 SH SOLE 23771 0 0 INGREDION INC Common Stock 457187102 2309 24093 SH SOLE 24093 0 0 ASSURANT INC Common Stock 04621X108 1962 24355 SH SOLE 24355 0 0 STATE STREET CORP Common Stock 857477103 1634 24621 SH SOLE 24621 0 0 ISHARES RESIDENTIAL REAL ETP 464288562 1567 24712 SH SOLE 24712 0 0 AFLAC INC Common Stock 001055102 1540 25717 SH SOLE 25717 0 0 METLIFE INC Common Stock 59156R108 1242 25763 SH SOLE 25763 0 0 LINCOLN NATIONAL CORP Common Stock 534187109 1332 26499 SH SOLE 26499 0 0 UNIVERSAL CORP/VA Common Stock 913456109 1519 27093 SH SOLE 27093 0 0 MARKET VECTORS INTL ETP 57061R205 610 27132 SH SOLE 27132 0 0 DR PEPPER SNAPPLE GROUP I Common Stock 26138E109 2547 27324 SH SOLE 27324 0 0 TECH DATA CORP Common Stock 878237106 1816 27356 SH SOLE 27356 0 0 CBS CORP-CLASS B NON VOTI Common Stock 124857202 1334 28296 SH SOLE 28296 0 0 JACOBS ENGINEERING GROUP Common Stock 469814107 1215 28973 SH SOLE 28973 0 0 AMERICAN INTERNATIONAL GR Common Stock 026874784 1820 29366 SH SOLE 29366 0 0 VANGUARD TOTAL INTL BOND ETP 92203J407 1561 29526 SH SOLE 29526 0 0 KOHLS CORP Common Stock 500255104 1417 29744 SH SOLE 29744 0 0 HOLLYFRONTIER CORP Common Stock 436106108 1196 29977 SH SOLE 29977 0 0 CAMBRIA FORGN SHRHLDR ETF ETP 132061300 601 29988 SH SOLE 29988 0 0 ALLSTATE CORP Common Stock 020002101 1909 30743 SH SOLE 30743 0 0 MACY'S INC Common Stock 55616P104 1089 31118 SH SOLE 31118 0 0 EMCOR GROUP INC Common Stock 29084Q100 1564 32549 SH SOLE 32549 0 0 CAMBRIA SHAREHOLDER YIELD ETP 132061201 953 32984 SH SOLE 32984 0 0 WESTERN REFINING INC Common Stock 959319104 1177 33033 SH SOLE 33033 0 0 MARATHON PETROLEUM CORP Common Stock 56585A102 1713 33048 SH SOLE 33048 0 0 VANGUARD TOTAL INTL BOND ETP 92203J407 1753 33152 SH SOLE 33152 0 0 LOWE'S COS INC Common Stock 548661107 2546 33480 SH SOLE 33480 0 0 INTERNATIONAL PAPER CO Common Stock 460146103 1274 33795 SH SOLE 33795 0 0 VANGUARD TOT BOND MKT ETF ETP 921937835 2748 34028 SH SOLE 34028 0 0 NATIONAL OILWELL VARCO IN Common Stock 637071101 1140 34041 SH SOLE 34041 0 0 DOW CHEMICAL CO/THE Common Stock 260543103 1788 34728 SH SOLE 34728 0 0 ASPEN INSURANCE HOLDINGS Common Stock G05384105 1680 34776 SH SOLE 34776 0 0 ALLIED WORLD ASSURANCE Common Stock H01531104 1295 34818 SH SOLE 34818 0 0 WHOLE FOODS MARKET INC Common Stock 966837106 1171 34966 SH SOLE 34966 0 0 ARCHER-DANIELS-MIDLAND CO Common Stock 039483102 1284 34992 SH SOLE 34992 0 0 HARTFORD FINANCIAL SVCS G Common Stock 416515104 1537 35358 SH SOLE 35358 0 0 VANGUARD FTSE DEV MKT ETF ETP 921943858 1300 35392 SH SOLE 35392 0 0 COCA-COLA ENTERPRISES Common Stock 19122T109 1771 35964 SH SOLE 35964 0 0 AVERY DENNISON CORP Common Stock 053611109 2255 35990 SH SOLE 35990 0 0 LPL FINANCIAL HOLDINGS IN Common Stock 50212V100 1537 36032 SH SOLE 36032 0 0 TEXAS INSTRUMENTS INC Common Stock 882508104 1995 36396 SH SOLE 36396 0 0 VOYA FINANCIAL INC Common Stock 929089100 1367 37043 SH SOLE 37043 0 0 DELTA AIR LINES INC Common Stock 247361702 1890 37284 SH SOLE 37284 0 0 DOMTAR CORP Common Stock 257559203 1392 37666 SH SOLE 37666 0 0 GAP INC/THE Common Stock 364760108 932 37719 SH SOLE 37719 0 0 AXIS CAPITAL HOLDINGS LTD Common Stock G0692U109 2157 38372 SH SOLE 38372 0 0 AGCO CORP Common Stock 001084102 1742 38376 SH SOLE 38376 0 0 BIG LOTS INC Common Stock 089302103 1514 39274 SH SOLE 39274 0 0 SIX FLAGS ENTERTAINMENT C Common Stock 83001A102 2188 39834 SH SOLE 39834 0 0 AVNET INC Common Stock 053807103 1781 41564 SH SOLE 41564 0 0 CVR ENERGY INC Common Stock 12662P108 1648 41883 SH SOLE 41883 0 0 LEGG MASON INC Common Stock 524901105 1660 42320 SH SOLE 42320 0 0 NETAPP INC Common Stock 64110D104 1173 44217 SH SOLE 44217 0 0 SUNTRUST BANKS INC Common Stock 867914103 1922 44855 SH SOLE 44855 0 0 CAMBRIA SHAREHOLDER YIELD ETP 132061201 1313 45440 SH SOLE 45440 0 0 COOPER TIRE & RUBBER Common Stock 216831107 1765 46635 SH SOLE 46635 0 0 TELUS CORP Common Stock 87971M103 1302 47096 SH SOLE 47096 0 0 EMC CORP/MA Common Stock 268648102 1212 47198 SH SOLE 47198 0 0 UNUM GROUP Common Stock 91529Y106 1607 48276 SH SOLE 48276 0 0 HP INC Common Stock 40434L105 585 49368 SH SOLE 49368 0 0 HEWLETT PACKARD ENTERPRIS Common Stock 42824C109 750 49368 SH SOLE 49368 0 0 PFIZER INC Common Stock 717081103 1630 50503 SH SOLE 50503 0 0 UNITED STATES COMM INDEX ETP 911717106 2060 50912 SH SOLE 50912 0 0 SOUTHWEST AIRLINES CO Common Stock 844741108 2215 51434 SH SOLE 51434 0 0 POWERSHARES EM MKT SOVR D ETP 73936T573 1414 51793 SH SOLE 51793 0 0 INTEL CORP Common Stock 458140100 1807 52465 SH SOLE 52465 0 0 CENTURYLINK INC Common Stock 156700106 1337 53157 SH SOLE 53157 0 0 PILGRIM'S PRIDE CORP Common Stock 72147K108 1204 54517 SH SOLE 54517 0 0 MARKET VECTORS EMER HY ETP 57061R403 1267 57288 SH SOLE 57288 0 0 VANGUARD EMERGING MKT ETF ETP 922042858 1936 59192 SH SOLE 59192 0 0 SYMANTEC CORP Common Stock 871503108 1244 59259 SH SOLE 59259 0 0 CASH AMERICA INTL INC Common Stock 14754D100 1838 61383 SH SOLE 61383 0 0 CHEMTURA CORP Common Stock 163893209 1691 61999 SH SOLE 61999 0 0 ASSURED GUARANTY Common Stock G0585R106 1709 64673 SH SOLE 64673 0 0 MARKET VECTORS EMER HY ETP 57061R403 1448 65470 SH SOLE 65470 0 0 CAMBRIA GLOBAL VALUE ETF ETP 132061409 1168 65925 SH SOLE 65925 0 0 MKT VECTORS EM LC BD ETF ETP 57060U522 1160 68224 SH SOLE 68224 0 0 AQR Managed Futures Strategy I Open-End Fund 00203H859 722 70936 SH SOLE 70936 0 0 JUNIPER NETWORKS INC Common Stock 48203R104 1974 71533 SH SOLE 71533 0 0 FIFTH THIRD BANCORP Common Stock 316773100 1550 77112 SH SOLE 77112 0 0 CORNING INC Common Stock 219350105 1427 78038 SH SOLE 78038 0 0 GUESS? INC Common Stock 401617105 1485 78672 SH SOLE 78672 0 0 PULTEGROUP INC Common Stock 745867101 1525 85574 SH SOLE 85574 0 0 BRIGGS & STRATTON Common Stock 109043109 1548 89459 SH SOLE 89459 0 0 CNO FINANCIAL GROUP INC Common Stock 12621E103 1741 91181 SH SOLE 91181 0 0 KEYCORP Common Stock 493267108 1479 112152 SH SOLE 112152 0 0 XEROX CORP Common Stock 984121103 1619 152275 SH SOLE 152275 0 0 PROSPECT CAPITAL CORP Common Stock 74348T102 1234 176786 SH SOLE 176786 0 0 ISHARES CORE U.S. AGGREGATE ETP 464287226 1542 14277 SH SOLE 14277 0 0 VANGUARD TOTAL BOND MARKET ETP 921937835 5625 69655 SH SOLE 69655 0 0 VANGUARD SHORT-TERM BOND ETF ETP 921937827 5172 65000 SH SOLE 65000 0 0 SPDR BARCLAYS INTL TREASURY ETP 78464A516 1079 20894 SH SOLE 20894 0 0 VANGUARD EXTENDED DUR TREAS ETP 921910709 579 5115 SH SOLE 5115 0 0 CURRENCYSHARES JAPANESE YEN ETP 23130A102 299 3708 SH SOLE 3708 0 0 ISHARES 7-10 YEAR TREASURY B ETP 464287440 939 8893 SH SOLE 8893 0 0 ISHARES IBOXX INVESTMENT GRA ETP 464287242 322 2826 SH SOLE 2826 0 0 POWERSHARES QQQ TRUST SERIES ETP 73935A104 661 5911 SH SOLE 5911 0 0 ISHARES 1-3 YEAR TREASURY BO ETP 464287457 5632 66767 SH SOLE 66767 0 0 ISHARES TIPS BOND ETF ETP 464287176 1146 10447 SH SOLE 10447 0 0 ISHARES 20+ YEAR TREASURY BO ETP 464287432 1184 9822 SH SOLE 9822 0 0 VANGUARD REIT ETF ETP 922908553 2932 36771 SH SOLE 36771 0 0 CONSUMER STAPLES SPDR ETP 81369Y308 503 9962 SH SOLE 9962 0 0 CONSUMER DISCRETIONARY SELT ETP 81369Y407 493 6313 SH SOLE 6313 0 0