Chief Executive Officer

0001398344-17-002109.txt : 20170214 0001398344-17-002109.hdr.sgml : 20170214 20170214172253 ACCESSION NUMBER: 0001398344-17-002109 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20161231 FILED AS OF DATE: 20170214 DATE AS OF CHANGE: 20170214 EFFECTIVENESS DATE: 20170214 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: 17610505 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 12-31-2016 12-31-2016 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 02-10-2017 0 165 240371 INFORMATION TABLE 2 fp0023960_13fhr-table.xml 13F INFORMATION TABLE 3M CO Common Stock 88579Y101 1211 6781 SH SOLE 6781 0 0 AES CORP Common Stock 00130H105 869 74767 SH SOLE 74767 0 0 AFLAC INC Common Stock 001055102 1343 19291 SH SOLE 19291 0 0 AGCO CORP Common Stock 001084102 1666 28791 SH SOLE 28791 0 0 ALCOA UPSTREAM CORP Common Stock 013872106 1382 49228 SH SOLE 49228 0 0 ALLIED WORLD ASSURANCE Common Stock H01531104 1403 26123 SH SOLE 26123 0 0 ALLSTATE CORP Common Stock 020002101 1743 23522 SH SOLE 23522 0 0 AMERICAN CAPITAL LTD Common Stock 02503Y103 1498 83591 SH SOLE 83591 0 0 AMERICAN EAGLE OUTFITTERS Common Stock 02553E106 1642 108211 SH SOLE 108211 0 0 AMERICAN FINANCIAL GROUP Common Stock 025932104 1111 12606 SH SOLE 12606 0 0 AMERICAN INTERNATIONAL GR Common Stock 026874784 1439 22033 SH SOLE 22033 0 0 AMERIPRISE FINANCIAL INC Common Stock 03076C106 1349 12157 SH SOLE 12157 0 0 APPLE INC Common Stock 037833100 1650 14246 SH SOLE 14246 0 0 ARCHER-DANIELS-MIDLAND CO Common Stock 039483102 358 7839 SH SOLE 7839 0 0 ASSURANT INC Common Stock 04621X108 1769 19055 SH SOLE 19055 0 0 ASSURED GUARANTY LTD Common Stock G0585R106 1833 48526 SH SOLE 48526 0 0 AVNET INC Common Stock 053807103 1485 31199 SH SOLE 31199 0 0 AXIS CAPITAL HOLDINGS LTD Common Stock G0692U109 1879 28787 SH SOLE 28787 0 0 BANK OF AMERICA CORP Common Stock 060505104 1395 63123 SH SOLE 63123 0 0 BEST BUY CO INC Common Stock 086516101 1174 27514 SH SOLE 27514 0 0 BIG LOTS INC Common Stock 089302103 1480 29472 SH SOLE 29472 0 0 CAMBRIA EMERG SHRHLDR YIE ETP 132061706 5481 206791 SH SOLE 206791 0 0 Cambria Foreign Shareholder Yield ETF Exchange Traded Product 132061300 4057 193565 SH SOLE 193565 0 0 CAMBRIA GLOBAL MOMENTUM ETF ETF 132061508 6039 260292 SH SOLE 260292 0 0 Cambria Global Value ETF Exchange Traded Product 132061409 5609 277677 SH SOLE 277677 0 0 CAMBRIA SHAREHOLDER YIELD ETP 132061201 4943 151955 SH SOLE 151955 0 0 CAMBRIA SOVEREIGN HIGH YI ETP 132061805 2490 94674 SH SOLE 94674 0 0 CAMBRIA VALUE AND MOMENTUM ETF ETF 132061888 1776 73629 SH SOLE 73629 0 0 CBS CORP-CLASS B NON VOTI Common Stock 124857202 1350 21222 SH SOLE 21222 0 0 CENTURYLINK INC Common Stock 156700106 283 11910 SH SOLE 11910 0 0 CHILDREN'S PLACE INC/THE Common Stock 168905107 1824 18069 SH SOLE 18069 0 0 CHUBB LTD Common Stock H1467J104 1089 8245 SH SOLE 8245 0 0 CNO FINANCIAL GROUP INC Common Stock 12621E103 1310 68400 SH SOLE 68400 0 0 COOPER TIRE & RUBBER Common Stock 216831107 1360 34997 SH SOLE 34997 0 0 CORNING INC Common Stock 219350105 1421 58544 SH SOLE 58544 0 0 CUMMINS INC Common Stock 231021106 1699 12431 SH SOLE 12431 0 0 CVR ENERGY INC Common Stock 12662P108 798 31437 SH SOLE 31437 0 0 CVS HEALTH CORP Common Stock 126650100 1368 17334 SH SOLE 17334 0 0 DELL TECHNOLOGIES INC-CL Tracking Stk 24703L103 217 3948 SH SOLE 3948 0 0 DELTA AIR LINES INC Common Stock 247361702 1376 27972 SH SOLE 27972 0 0 DOVER CORP Common Stock 260003108 1142 15246 SH SOLE 15246 0 0 DOW CHEMICAL CO/THE Common Stock 260543103 1491 26060 SH SOLE 26060 0 0 DR PEPPER SNAPPLE GROUP I Common Stock 26138E109 1858 20493 SH SOLE 20493 0 0 EATON CORP PLC Common Stock G29183103 1816 27065 SH SOLE 27065 0 0 Energy Select Sector SPDR Fund Exchange Traded Product 81369Y506 1062 14103 SH SOLE 14103 0 0 ETFS PHYSICAL SWISS GOLD SHARES ETF 26922Y105 247 2209 SH SOLE 2209 0 0 EVEREST RE GROUP LTD Common Stock G3223R108 1853 8563 SH SOLE 8563 0 0 EXPRESS SCRIPTS HOLDING C Common Stock 30219G108 1167 16967 SH SOLE 16967 0 0 FIFTH THIRD BANCORP Common Stock 316773100 1560 57834 SH SOLE 57834 0 0 Financial Select Sector SPDR Fund Exchange Traded Product 81369Y605 439 18869 SH SOLE 18869 0 0 FINISH LINE/THE - CL A Common Stock 317923100 805 42776 SH SOLE 42776 0 0 FLEXSHARES GLOBAL UPSTREA ETP 33939L407 2127 74232 SH SOLE 74232 0 0 FRANCESCAS HOLDINGS CORP Common Stock 351793104 1003 55621 SH SOLE 55621 0 0 GENERAL DYNAMICS CORP Common Stock 369550108 971 5624 SH SOLE 5624 0 0 Global X MSCI Greece ETF Exchange Traded Product 37950E366 779 100000 SH SOLE 100000 0 0 GREEN DOT CORP-CLASS A Common Stock 39304D102 1473 62535 SH SOLE 62535 0 0 GREENBRIER COMPANIES INC Common Stock 393657101 1269 30540 SH SOLE 30540 0 0 GUESS INC Common Stock 401617105 714 59016 SH SOLE 59016 0 0 HARTFORD FINANCIAL SVCS G Common Stock 416515104 1264 26528 SH SOLE 26528 0 0 HEWLETT PACKARD ENTERPRIS Common Stock 42824C109 857 37029 SH SOLE 37029 0 0 HOLLYFRONTIER CORP Common Stock 436106108 737 22497 SH SOLE 22497 0 0 HOME DEPOT INC Common Stock 437076102 1973 14713 SH SOLE 14713 0 0 HP INC Common Stock 40434L105 550 37029 SH SOLE 37029 0 0 HUNTSMAN CORP Common Stock 447011107 1303 68279 SH SOLE 68279 0 0 Industrial Select Sector SPDR Fund Exchange Traded Product 81369Y704 497 7981 SH SOLE 7981 0 0 iShares 1-3 Year Treasury Bond ETF Exchange Traded Product 464287457 1197 14172 SH SOLE 14172 0 0 ISHARES 20 YEAR TREASURY ETP 464287432 564 4738 SH SOLE 4738 0 0 iShares 7-10 Year Treasury Bond ETF Exchange Traded Product 464287440 1788 17058 SH SOLE 17058 0 0 iShares Core U.S. Aggregate Bond ETF Exchange Traded Product 464287226 1543 14277 SH SOLE 14277 0 0 ISHARES GLOBAL MATERIALS ETP 464288695 2152 39254 SH SOLE 39254 0 0 ISHARES GLOBAL TECH ETF ETP 464287291 1910 17384 SH SOLE 17384 0 0 iShares iBoxx $ Investment Grade Corporate Bond ETF Exchange Traded Product 464287242 855 7292 SH SOLE 7292 0 0 iShares Micro-Cap ETF Exchange Traded Product 464288869 2542 29617 SH SOLE 29617 0 0 ISHARES MORTGAGE REAL EST ETP 46435G342 1952 46418 SH SOLE 46418 0 0 iShares MSCI Australia ETF Exchange Traded Product 464286103 609 30122 SH SOLE 30122 0 0 iShares MSCI Austria Capped ETF Exchange Traded Product 464286202 664 40189 SH SOLE 40189 0 0 iShares MSCI Brazil Capped ETF Exchange Traded Product 464286400 838 25143 SH SOLE 25143 0 0 iShares MSCI EAFE Small-Cap ETF Exchange Traded Product 464288273 401 8039 SH SOLE 8039 0 0 iShares MSCI Italy Capped ETF Exchange Traded Product 46434G830 608 25116 SH SOLE 25116 0 0 iShares MSCI Spain Capped ETF Exchange Traded Product 464286764 588 22197 SH SOLE 22197 0 0 iShares MSCI Thailand Capped ETF Exchange Traded Product 464286624 596 8266 SH SOLE 8266 0 0 ISHARES MSCI USA MOMENTUM ETP 46432F396 1275 16813 SH SOLE 16813 0 0 ISHARES NATIONAL MUNI BOND ETF ETF 464288414 706 6526 SH SOLE 6526 0 0 ISHARES S&P GLBL ENERGY ETP 464287341 2257 64845 SH SOLE 64845 0 0 iShares TIPS Bond ETF Exchange Traded Product 464287176 1454 12850 SH SOLE 12850 0 0 JPMORGAN CHASE & CO Common Stock 46625H100 1090 12628 SH SOLE 12628 0 0 KOHLS CORP Common Stock 500255104 1102 22319 SH SOLE 22319 0 0 L-3 COMMUNICATIONS HOLDIN Common Stock 502424104 1836 12069 SH SOLE 12069 0 0 LEGG MASON INC Common Stock 524901105 950 31762 SH SOLE 31762 0 0 LEUCADIA NATIONAL CORP Common Stock 527288104 1090 46880 SH SOLE 46880 0 0 LINCOLN NATIONAL CORP Common Stock 534187109 1359 20503 SH SOLE 20503 0 0 LOWE'S COS INC Common Stock 548661107 1786 25110 SH SOLE 25110 0 0 LPL FINANCIAL HOLDINGS IN Common Stock 50212V100 684 19434 SH SOLE 19434 0 0 LYONDELLBASELL INDU-CL A Common Stock N53745100 899 10483 SH SOLE 10483 0 0 MACY'S INC Common Stock 55616P104 250 6972 SH SOLE 6972 0 0 MANPOWERGROUP INC Common Stock 56418H100 1375 15473 SH SOLE 15473 0 0 MEETME INC Common Stock 585141104 51 10379 SH SOLE 10379 0 0 MRC GLOBAL INC Common Stock 55345K103 1484 73266 SH SOLE 73266 0 0 MURPHY OIL CORP Common Stock 626717102 1218 39116 SH SOLE 39116 0 0 NABORS INDUSTRIES LTD Common Stock G6359F103 2284 139263 SH SOLE 139263 0 0 NETAPP INC Common Stock 64110D104 350 9927 SH SOLE 9927 0 0 NORTHROP GRUMMAN CORP Common Stock 666807102 2403 10332 SH SOLE 10332 0 0 NU SKIN ENTERPRISES INC - Common Stock 67018T105 1458 30513 SH SOLE 30513 0 0 O'REILLY AUTOMOTIVE INC Common Stock 67103H107 2296 8247 SH SOLE 8247 0 0 PACKAGING CORP OF AMERICA Common Stock 695156109 1762 20779 SH SOLE 20779 0 0 PARKER HANNIFIN CORP Common Stock 701094104 1811 12938 SH SOLE 12938 0 0 PILGRIM'S PRIDE CORP Common Stock 72147K108 777 40909 SH SOLE 40909 0 0 POWERSHARES BASE ETF ETP 73936B705 3749 251289 SH SOLE 251289 0 0 PowerShares DB Commodity Index Tracking Fund Exchange Traded Product 73935S105 1237 78107 SH SOLE 78107 0 0 PowerShares DB Energy Fund Exchange Traded Product 73936B101 1285 93176 SH SOLE 93176 0 0 POWERSHARES DB OPTIMUM YI ETP 73937V106 2087 120760 SH SOLE 120760 0 0 Powershares QQQ Trust Series 1 Exchange Traded Product 73935A104 653 5511 SH SOLE 5511 0 0 PROSPECT CAPITAL CORP Common Stock 74348T102 1107 132599 SH SOLE 132599 0 0 REGIONS FINANCIAL CORP Common Stock 7591EP100 1445 100648 SH SOLE 100648 0 0 RELIANCE STEEL & ALUMINUM Common Stock 759509102 1243 15625 SH SOLE 15625 0 0 SANMINA CORP Common Stock 801056102 1965 53626 SH SOLE 53626 0 0 SIX FLAGS ENTERTAINMENT C Common Stock 83001A102 1793 29897 SH SOLE 29897 0 0 SOUTHWEST AIRLINES CO Common Stock 844741108 1923 38582 SH SOLE 38582 0 0 SPDR BARCLAYS HIGH YIELD ETP 78464A417 2601 71365 SH SOLE 71365 0 0 SPDR BARCLAYS INT CORP ETP 78464A151 546 17674 SH SOLE 17674 0 0 SPDR BARCLAYS TIPS ETF ETP 78464A656 960 17083 SH SOLE 17083 0 0 SPDR Bloomberg Barclays International Treasury Bond ETF Exchange Traded Product 78464A516 1194 45940 SH SOLE 45940 0 0 SPDR DB INTL GOV INFL-PRO ETP 78464A490 820 15763 SH SOLE 15763 0 0 SUNTRUST BANKS INC Common Stock 867914103 1846 33653 SH SOLE 33653 0 0 SWIFT TRANSPORTATION CO Common Stock 87074U101 943 38712 SH SOLE 38712 0 0 SYMANTEC CORP Common Stock 871503108 1062 44463 SH SOLE 44463 0 0 SYNOVUS FINANCIAL CORP Common Stock 87161C501 1086 26443 SH SOLE 26443 0 0 TARGET CORP Common Stock 87612E106 908 12566 SH SOLE 12566 0 0 TEXAS INSTRUMENTS INC Common Stock 882508104 1992 27297 SH SOLE 27297 0 0 TIME WARNER INC Common Stock 887317303 449 4652 SH SOLE 4652 0 0 TRAVELERS COS INC/THE Common Stock 89417E109 1877 15329 SH SOLE 15329 0 0 TRINSEO SA Common Stock L9340P101 1105 18636 SH SOLE 18636 0 0 UNITED CONTINENTAL HOLDIN Common Stock 910047109 2248 30842 SH SOLE 30842 0 0 UNITED STATES COMMODITY INDEX FUND ETF 911717106 225 5618 SH SOLE 5618 0 0 UNUM GROUP Common Stock 91529Y106 1591 36207 SH SOLE 36207 0 0 US BANCORP Common Stock 902973304 1006 19591 SH SOLE 19591 0 0 Utilities Select Sector SPDR Fund Exchange Traded Product 81369Y886 301 6194 SH SOLE 6194 0 0 VALERO ENERGY CORP Common Stock 91913Y100 1218 17831 SH SOLE 17831 0 0 VANECK VECTORS EMERGING M ETP 92189F353 3109 129331 SH SOLE 129331 0 0 VANECK VECTORS INTERNATIO ETP 92189F445 531 22287 SH SOLE 22287 0 0 VanEck Vectors Russia ETF Exchange Traded Product 92189F403 1510 71138 SH SOLE 71138 0 0 VANGUARD EMERG MKTS GOV B ETP 921946885 1348 17384 SH SOLE 17384 0 0 VANGUARD EMERGING MKT ETF ETP 922042858 4030 111822 SH SOLE 111822 0 0 VANGUARD FTSE ALL WORLD ETP 922042718 551 5865 SH SOLE 5865 0 0 Vanguard FTSE All-World ex-US ETF Exchange Traded Product 922042775 397 8980 SH SOLE 8980 0 0 VANGUARD GBL X US RE ETF ETP 922042676 982 19801 SH SOLE 19801 0 0 Vanguard Mid-Cap ETF Exchange Traded Product 922908629 1877 14261 SH SOLE 14261 0 0 VANGUARD REIT ETF ETF 922908553 1136 13762 SH SOLE 13762 0 0 Vanguard Short-Term Bond ETF Exchange Traded Product 921937827 1804 22701 SH SOLE 22701 0 0 VANGUARD SMALL CAP ETF ETP 922908751 2440 18919 SH SOLE 18919 0 0 VANGUARD SMALL-CAP VALUE INDEX FUND ETF 922908611 2234 18460 SH SOLE 18460 0 0 VANGUARD TOT BOND MKT ETF ETP 921937835 5163 63903 SH SOLE 63903 0 0 VANGUARD TOTAL INTERNATIONAL BOND ETF ETF 92203J407 1856 34192 SH SOLE 34192 0 0 Vanguard Total Stock Market ETF Exchange Traded Product 922908769 2029 17598 SH SOLE 17598 0 0 VANGUARD-S/T CORP (ETF) ETP 92206C409 570 7176 SH SOLE 7176 0 0 VISTEON CORP Common Stock 92839U206 554 6896 SH SOLE 6896 0 0 VOYA FINANCIAL INC Common Stock 929089100 1090 27793 SH SOLE 27793 0 0 WAL-MART STORES INC Common Stock 931142103 1284 18576 SH SOLE 18576 0 0 WESTERN DIGITAL CORP Common Stock 958102105 252 3709 SH SOLE 3709 0 0 WHIRLPOOL CORP Common Stock 963320106 1491 8202 SH SOLE 8202 0 0 WHOLE FOODS MARKET INC Common Stock 966837106 807 26245 SH SOLE 26245 0 0 WisdomTree Brazilian Real Strategy Fund Exchange Traded Product 97717W240 455 26579 SH SOLE 26579 0 0 WISDOMTREE EM SMALL CAP ETP 97717W281 1816 46435 SH SOLE 46435 0 0 WISDOMTREE MANAGED FUTURES STRATEGY FUND ETF 97717W125 1502 36230 SH SOLE 36230 0 0 WORTHINGTON INDUSTRIES Common Stock 981811102 1151 24269 SH SOLE 24269 0 0