Chief Executive Officer

0001398344-17-014728.txt : 20171115 0001398344-17-014728.hdr.sgml : 20171115 20171115093554 ACCESSION NUMBER: 0001398344-17-014728 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170930 FILED AS OF DATE: 20171115 DATE AS OF CHANGE: 20171115 EFFECTIVENESS DATE: 20171115 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: 171204035 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 09-30-2017 09-30-2017 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 11-14-2017 0 212 649550 INFORMATION TABLE 2 fp0029203_13fhr-table.xml 13F INFORMATION TABLE 3M CO COM Stock 88579Y101 5089 24245 SH SOLE 24245 0 0 ABBOTT LABS COM Stock 002824100 6220 116558 SH SOLE 116558 0 0 ACCENTURE PLC IRELAND SHS CLASS A Stock G1151C101 5979 44268 SH SOLE 44268 0 0 ADVANCED ENERGY INDUSTRIE Common Stock 007973100 302 3744 SH SOLE 3744 0 0 AES CORP Common Stock 00130H105 795 72144 SH SOLE 72144 0 0 AETNA INC Common Stock 00817Y108 957 6019 SH SOLE 6019 0 0 AFLAC INC COM Stock 001055102 7291 89576 SH SOLE 89576 0 0 AIR PRODS & CHEMS INC COM Stock 009158106 5766 38129 SH SOLE 38129 0 0 ALCOA UPSTREAM CORP Common Stock 013872106 2004 42991 SH SOLE 42991 0 0 ALLSTATE CORP Common Stock 020002101 1806 19655 SH SOLE 19655 0 0 ALTRIA GROUP INC COM Stock 02209S103 4637 73121 SH SOLE 73121 0 0 AMERICAN EAGLE OUTFITTERS Common Stock 02553E106 1318 92180 SH SOLE 92180 0 0 AMERICAN EXPRESS CO Common Stock 025816109 1135 12547 SH SOLE 12547 0 0 AMERICAN FINANCIAL GROUP Common Stock 025932104 1175 11361 SH SOLE 11361 0 0 AMERICAN INTERNATIONAL GR Common Stock 026874784 1152 18769 SH SOLE 18769 0 0 AMERIPRISE FINANCIAL INC Common Stock 03076C106 1538 10357 SH SOLE 10357 0 0 AMGEN INC COM Stock 031162100 5350 28696 SH SOLE 28696 0 0 APPLE INC COM Stock 037833100 6956 45134 SH SOLE 45134 0 0 APPLIED MATERIALS INC Common Stock 038222105 1323 25400 SH SOLE 25400 0 0 ARCHER-DANIELS-MIDLAND CO Common Stock 039483102 473 11138 SH SOLE 11138 0 0 ASSURANT INC Common Stock 04621X108 1487 15569 SH SOLE 15569 0 0 ASSURED GUARANTY LTD Common Stock G0585R106 1561 41339 SH SOLE 41339 0 0 AT&T INC COM Stock 00206R102 5589 142677 SH SOLE 142677 0 0 AXIS CAPITAL HOLDINGS LTD Common Stock G0692U109 1406 24527 SH SOLE 24527 0 0 BANCORP INC/THE Common Stock 05969A105 91 10975 SH SOLE 10975 0 0 BANK OF AMERICA CORP Common Stock 060505104 1457 57510 SH SOLE 57510 0 0 BEST BUY CO INC Common Stock 086516101 1375 24145 SH SOLE 24145 0 0 BOEING CO/THE Common Stock 097023105 2122 8347 SH SOLE 8347 0 0 BOINGO WIRELESS INC Common Stock 09739C102 256 11992 SH SOLE 11992 0 0 BRINK'S CO/THE Common Stock 109696104 277 3288 SH SOLE 3288 0 0 BROADRIDGE FINL SOLUTIONS INC COM Stock 11133T103 6018 74461 SH SOLE 74461 0 0 CALATLANTIC GROUP INC Common Stock 128195104 892 24357 SH SOLE 24357 0 0 CAMBRIA EMERGING SHAREHOLDER YIELD ETF ETF 132061706 13777 408577 SH SOLE 408577 0 0 CAMBRIA FOREIGN SHAREHOLDER YIELD ETF ETF 132061300 6931 271661 SH SOLE 271661 0 0 CAMBRIA GLOBAL MOMENTUM ETF ETF 132061508 20024 755055 SH SOLE 755055 0 0 CAMBRIA GLOBAL VALUE ETF ETF 132061409 15307 606713 SH SOLE 606713 0 0 CAMBRIA SHAREHOLDER YIELD ETF ETF 132061201 4222 118892 SH SOLE 118892 0 0 CAMBRIA SOVEREIGN HIGH YIELD BOND ETF ETF 132061805 1950 68553 SH SOLE 68553 0 0 CAMBRIA TAIL RISK ETF ETF 132061862 259 11000 SH SOLE 11000 0 0 CAMBRIA VALUE AND MOMENTUM ETF ETF 132061888 4367 176662 SH SOLE 176662 0 0 CAREER EDUCATION CORP Common Stock 141665109 113 10919 SH SOLE 10919 0 0 CARNIVAL CORP Common Stock 143658300 820 12696 SH SOLE 12696 0 0 CBS CORP-CLASS B NON VOTI Common Stock 124857202 1049 18078 SH SOLE 18078 0 0 CENTURYLINK INC Common Stock 156700106 347 18382 SH SOLE 18382 0 0 CHEVRON CORP NEW COM Stock 166764100 5956 50690 SH SOLE 50690 0 0 CHILDREN'S PLACE INC/THE Common Stock 168905107 1781 15072 SH SOLE 15072 0 0 CISCO SYS INC COM Stock 17275R102 5229 155483 SH SOLE 155483 0 0 CLOROX CO DEL COM Stock 189054109 578 4384 SH SOLE 4384 0 0 CME GROUP INC Common Stock 12572Q105 6139 45250 SH SOLE 45250 0 0 CNO FINANCIAL GROUP INC Common Stock 12621E103 1360 58272 SH SOLE 58272 0 0 COCA COLA CO COM Stock 191216100 536 11913 SH SOLE 11913 0 0 COOPER TIRE & RUBBER Common Stock 216831107 1115 29814 SH SOLE 29814 0 0 CORNING INC Common Stock 219350105 1492 49869 SH SOLE 49869 0 0 CUMMINS INC COM Stock 231021106 7066 42050 SH SOLE 42050 0 0 CVR ENERGY INC Common Stock 12662P108 815 31484 SH SOLE 31484 0 0 CVS HEALTH CORP Common Stock 126650100 1201 14766 SH SOLE 14766 0 0 DELTA AIR LINES INC Common Stock 247361702 1149 23832 SH SOLE 23832 0 0 DIAGEO PLC-SPONSORED ADR ADR 25243Q205 4583 34688 SH SOLE 34688 0 0 DILLARDS INC-CL A Common Stock 254067101 361 6445 SH SOLE 6445 0 0 DR PEPPER SNAPPLE GROUP I Common Stock 26138E109 1544 17457 SH SOLE 17457 0 0 EASTMAN CHEMICAL CO Common Stock 277432100 962 10626 SH SOLE 10626 0 0 EATON CORP PLC Common Stock G29183103 1771 23057 SH SOLE 23057 0 0 EATON VANCE CORP COM NON VTG Stock 278265103 6021 121963 SH SOLE 121963 0 0 EMERSON ELECTRIC CO Common Stock 291011104 5890 93735 SH SOLE 93735 0 0 ENTERGY CORP NEW COM Stock 29364G103 532 6971 SH SOLE 6971 0 0 ETFS PHYSICAL SWISS GOLD SHARES ETF 26922Y105 1019 8219 SH SOLE 8219 0 0 EVEREST RE GROUP LTD Common Stock G3223R108 1665 7292 SH SOLE 7292 0 0 EVERSOURCE ENERGY COM Stock 30040W108 573 9473 SH SOLE 9473 0 0 EXPRESS SCRIPTS HOLDING C Common Stock 30219G108 916 14459 SH SOLE 14459 0 0 EXXON MOBIL CORP COM Stock 30231G102 5539 67562 SH SOLE 67562 0 0 FACTSET RESH SYS INC COM Stock 303075105 5368 29805 SH SOLE 29805 0 0 FIFTH THIRD BANCORP Common Stock 316773100 1378 49266 SH SOLE 49266 0 0 FINISH LINE/THE - CL A Common Stock 317923100 519 43149 SH SOLE 43149 0 0 GAP INC/THE Common Stock 364760108 1133 38364 SH SOLE 38364 0 0 GATX CORP Common Stock 361448103 1023 16626 SH SOLE 16626 0 0 GENERAL DYNAMICS CORP COM Stock 369550108 6222 30267 SH SOLE 30267 0 0 GENERAL MLS INC COM Stock 370334104 452 8724 SH SOLE 8724 0 0 GENUINE PARTS CO COM Stock 372460105 5702 59616 SH SOLE 59616 0 0 GREEN DOT CORP-CLASS A Common Stock 39304D102 2690 54250 SH SOLE 54250 0 0 GREENBRIER COMPANIES INC Common Stock 393657101 1288 26745 SH SOLE 26745 0 0 GROUP 1 AUTOMOTIVE INC Common Stock 398905109 981 13536 SH SOLE 13536 0 0 GUESS INC Common Stock 401617105 1097 64437 SH SOLE 64437 0 0 H&R BLOCK INC Common Stock 093671105 921 34775 SH SOLE 34775 0 0 HARRIS CORP DEL COM Stock 413875105 6629 50342 SH SOLE 50342 0 0 HARTFORD FINANCIAL SVCS G Common Stock 416515104 1252 22593 SH SOLE 22593 0 0 HERSHEY CO COM Stock 427866108 5740 52579 SH SOLE 52579 0 0 HOME DEPOT INC Common Stock 437076102 2049 12530 SH SOLE 12530 0 0 HONEYWELL INTL INC COM Stock 438516106 699 4932 SH SOLE 4932 0 0 HP INC Common Stock 40434L105 928 46502 SH SOLE 46502 0 0 HUNTINGTON INGALLS INDUST Common Stock 446413106 941 4154 SH SOLE 4154 0 0 HUNTSMAN CORP Common Stock 447011107 1663 60640 SH SOLE 60640 0 0 ILLINOIS TOOL WORKS Common Stock 452308109 5990 40486 SH SOLE 40486 0 0 INGERSOLL-RAND PLC Common Stock G47791101 940 10541 SH SOLE 10541 0 0 INTEL CORP Common Stock 458140100 5922 155514 SH SOLE 155514 0 0 INTREPID POTASH INC Common Stock 46121Y102 93 21310 SH SOLE 21310 0 0 ISHARES 20 YEAR TREASURY BOND ETF ETF 464287432 6974 55898 SH SOLE 55898 0 0 ISHARES GLOBAL FINANCIALS ETP 464287333 4720 70750 SH SOLE 70750 0 0 ISHARES GLOBAL INFRASTRUC ETP 464288372 3721 82218 SH SOLE 82218 0 0 ISHARES GLOBAL MATERIALS ETP 464288695 5047 77186 SH SOLE 77186 0 0 ISHARES GLOBAL TECH ETF ETP 464287291 4865 34175 SH SOLE 34175 0 0 ISHARES GLOBAL UTILITIES ETP 464288711 4088 80640 SH SOLE 80640 0 0 ISHARES IBOXX INVESTMENT ETP 464287242 1273 10503 SH SOLE 10503 0 0 ISHARES LEHMAN 7-10YR TRS ETP 464287440 1248 11715 SH SOLE 11715 0 0 ISHARES MICRO-CAP ETF ETP 464288869 4011 42468 SH SOLE 42468 0 0 ISHARES MORTGAGE REAL EST ETP 46435G342 4276 91281 SH SOLE 91281 0 0 ISHARES MSCI EAFE ETF ETF 464287465 10901 159178 SH SOLE 159178 0 0 ISHARES MSCI USA MOMENTUM ETP 46432F396 2308 24123 SH SOLE 24123 0 0 ISHARES NATIONAL MUNI BOND ETF ETF 464288414 2114 19068 SH SOLE 19068 0 0 ISHARES RUSSELL 2000 ETF ETF 464287655 16325 110171 SH SOLE 110171 0 0 ISHARES U.S. REAL ESTATE ETF ETF 464287739 11062 138479 SH SOLE 138479 0 0 JOHNSON & JOHNSON Common Stock 478160104 5016 38578 SH SOLE 38578 0 0 JPMORGAN CHASE & CO COM Stock 46625H100 7237 75775 SH SOLE 75775 0 0 KELLOGG CO Common Stock 487836108 512 8216 SH SOLE 8216 0 0 KIMBERLY-CLARK CORP Common Stock 494368103 5313 45150 SH SOLE 45150 0 0 KOHLS CORP Common Stock 500255104 965 21145 SH SOLE 21145 0 0 LANTHEUS HOLDINGS INC Common Stock 516544103 198 11114 SH SOLE 11114 0 0 LEAR CORP Common Stock 521865204 1216 7026 SH SOLE 7026 0 0 LEUCADIA NATIONAL CORP Common Stock 527288104 1008 39933 SH SOLE 39933 0 0 LILLY ELI & CO COM Stock 532457108 5894 68905 SH SOLE 68905 0 0 LINCOLN NATIONAL CORP Common Stock 534187109 1318 17935 SH SOLE 17935 0 0 LOCKHEED MARTIN CORP COM Stock 539830109 5478 17654 SH SOLE 17654 0 0 LOWE'S COS INC Common Stock 548661107 1710 21390 SH SOLE 21390 0 0 LYONDELLBASELL INDU-CL A Common Stock N53745100 885 8935 SH SOLE 8935 0 0 MACY'S INC Common Stock 55616P104 297 13621 SH SOLE 13621 0 0 MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP Stock 559080106 5515 77616 SH SOLE 77616 0 0 MANPOWERGROUP INC Common Stock 56418H100 1643 13948 SH SOLE 13948 0 0 MCDONALDS CORP COM Stock 580135101 5860 37403 SH SOLE 37403 0 0 MCKESSON CORP Common Stock 58155Q103 774 5037 SH SOLE 5037 0 0 MERCK & CO. INC. Common Stock 58933Y105 5053 78920 SH SOLE 78920 0 0 METLIFE INC Common Stock 59156R108 839 16146 SH SOLE 16146 0 0 MICROSOFT CORP COM Stock 594918104 6004 80606 SH SOLE 80606 0 0 MRC GLOBAL INC Common Stock 55345K103 1131 64637 SH SOLE 64637 0 0 MURPHY OIL CORP Common Stock 626717102 885 33321 SH SOLE 33321 0 0 NETAPP INC Common Stock 64110D104 598 13659 SH SOLE 13659 0 0 NEXTERA ENERGY INC COM Stock 65339F101 5834 39811 SH SOLE 39811 0 0 NORFOLK SOUTHERN CORP COM Stock 655844108 6326 47840 SH SOLE 47840 0 0 NORTHROP GRUMMAN CORP Common Stock 666807102 2531 8797 SH SOLE 8797 0 0 NU SKIN ENTERPRISES INC - Common Stock 67018T105 1598 25990 SH SOLE 25990 0 0 OCCIDENTAL PETROLEUM CORP Common Stock 674599105 5612 87403 SH SOLE 87403 0 0 OFFICE DEPOT INC Common Stock 676220106 744 163806 SH SOLE 163806 0 0 ORACLE CORP COM Stock 68389X105 4568 94480 SH SOLE 94480 0 0 O'REILLY AUTOMOTIVE INC Common Stock 67103H107 1513 7024 SH SOLE 7024 0 0 PACKAGING CORP OF AMERICA Common Stock 695156109 2029 17695 SH SOLE 17695 0 0 PARKER HANNIFIN CORP Common Stock 701094104 1928 11018 SH SOLE 11018 0 0 PAYCHEX INC Common Stock 704326107 5651 94248 SH SOLE 94248 0 0 PEPSICO INC Common Stock 713448108 5652 50723 SH SOLE 50723 0 0 PNC FINANCIAL SERVICES GR Common Stock 693475105 1106 8209 SH SOLE 8209 0 0 POLARIS INDS INC COM Stock 731068102 587 5612 SH SOLE 5612 0 0 POWERSHARES BASE ETF ETP 73936B705 5624 310520 SH SOLE 310520 0 0 POWERSHARES DB OPTIMUM YIELD DIVERSIFIED COMMODITY STRATEGY PORTFOLIO ETF 73937V106 3279 194570 SH SOLE 194570 0 0 PROCTER & GAMBLE CO/THE Common Stock 742718109 5816 63928 SH SOLE 63928 0 0 REALOGY HOLDINGS CORP Common Stock 75605Y106 882 26772 SH SOLE 26772 0 0 ROBERT HALF INTL INC Common Stock 770323103 896 17802 SH SOLE 17802 0 0 SANMINA CORP Common Stock 801056102 1755 47248 SH SOLE 47248 0 0 SCANA CORP Common Stock 80589M102 434 8958 SH SOLE 8958 0 0 SIX FLAGS ENTERTAINMENT C Common Stock 83001A102 1552 25470 SH SOLE 25470 0 0 SMUCKER J M CO COM NEW Stock 832696405 447 4256 SH SOLE 4256 0 0 SOUTHERN CO/THE Common Stock 842587107 5565 113239 SH SOLE 113239 0 0 SOUTHWEST AIRLINES CO Common Stock 844741108 1840 32870 SH SOLE 32870 0 0 SPDR BARCLAYS HIGH YIELD ETP 78464A417 788 21120 SH SOLE 21120 0 0 SPDR BARCLAYS INT CORP ETP 78464A151 876 25354 SH SOLE 25354 0 0 SPDR BLOOMBERG BARCLAYS TIPS ETF ETF 78464A656 1324 23479 SH SOLE 23479 0 0 SPDR DB INTL GOV INFL-PRO ETP 78464A490 1296 22613 SH SOLE 22613 0 0 SPDR GOLD SHARES ETF 78463V107 12995 106884 SH SOLE 106884 0 0 SPDR S&P 500 ETF ETF 78462F103 8036 31985 SH SOLE 31985 0 0 SPIRIT AEROSYSTEMS HOLD-C Common Stock 848574109 1164 14973 SH SOLE 14973 0 0 STARBUCKS CORP Common Stock 855244109 4651 86597 SH SOLE 86597 0 0 STATE STREET CORP Common Stock 857477103 923 9660 SH SOLE 9660 0 0 STEEL DYNAMICS INC Common Stock 858119100 938 27219 SH SOLE 27219 0 0 STURM RUGER & CO INC Common Stock 864159108 649 12558 SH SOLE 12558 0 0 SUNTRUST BANKS INC Common Stock 867914103 1714 28673 SH SOLE 28673 0 0 SYNOVUS FINANCIAL CORP Common Stock 87161C501 1038 22531 SH SOLE 22531 0 0 SYSCO CORP COM Stock 871829107 5669 105070 SH SOLE 105070 0 0 TARGET CORP Common Stock 87612E106 1123 19038 SH SOLE 19038 0 0 TEXAS INSTRUMENTS INC Common Stock 882508104 2084 23253 SH SOLE 23253 0 0 TRAVELERS COS INC/THE Common Stock 89417E109 1573 12840 SH SOLE 12840 0 0 TRINSEO SA Common Stock L9340P101 1156 17225 SH SOLE 17225 0 0 UNITED CONTINENTAL HOLDIN Common Stock 910047109 1599 26271 SH SOLE 26271 0 0 UNITED PARCEL SERVICE INC CL B Stock 911312106 629 5240 SH SOLE 5240 0 0 UNITED TECHNOLOGIES CORP COM Stock 913017109 5679 48921 SH SOLE 48921 0 0 UNITEDHEALTH GROUP INC COM Stock 91324P102 5293 27028 SH SOLE 27028 0 0 UNUM GROUP Common Stock 91529Y106 1577 30843 SH SOLE 30843 0 0 US BANCORP DEL COM NEW Stock 902973304 6733 125643 SH SOLE 125643 0 0 VALERO ENERGY CORP Common Stock 91913Y100 1169 15191 SH SOLE 15191 0 0 VANECK VECTORS EMERGING M ETP 92189F353 1676 67518 SH SOLE 67518 0 0 VANECK VECTORS INTERNATIO ETP 92189F445 824 31977 SH SOLE 31977 0 0 VANECK VECTORS J.P. MORGAN EM LOCAL CURRENCY BOND ETF ETF 92189F494 557 29022 SH SOLE 29022 0 0 VANGUARD EMERGING MARKETS GOVERNMENT BOND ETF ETF 921946885 2010 24772 SH SOLE 24772 0 0 VANGUARD FTSE ALL WORLD ETP 922042718 5190 45159 SH SOLE 45159 0 0 VANGUARD FTSE DEVELOPED MARKETS ETF ETF 921943858 6584 151675 SH SOLE 151675 0 0 VANGUARD FTSE EMERGING MARKETS ETF ETF 922042858 6187 142006 SH SOLE 142006 0 0 VANGUARD GLOBAL EX-U.S. REAL ESTATE INDEX ETF 922042676 2383 40112 SH SOLE 40112 0 0 VANGUARD MID-CAP ETF ETP 922908629 1965 13365 SH SOLE 13365 0 0 VANGUARD REIT ETF ETF 922908553 2277 27406 SH SOLE 27406 0 0 VANGUARD ST BOND ETF ETP 921937827 819 10263 SH SOLE 10263 0 0 VANGUARD TOTAL BOND MARKET INDEX FUND ETF 921937835 6549 79908 SH SOLE 79908 0 0 VANGUARD TOTAL INTERNATIONAL BOND ETF ETF 92203J407 2382 43642 SH SOLE 43642 0 0 VANGUARD TOTAL STOCK MARKET INDEX FUND ETF 922908769 2272 17538 SH SOLE 17538 0 0 VANGUARD VALUE INDEX FUND ETF 922908744 287 2879 SH SOLE 2879 0 0 VANGUARD-S/T CORP (ETF) ETP 92206C409 825 10296 SH SOLE 10296 0 0 VERIZON COMMUNICATIONS INC COM Stock 92343V104 506 10219 SH SOLE 10219 0 0 VISTEON CORP Common Stock 92839U206 918 7421 SH SOLE 7421 0 0 WABASH NATIONAL CORP Common Stock 929566107 1208 52949 SH SOLE 52949 0 0 WAL-MART STORES INC COM Stock 931142103 6288 80470 SH SOLE 80470 0 0 WASTE MANAGEMENT INC Common Stock 94106L109 6029 77029 SH SOLE 77029 0 0 WELLS FARGO CO NEW COM Stock 949746101 5754 104331 SH SOLE 104331 0 0 WHIRLPOOL CORP Common Stock 963320106 1289 6987 SH SOLE 6987 0 0 WISDOMTREE EM SMALL CAP ETP 97717W281 4609 93995 SH SOLE 93995 0 0 WISDOMTREE MANAGED FUTURES STRATEGY FUND ETF 97717W125 4539 117048 SH SOLE 117048 0 0 WISDOMTREE U.S. LARGECAP VALUE FUND ETF 97717W547 476 6271 SH SOLE 6271 0 0 WORTHINGTON INDUSTRIES Common Stock 981811102 951 20670 SH SOLE 20670 0 0 XEROX CORP Common Stock 984121608 1084 32563 SH SOLE 32563 0 0