0001144204-15-062152.txt : 20151102 0001144204-15-062152.hdr.sgml : 20151102 20151102144441 ACCESSION NUMBER: 0001144204-15-062152 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20150331 FILED AS OF DATE: 20151102 DATE AS OF CHANGE: 20151102 EFFECTIVENESS DATE: 20151102 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: 151190294 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 03-31-2015 03-31-2015 false Cambria Investment Management, L.P.

2321 Rosecrans Avenue Suite 4210 El Segundo CA 90245

13F HOLDINGS REPORT 028-17008 N Eric Richardson 310-683-5500 /s/ Eric Richardson El Segundo CA 10-30-2015 0 301 882339 INFORMATION TABLE 2 infotable.xml AFLAC INC Common Stock 001055102 2179 34047 SH SOLE 34047 0 0 AT&T INC Common Stock 00206R102 1948 59660 SH SOLE 59660 0 0 ALLSTATE CORP Common Stock 020002101 2898 40718 SH SOLE 40718 0 0 AMEREN CORPORATION Common Stock 023608102 2088 49478 SH SOLE 49478 0 0 AMERICAN INTERNATIONAL GR Common Stock 026874784 2131 38886 SH SOLE 38886 0 0 AMERIPRISE FINANCIAL INC Common Stock 03076C106 2807 21457 SH SOLE 21457 0 0 ANTHEM INC Common Stock 036752103 3207 20771 SH SOLE 20771 0 0 APPLE INC Common Stock 037833100 3127 25132 SH SOLE 25132 0 0 ARCHER-DANIELS-MIDLAND CO Common Stock 039483102 2196 46332 SH SOLE 46332 0 0 ASSURANT INC Common Stock 04621X108 1979 32230 SH SOLE 32230 0 0 ATLANTIC POWER CORP Common Stock 04878Q863 913 325000 SH SOLE 325000 0 0 AVERY DENNISON CORP Common Stock 053611109 2521 47645 SH SOLE 47645 0 0 WR BERKLEY CORP Common Stock 084423102 1318 26093 SH SOLE 26093 0 0 CBS CORP-CLASS B NON VOTI Common Stock 124857202 2272 37466 SH SOLE 37466 0 0 CIGNA CORP Common Stock 125509109 1687 13034 SH SOLE 13034 0 0 CIT GROUP INC Common Stock 125581801 2321 51439 SH SOLE 51439 0 0 CVS HEALTH CORP Common Stock 126650100 3158 30602 SH SOLE 30602 0 0 CA INC Common Stock 12673P105 2098 64350 SH SOLE 64350 0 0 CATO CORP-CLASS A Common Stock 149205106 1448 36576 SH SOLE 36576 0 0 CENTURYLINK INC Common Stock 156700106 2432 70377 SH SOLE 70377 0 0 CHEMED CORP Common Stock 16359R103 3272 27406 SH SOLE 27406 0 0 CHUBB CORP Common Stock 171232101 2359 23334 SH SOLE 23334 0 0 CLEARWATER PAPER CORP Common Stock 18538R103 2426 37145 SH SOLE 37145 0 0 COCA-COLA ENTERPRISES Common Stock 19122T109 2105 47619 SH SOLE 47619 0 0 COMERICA INC Common Stock 200340107 2130 47190 SH SOLE 47190 0 0 COMPUTER SCIENCES CORP Common Stock 205363104 2336 35786 SH SOLE 35786 0 0 CORNING INC Common Stock 219350105 2343 103308 SH SOLE 103308 0 0 DILLARDS INC-CL A Common Stock 254067101 2042 14955 SH SOLE 14955 0 0 DOW CHEMICAL CO/THE Common Stock 260543103 2207 45998 SH SOLE 45998 0 0 DR PEPPER SNAPPLE GROUP I Common Stock 26138E109 2839 36179 SH SOLE 36179 0 0 DU PONT (E.I.) DE NEMOURS Common Stock 263534109 2340 32747 SH SOLE 32747 0 0 EXPRESS SCRIPTS HOLDING C Common Stock 30219G108 2597 29925 SH SOLE 29925 0 0 FIFTH THIRD BANCORP Common Stock 316773100 1925 102102 SH SOLE 102102 0 0 FRONTIER COMMUNICATIONS C Common Stock 35906A108 2952 418676 SH SOLE 418676 0 0 GAP INC/THE Common Stock 364760108 2164 49934 SH SOLE 49934 0 0 GENERAL DYNAMICS CORP Common Stock 369550108 1344 9902 SH SOLE 9902 0 0 GENERAL MILLS INC Common Stock 370334104 2284 40349 SH SOLE 40349 0 0 HESS CORP Common Stock 42809H107 1265 18643 SH SOLE 18643 0 0 HEWLETT-PACKARD CO Common Stock 428236103 2037 65363 SH SOLE 65363 0 0 HOLLYFRONTIER CORP Common Stock 436106108 1599 39707 SH SOLE 39707 0 0 HOME DEPOT INC Common Stock 437076102 2951 25971 SH SOLE 25971 0 0 HUNTINGTON BANCSHARES INC Common Stock 446150104 2389 216170 SH SOLE 216170 0 0 INTEL CORP Common Stock 458140100 2172 69475 SH SOLE 69475 0 0 INTERNATIONAL PAPER CO Common Stock 460146103 2483 44750 SH SOLE 44750 0 0 JOY GLOBAL INC Common Stock 481165108 826 21088 SH SOLE 21088 0 0 JUNIPER NETWORKS INC Common Stock 48203R104 2138 94703 SH SOLE 94703 0 0 KEYCORP Common Stock 493267108 2103 148482 SH SOLE 148482 0 0 KIMBERLY-CLARK CORP Common Stock 494368103 2006 18726 SH SOLE 18726 0 0 KOHLS CORP Common Stock 500255104 3081 39369 SH SOLE 39369 0 0 LPL FINANCIAL HOLDINGS IN Common Stock 50212V100 2093 47722 SH SOLE 47722 0 0 L-3 COMMUNICATIONS HOLDIN Common Stock 502424104 2680 21307 SH SOLE 21307 0 0 LEGG MASON INC Common Stock 524901105 3093 56040 SH SOLE 56040 0 0 LEXMARK INTERNATIONAL INC Common Stock 529771107 2507 59202 SH SOLE 59202 0 0 LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 2477 84861 SH SOLE 84861 0 0 ELI LILLY & CO Common Stock 532457108 2740 37713 SH SOLE 37713 0 0 LOWE'S COS INC Common Stock 548661107 3298 44330 SH SOLE 44330 0 0 MACY'S INC Common Stock 55616P104 2674 41198 SH SOLE 41198 0 0 MAGNA INTERNATIONAL INC Common Stock 559222401 1743 32490 SH SOLE 32490 0 0 MARATHON PETROLEUM CORP Common Stock 56585A102 2240 21879 SH SOLE 21879 0 0 MEDIFAST INC Common Stock 58470H101 2542 84804 SH SOLE 84804 0 0 NETAPP INC Common Stock 64110D104 2077 58567 SH SOLE 58567 0 0 NEWELL RUBBERMAID INC Common Stock 651229106 1429 36587 SH SOLE 36587 0 0 NORTHROP GRUMMAN CORP Common Stock 666807102 2930 18206 SH SOLE 18206 0 0 NVIDIA CORP Common Stock 67066G104 2484 118730 SH SOLE 118730 0 0 O'REILLY AUTOMOTIVE INC Common Stock 67103H107 3145 14545 SH SOLE 14545 0 0 OMNICARE INC Common Stock 681904108 2603 33784 SH SOLE 33784 0 0 PPG INDUSTRIES INC Common Stock 693506107 2645 11726 SH SOLE 11726 0 0 PFIZER INC Common Stock 717081103 2326 66848 SH SOLE 66848 0 0 PHILLIPS 66 Common Stock 718546104 1141 14520 SH SOLE 14520 0 0 RAYTHEON COMPANY Common Stock 755111507 2987 27339 SH SOLE 27339 0 0 REYNOLDS AMERICAN INC Common Stock 761713106 2582 37466 SH SOLE 37466 0 0 SPX CORP Common Stock 784635104 1932 22759 SH SOLE 22759 0 0 SANDISK CORP Common Stock 80004C101 1740 27347 SH SOLE 27347 0 0 SIX FLAGS ENTERTAINMENT C Common Stock 83001A102 2554 52749 SH SOLE 52749 0 0 SOUTHWEST AIRLINES CO Common Stock 844741108 3017 68094 SH SOLE 68094 0 0 SPOK HOLDINGS INC Common Stock 84863T106 2511 130988 SH SOLE 130988 0 0 STATE STREET CORP Common Stock 857477103 2397 32601 SH SOLE 32601 0 0 TELUS CORP Common Stock 87971M103 2073 62356 SH SOLE 62356 0 0 TEXAS INSTRUMENTS INC Common Stock 882508104 2756 48191 SH SOLE 48191 0 0 3M CO Common Stock 88579Y101 1973 11963 SH SOLE 11963 0 0 TIME WARNER INC Common Stock 887317303 691 8186 SH SOLE 8186 0 0 TRAVELERS COS INC/THE Common Stock 89417E109 2874 26577 SH SOLE 26577 0 0 UNUM GROUP Common Stock 91529Y106 2156 63921 SH SOLE 63921 0 0 VISTEON CORP Common Stock 92839U206 1173 12166 SH SOLE 12166 0 0 VOYA FINANCIAL INC Common Stock 929089100 2114 49048 SH SOLE 49048 0 0 WENDY'S CO/THE Common Stock 95058W100 3022 277214 SH SOLE 277214 0 0 WESTERN DIGITAL CORP Common Stock 958102105 2677 29415 SH SOLE 29415 0 0 XEROX CORP Common Stock 984121103 2591 201625 SH SOLE 201625 0 0 ASPEN INSURANCE HOLDINGS Common Stock G05384105 2175 46046 SH SOLE 46046 0 0 AXIS CAPITAL HOLDINGS LTD Common Stock G0692U109 2620 50797 SH SOLE 50797 0 0 EVEREST RE GROUP LTD Common Stock G3223R108 2623 15073 SH SOLE 15073 0 0 INGERSOLL-RAND PLC Common Stock G47791101 1925 28274 SH SOLE 28274 0 0 MONTPELIER RE HOLDINGS Common Stock G62185106 2869 74638 SH SOLE 74638 0 0 PARTNERRE LTD Common Stock G6852T105 2174 19019 SH SOLE 19019 0 0 FLEXTRONICS INTL LTD Common Stock Y2573F102 2982 235237 SH SOLE 235237 0 0 CAMBRIA SHAREHOLDER YIELD ETF 132061201 2360 74214 SH SOLE 74214 0 0 ISHARES IBOXX INVESTMENT ETF 464287242 2324 19096 SH SOLE 19096 0 0 ISHARES GLOBAL TECH ETF ETF 464287291 2432 25110 SH SOLE 25110 0 0 ISHARES GLOBAL HEALTHCARE ETF 464287325 2477 22971 SH SOLE 22971 0 0 ISHARES 20+ YEAR TREASURY ETF 464287432 2488 19034 SH SOLE 19034 0 0 ISHARES GLOBAL INFRASTRUC ETF 464288372 2233 53351 SH SOLE 53351 0 0 ISHARES MORTGAGE REAL EST ETF 464288539 2165 185163 SH SOLE 185163 0 0 ISHARES RESIDENTIAL REAL ETF 464288562 2528 40672 SH SOLE 40672 0 0 ISHARES GLOBAL CONSUMER S ETF 464288737 2069 22592 SH SOLE 22592 0 0 ISHARES GLOBAL CONSUMER D ETF 464288745 1809 20000 SH SOLE 20000 0 0 POWERSHARES EM MKT SOVR D ETF 73936T573 2228 78399 SH SOLE 78399 0 0 VANGUARD EXTENDED DUR TRE ETF 921910709 2579 19871 SH SOLE 19871 0 0 VANGUARD TOTAL INTL BOND ETF 92203J407 2358 43586 SH SOLE 43586 0 0 VANGUARD REIT ETF ETF 922908553 2463 29295 SH SOLE 29295 0 0 VANGUARD MID-CAP ETF ETF 922908629 2534 19096 SH SOLE 19096 0 0 VANGUARD TOTAL STOCK MKT ETF 922908769 2384 22227 SH SOLE 22227 0 0 WISDOMTREE MGD FUTURES ST ETF 97717W125 2345 52948 SH SOLE 52948 0 0 CAMBRIA SHAREHOLDER YIELD ETF 132061201 824 25916 SH SOLE 25916 0 0 CAMBRIA FORGN SHRHLDR ETF ETF 132061300 536 23562 SH SOLE 23562 0 0 CAMBRIA GLOBAL VALUE ETF ETF 132061409 1028 51480 SH SOLE 51480 0 0 ISHARES IBOXX INVESTMENT ETF 464287242 841 6908 SH SOLE 6908 0 0 ISHARES 20+ YEAR TREASURY ETF 464287432 592 4532 SH SOLE 4532 0 0 ISHARES LEHMAN 7-10YR TRS ETF 464287440 847 7810 SH SOLE 7810 0 0 ISHARES MSCI USA MOMENTUM ETF 46432F396 1129 16082 SH SOLE 16082 0 0 MKT VECTORS EM LC BD ETF ETF 57060U522 990 49214 SH SOLE 49214 0 0 MARKET VECTORS INTL ETF 57061R205 513 21318 SH SOLE 21318 0 0 MARKET VECTORS EMER HY ETF 57061R403 1055 45012 SH SOLE 45012 0 0 SPDR BARCLAYS INT CORP ETF 78464A151 489 15708 SH SOLE 15708 0 0 SPDR BARCLAYS HIGH YIELD ETF 78464A417 552 14080 SH SOLE 14080 0 0 SPDR DB INTL GOV INFL-PRO ETF 78464A490 823 15078 SH SOLE 15078 0 0 SPDR BARCLAYS TIPS ETF ETF 78464A656 831 14652 SH SOLE 14652 0 0 UNITED STATES COMM INDEX ETF 911717106 1622 36102 SH SOLE 36102 0 0 VANGUARD ST BOND ETF ETF 921937827 551 6842 SH SOLE 6842 0 0 VANGUARD TOT BOND MKT ETF ETF 921937835 2221 26642 SH SOLE 26642 0 0 VANGUARD FTSE DEV MKT ETF ETF 921943858 1108 27808 SH SOLE 27808 0 0 VANGUARD EMERG MKTS GOV B ETF 921946885 1364 17534 SH SOLE 17534 0 0 VANGUARD TOTAL INTL BOND ETF 92203J407 1409 26048 SH SOLE 26048 0 0 VANGUARD GBL X US RE ETF ETF 922042676 827 14696 SH SOLE 14696 0 0 VANGUARD FTSE ALL WORLD ETF 922042718 557 5610 SH SOLE 5610 0 0 VANGUARD EMERGING MKT ETF ETF 922042858 1901 46508 SH SOLE 46508 0 0 VANGUARD-S/T CORP (ETF) ETF 92206C409 551 6864 SH SOLE 6864 0 0 VANGUARD REIT ETF ETF 922908553 864 10274 SH SOLE 10274 0 0 VANGUARD MID-CAP ETF ETF 922908629 1182 8910 SH SOLE 8910 0 0 VANGUARD TOTAL STOCK MKT ETF 922908769 1116 10406 SH SOLE 10406 0 0 WISDOMTREE EM SMALL CAP ETF 97717W281 546 12342 SH SOLE 12342 0 0 WISDOMTREE EMG MKTS EQ ETF 97717W315 259 6094 SH SOLE 6094 0 0 ACTAVIS PLC SHS G0083B108 4 13 SH SOLE 13 0 0 ADOBE SYSTEMS INC Common Stock 00724F101 4 49 SH SOLE 49 0 0 AUTODESK INC Common Stock 052769106 2 30 SH SOLE 30 0 0 AERCAP HOLDINGS NV SHS N00985106 3 79 SH SOLE 79 0 0 AGRIUM INC Common Stock 008916108 2 18 SH SOLE 18 0 0 AMERICAN INTERNATIONAL GROUP Common Stock 026874784 3 63 SH SOLE 63 0 0 ALASKA AIR GROUP INC Common Stock 011659109 4 64 SH SOLE 64 0 0 ALLEGION PLC ORD SHS G0176J109 2 32 SH SOLE 32 0 0 ALLY FINANCIAL INC Common Stock 02005N100 3 147 SH SOLE 147 0 0 ALNYLAM PHARMACEUTICALS INC Common Stock 02043Q107 2 18 SH SOLE 18 0 0 AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 2 135 SH SOLE 135 0 0 ANTERO RESOURCES CORP Common Stock 03674X106 2 47 SH SOLE 47 0 0 ASHLAND INC Common Stock 044209104 4 31 SH SOLE 31 0 0 ALIBABA GROUP HOLDING-SP ADR ADR 01609W102 2 22 SH SOLE 22 0 0 BAKER HUGHES INC Common Stock 057224107 2 30 SH SOLE 30 0 0 SOTHEBY'S Common Stock 835898107 4 88 SH SOLE 88 0 0 CBRE GROUP INC - A Common Stock 12504L109 4 105 SH SOLE 105 0 0 CROWN CASTLE INTL CORP REIT 22822V101 7 85 SH SOLE 85 0 0 CHURCHILL DOWNS INC Common Stock 171484108 4 35 SH SOLE 35 0 0 CHARTER COMMUNICATION-A Common Stock 16117M305 4 21 SH SOLE 21 0 0 CIMPRESS NV Common Stock N20146101 4 53 SH SOLE 53 0 0 COMMUNITY HEALTH SYSTEMS INC Common Stock 203668108 4 74 SH SOLE 74 0 0 DELTA AIR LINES INC Common Stock 247361702 4 78 SH SOLE 78 0 0 DIANA CONTAINERSHIPS INC Common Stock Y2069P101 2 838 SH SOLE 838 0 0 DOLLAR GENERAL CORP Common Stock 256677105 4 52 SH SOLE 52 0 0 MASONITE INTERNATIONAL CORP Common Stock 575385109 2 28 SH SOLE 28 0 0 DOW CHEMICAL CO/THE Common Stock 260543103 2 38 SH SOLE 38 0 0 DIANA SHIPPING INC Common Stock Y2066G104 2 271 SH SOLE 271 0 0 EBAY INC Common Stock 278642103 7 130 SH SOLE 130 0 0 ENDO INTERNATIONAL PLC SHS G30401106 2 22 SH SOLE 22 0 0 GLOBAL EAGLE ENTERTAINMENT I Common Stock 37951D102 2 145 SH SOLE 145 0 0 EQUINIX INC REIT 29444U700 7 30 SH SOLE 30 0 0 EXPRESS SCRIPTS HOLDING CO Common Stock 30219G108 4 43 SH SOLE 43 0 0 EXPEDIA INC Common Stock 30212P303 4 40 SH SOLE 40 0 0 FLEETCOR TECHNOLOGIES INC Common Stock 339041105 2 12 SH SOLE 12 0 0 TWENTY-FIRST CENTURY FOX - B Common Stock 90130A200 2 55 SH SOLE 55 0 0 FORWARD PHARMA A/S-ADR ADR 34986J105 2 79 SH SOLE 79 0 0 CURRENCYSHARES JAPANESE YEN ETP 23130A102 3 37 SH SOLE 37 0 0 CAMBRIA GLOBAL ASSET ALLOCAT ETP 132061607 2 100 SH SOLE 100 0 0 MARKET VECTORS GOLD MINERS ETP 57060U100 3 140 SH SOLE 140 0 0 GNC HOLDINGS INC-CL A Common Stock 36191G107 4 78 SH SOLE 78 0 0 GOOGLE INC-CL C Common Stock 02079K107 7 12 SH SOLE 12 0 0 GOODYEAR TIRE & RUBBER CO Common Stock 382550101 4 132 SH SOLE 132 0 0 CAMBRIA GLOBAL VALUE ETF ETP 132061409 18 900 SH SOLE 900 0 0 HCA HOLDINGS INC Common Stock 40412C101 8 102 SH SOLE 102 0 0 HD SUPPLY HOLDINGS INC Common Stock 40416M105 2 64 SH SOLE 64 0 0 HERTZ GLOBAL HOLDINGS INC Common Stock 42805T105 3 152 SH SOLE 152 0 0 INTERXION HOLDING NV Common Stock N47279109 2 59 SH SOLE 59 0 0 JPMORGAN CHASE & CO Common Stock 46625H100 2 32 SH SOLE 32 0 0 KERYX BIOPHARMACEUTICALS Common Stock 492515101 3 222 SH SOLE 222 0 0 KINDER MORGAN INC Common Stock 49456B101 4 86 SH SOLE 86 0 0 MARKET VECTORS COAL ETF ETP 57060U837 3 210 SH SOLE 210 0 0 LIBERTY GLOBAL PLC-SERIES C SHS Class C G5480U120 8 154 SH SOLE 154 0 0 CHENIERE ENERGY INC Common Stock 16411R208 4 46 SH SOLE 46 0 0 LPL FINANCIAL HOLDINGS INC Common Stock 50212V100 2 41 SH SOLE 41 0 0 SOUTHWEST AIRLINES CO Common Stock 844741108 4 89 SH SOLE 89 0 0 MONSANTO CO Common Stock 61166W101 3 29 SH SOLE 29 0 0 MELCO CROWN ENTERTAINME-ADR ADR 585464100 3 137 SH SOLE 137 0 0 MICROSOFT CORP Common Stock 594918104 3 71 SH SOLE 71 0 0 MOTOROLA SOLUTIONS INC Common Stock 620076307 4 53 SH SOLE 53 0 0 MICRON TECHNOLOGY INC Common Stock 595112103 3 104 SH SOLE 104 0 0 MEN'S WEARHOUSE INC/THE Common Stock 587118100 4 76 SH SOLE 76 0 0 NXP SEMICONDUCTORS NV Common Stock N6596X109 2 22 SH SOLE 22 0 0 ORBITZ WORLDWIDE INC Common Stock 68557K109 5 453 SH SOLE 453 0 0 PBF ENERGY INC-CLASS A Common Stock 69318G106 4 120 SH SOLE 120 0 0 PRICELINE GROUP INC/THE Common Stock 741503403 7 6 SH SOLE 6 0 0 PRIMERICA INC Common Stock 74164M108 3 67 SH SOLE 67 0 0 PHILLIPS 66 Common Stock 718546104 2 23 SH SOLE 23 0 0 PVH CORP Common Stock 693656100 2 17 SH SOLE 17 0 0 PIONEER NATURAL RESOURCES CO Common Stock 723787107 3 20 SH SOLE 20 0 0 QUALCOMM INC Common Stock 747525103 3 49 SH SOLE 49 0 0 MARKET VECTORS RARE EARTH/ST ETP 57061R536 3 120 SH SOLE 120 0 0 RANGE RESOURCES CORP Common Stock 75281A109 2 37 SH SOLE 37 0 0 RETAILMENOT INC Common Stock 76132B106 2 109 SH SOLE 109 0 0 SCHWAB (CHARLES) CORP Common Stock 808513105 7 243 SH SOLE 243 0 0 TENET HEALTHCARE CORP Common Stock 88033G407 4 73 SH SOLE 73 0 0 THERAVANCE INC Common Stock 88338T104 4 246 SH SOLE 246 0 0 TRIPADVISOR INC Common Stock 896945201 4 48 SH SOLE 48 0 0 UNITED CONTINENTAL HOLDINGS Common Stock 910047109 2 27 SH SOLE 27 0 0 GLOBAL X URANIUM ETF ETP 37950E275 3 270 SH SOLE 270 0 0 UTI WORLDWIDE INC ORD SHS G87210103 2 152 SH SOLE 152 0 0 VISA INC-CLASS A SHARES Common Stock 92826C839 4 56 SH SOLE 56 0 0 VERITIV CORP Common Stock 923454102 2 37 SH SOLE 37 0 0 VALEANT PHARMACEUTICALS INTE Common Stock 91911K102 5 24 SH SOLE 24 0 0 VIASAT INC Common Stock 92552V100 3 52 SH SOLE 52 0 0 VITAL THERAPIES INC Common Stock 92847R104 10 400 SH SOLE 400 0 0 WHIRLPOOL CORP Common Stock 963320106 2 9 SH SOLE 9 0 0 ADVANCED DRAINAGE SYSTEMS IN Common Stock 00790R104 2 71 SH SOLE 71 0 0 VCA INC Common Stock 918194101 4 75 SH SOLE 75 0 0 WILLIS GROUP HOLDINGS PLC SHS G96666105 4 81 SH SOLE 81 0 0 SPDR S&P METALS & MINING ETF ETP 78464A755 3 100 SH SOLE 100 0 0 ZYNGA INC - CL A Common Stock 98986T108 2 818 SH SOLE 818 0 0 ISHARES CORE U.S. AGGREGATE ETP 464287226 1591 14277 SH SOLE 14277 0 0 VANGUARD TOTAL BOND MARKET ETP 921937835 744 8924 SH SOLE 8924 0 0 VANGUARD SHORT-TERM BOND ETF ETP 921937827 753 9353 SH SOLE 9353 0 0 SPDR BARCLAYS INTL TREASURY ETP 78464A516 1110 20894 SH SOLE 20894 0 0 WISDOMTREE CHINESE YUAN STRA ETP 97717W182 158 6224 SH SOLE 6224 0 0 VANGUARD EXTENDED DUR TREAS ETP 921910709 604 4651 SH SOLE 4651 0 0 WISDOMTREE INDIA EARNINGS ETP 97717W422 625 27408 SH SOLE 27408 0 0 ISHARES MSCI HONG KONG ETF ETP 464286871 654 29836 SH SOLE 29836 0 0 ISHARES MSCI ITALY CAPPED ET ETP 464286855 233 15771 SH SOLE 15771 0 0 ISHARES MSCI BELGIUM CAPPED ETP 464286301 661 39149 SH SOLE 39149 0 0 ISHARES MSCI AUSTRIA CAPPED ETP 464286202 232 14726 SH SOLE 14726 0 0 ISHARES MSCI TAIWAN ETF ETP 464286731 666 42291 SH SOLE 42291 0 0 ISHARES CHINA LARGE-CAP ETF ETP 464287184 695 15656 SH SOLE 15656 0 0 ISHARES 7-10 YEAR TREASURY B ETP 464287440 964 8893 SH SOLE 8893 0 0 ISHARES MICRO-CAP ETF ETP 464288869 710 8978 SH SOLE 8978 0 0 ISHARES IBOXX INVESTMENT GRA ETP 464287242 1044 8579 SH SOLE 8579 0 0 POWERSHARES FTSE RAFI US 1K ETP 73935X583 774 8481 SH SOLE 8481 0 0 POWERSHARES FTSE RAFI US1500 ETP 73935X567 687 6601 SH SOLE 6601 0 0 POWERSHARES QQQ TRUST SERIES ETP 73935A104 849 8043 SH SOLE 8043 0 0 SPDR DJ INTERNATIONAL REAL E ETP 78463X863 2430 56095 SH SOLE 56095 0 0 ISHARES MSCI EAFE SMALL-CAP ETP 464288273 684 13831 SH SOLE 13831 0 0 ISHARES 1-3 YEAR TREASURY BO ETP 464287457 756 8907 SH SOLE 8907 0 0 ISHARES TIPS BOND ETF ETP 464287176 1187 10447 SH SOLE 10447 0 0 ISHARES 20+ YEAR TREASURY BO ETP 464287432 1242 9507 SH SOLE 9507 0 0 VANGUARD SMALL-CAP ETF ETP 922908751 698 5695 SH SOLE 5695 0 0 VANGUARD FTSE ALL-WORLD EX-U ETP 922042775 224 4602 SH SOLE 4602 0 0 VANGUARD REIT ETF ETP 922908553 3587 42541 SH SOLE 42541 0 0 VANGUARD GLBL EX-US REAL EST ETP 922042676 2475 43990 SH SOLE 43990 0 0 VANGUARD MID-CAP ETF ETP 922908629 729 5490 SH SOLE 5490 0 0 VANGUARD TOTAL STOCK MKT ETF ETP 922908769 684 6381 SH SOLE 6381 0 0 MATERIALS SELECT SECTOR SPDR ETP 81369Y100 499 10235 SH SOLE 10235 0 0 FINANCIAL SELECT SECTOR SPDR ETP 81369Y605 512 21223 SH SOLE 21223 0 0 TECHNOLOGY SELECT SECT SPDR ETP 81369Y803 518 12490 SH SOLE 12490 0 0 CONSUMER STAPLES SPDR ETP 81369Y308 496 10178 SH SOLE 10178 0 0 UTILITIES SELECT SECTOR SPDR ETP 81369Y886 300 6746 SH SOLE 6746 0 0 HEALTH CARE SELECT SECTOR ETP 81369Y209 514 7086 SH SOLE 7086 0 0 Cempra Inc Common Stock 15130J109 11 320 SH SOLE 320 0 0 Esperion Therapeutics Inc Common Stock 29664W105 15 163 SH SOLE 163 0 0 Qualcomm Inc Common Stock 747525103 10 141 SH SOLE 141 0 0 Tetraphase Pharmaceuticals Inc Common Stock 88165N105 9 250 SH SOLE 250 0 0 Varian Med Systems Inc Common Stock 92220P105 5 54 SH SOLE 54 0 0 Cambria ETF Tr Cambria Fgn Shr ETP 132061300 563 24774 SH SOLE 24774 0 0 Cambria ETF Tr Global Moment ETF ETP 132061508 0 5 SH SOLE 5 0 0 Cambria ETF Tr Shshld Yield ETF ETP 132061201 223 7005 SH SOLE 7005 0 0 Claymore ETF Trust 2 Beacon Global Timber ETP 18383Q879 66 2586 SH SOLE 2586 0 0 iShares Tr MSCI Small Cap ETP 464288273 65 1304 SH SOLE 1304 0 0 iShares Tr NAREIT Residential Plus Cap ETP 464288539 124 1995 SH SOLE 1995 0 0 iShares Tr Russell Microcap Index ETP 464288869 67 842 SH SOLE 842 0 0 SPDR Index Funds DJ Intl Real Estate ETF ETP 78463X863 104 2400 SH SOLE 2400 0 0 Vanguard Global ex-US Real Estate ETF ETP 922042676 410 7289 SH SOLE 7289 0 0 Vanguard Index Funds Mid Cap ETF ETP 922908629 68 511 SH SOLE 511 0 0 Vanguard Index Funds REIT ETF ETP 922908553 634 7522 SH SOLE 7522 0 0 Vanguard Index Funds Small Cap ETF ETP 922908751 294 2400 SH SOLE 2400 0 0 Vanguard Index Funds Value ETF ETP 922908744 63 757 SH SOLE 757 0 0 Vanguard Intl Equity Index Fund All World ex-US ETP 922042775 63 1286 SH SOLE 1286 0 0 Vanguard Whitehall Funds Inc High Div Yield ETP 921946406 83 1222 SH SOLE 1222 0 0 WisdomTree Futre Strat Fund ETP 97717W125 2 41 SH SOLE 41 0 0 iShares Tr Barclays 20+ Yr ETP 464287432 81 620 SH SOLE 620 0 0 iShares Tr Barclays 3-7 Yr ETP 464288661 283 2280 SH SOLE 2280 0 0 iShares Tr Barclays TIPS Bond ETP 464287176 251 2212 SH SOLE 2212 0 0 PowerShares Global ETF Trust Sovereign Debt ETP 73936T573 91 3193 SH SOLE 3193 0 0 PowerShares Senior Ln Port ETP 73936Q769 87 3630 SH SOLE 3630 0 0 SPDR Series Trust Barclays Cap TIPS ETP 78464A656 44 774 SH SOLE 774 0 0 SPDR Series Trust Barclays Yield ETF ETP 78464A417 71 1811 SH SOLE 1811 0 0 SPDR Series Trust DB Intl Govt Infl Prot Bond ETF ETP 78464A490 2 44 SH SOLE 44 0 0 Vanguard Bond Index Fund Inc Total Bond Mkt ETP 921937835 696 8344 SH SOLE 8344 0 0 Vanguard Charlotte Funds Intl Bond Index ETF ETP 92203J407 179 3306 SH SOLE 3306 0 0 AQR Managed Futures Strategy I Open-End Fund 00203H859 559653 48497 SH SOLE 48497 0 0