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CIM

Cambria Investment Management Portfolio holdings

AUM $1.79B
1-Year Est. Return 28.1%
This Fund
S&P 500
This Quarter Est. Return
-13.73%
1 Year Est. Return
+28.1%
3 Year Est. Return
+61.71%
5 Year Est. Return
+94.15%
10 Year Est. Return
+385.8%
AUM
$267M
AUM Growth
-$112M
Cap. Flow
-$43.2M
Cap. Flow %
-16.18%
Top 10 Hldgs %
36.46%
Holding
210
New
32
Increased
25
Reduced
107
Closed
40

Top Buys

Rank Stock Value
1
BSV icon
Vanguard Short-Term Bond ETF
BSV
+$13.7M
2
IEF icon
iShares 7-10 Year Treasury Bond ETF
IEF
+$5.57M
3
IEI icon
iShares 3-7 Year Treasury Bond ETF
IEI
+$5.56M
4
SPIP icon
State Street SPDR Portfolio TIPS ETF
SPIP
+$5.48M
5
SCHP icon
Schwab US TIPS ETF
SCHP
+$5.16M

Top Sells

Rank Stock Value
1
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
+$7.53M
2
REZ icon
iShares Residential and Multisector Real Estate ETF
REZ
+$7.37M
3
PCY icon
Invesco Emerging Markets Sovereign Debt ETF
PCY
+$7.35M
4
IGF icon
iShares Global Infrastructure ETF
IGF
+$7.24M
5
KXI icon
iShares Global Consumer Staples ETF
KXI
+$7.05M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 4.86%
2 Financials 3.87%
3 Technology 3.32%
4 Industrials 3.15%
5 Materials 2.24%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
VNQI icon
26
Vanguard Global ex-US Real Estate ETF
VNQI
$3.51B
$2.45M 0.92%
57,070
-2,297
-4% -$124K
VGLT icon
27
Vanguard Long-Term Treasury ETF
VGLT
$10.3B
$2.41M 0.9%
23,836
-7,648
-24% -$699K
WIP icon
28
State Street SPDR FTSE International Government Inflation-Protected Bond ETF
WIP
$473M
$2.33M 0.87%
47,869
-2,400
-5% -$128K
VTI icon
29
Vanguard Morningstar Total Stock Market ETF
VTI
$689B
$2.18M 0.81%
16,889
-1,689
-9% -$261K
HYEM icon
30
VanEck Emerging Markets High Yield Bond ETF
HYEM
$527M
$1.92M 0.72%
95,994
-8,928
-9% -$203K
VCIT icon
31
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$67.5B
$1.7M 0.64%
19,484
-1,812
-9% -$165K
STMP
32
DELISTED
Stamps.com, Inc.
STMP
$1.65M 0.62%
12,655
-3,660
-22% -$384K
AAVM
33
EA Series Trust Alpha Architect Global Factor Equity ETF
AAVM
$26.9M
$1.56M 0.58%
75,416
-3,300
-4% -$77.8K
MUB icon
34
iShares National Muni Bond ETF
MUB
$45.8B
$1.54M 0.58%
13,615
-4,702
-26% -$537K
JPMF
35
DELISTED
JPMorgan Managed Futures Strategy ETF
JPMF
$1.53M 0.57%
72,648
+2,018
+3% +$45.7K
SCHH icon
36
Schwab US REIT ETF
SCHH
$11.1B
$1.35M 0.51%
82,526
-7,672
-9% -$164K
VNQ icon
37
Vanguard Real Estate ETF
VNQ
$38.3B
$1.24M 0.47%
17,801
-77,330
-81% -$6.79M
TECD
38
DELISTED
Tech Data Corp
TECD
$1.22M 0.46%
9,293
-1,903
-17% -$264K
VCSH icon
39
Vanguard Short-Term Corporate Bond ETF
VCSH
$45B
$1.09M 0.41%
13,782
-1,280
-8% -$103K
SHV icon
40
iShares 0-1 Year Treasury Bond ETF
SHV
$20.6B
$1.08M 0.4%
9,736
-895
-8% -$99.1K
BIIB icon
41
Biogen
BIIB
$30.1B
$1.07M 0.4%
3,385
-491
-13% -$149K
CRUS icon
42
Cirrus Logic
CRUS
$6.11B
$1.01M 0.38%
15,321
-3,663
-19% -$271K
WERN icon
43
Werner Enterprises
WERN
$2.18B
$994K 0.37%
27,394
-4,070
-13% -$146K
IHY icon
44
VanEck International High Yield Bond ETF
IHY
$43.3M
$973K 0.36%
45,784
-4,258
-9% -$102K
AAPL icon
45
Apple
AAPL
$4.45T
$962K 0.36%
15,128
-3,608
-19% -$265K
IMOM icon
46
Alpha Architect International Quantitative Momentum ETF
IMOM
$158M
$947K 0.35%
45,748
-4,252
-9% -$106K
MCK icon
47
McKesson
MCK
$105B
$900K 0.34%
6,650
-931
-12% -$136K
QRVO icon
48
Qorvo
QRVO
$8.53B
$898K 0.34%
11,143
-2,662
-19% -$266K
INTC icon
49
Intel
INTC
$493B
$876K 0.33%
16,192
-3,872
-19% -$229K
MU icon
50
Micron Technology
MU
$981B
$809K 0.3%
19,244
-4,048
-17% -$210K
1
2
3 4 5

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Cambria Investment Management's Q1 2020 Portfolio in Review

As of Q1 2020, Cambria Investment Management held 210 positions worth $267M, down 29% from $379M the previous quarter. Its ten largest holdings account for 36% of the portfolio.

Cambria Investment Management withdrew a net $43.2M in Q1 2020, closing 40 positions and reducing 107 holdings. Its most notable exit was iShares iBoxx $ Investment Grade Corporate Bond ETF, an estimated $7.53M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 4.9% of assets, down from 7.5% a quarter earlier, followed by Financials and Technology.

Against the trend, Cambria Investment Management opened a new position in Vanguard Short-Term Bond ETF worth $13.8M.

  • Cambria Investment Management's largest Q1 2020 buy was Vanguard Short-Term Bond ETF: 168,285 shares worth $13.8M.
  • Cambria Investment Management added most to Schwab US TIPS ETF in Q1 2020, an estimated $5.16M increase.
  • Cambria Investment Management's biggest Q1 2020 reduction was Vanguard Real Estate ETF, cutting an estimated $6.79M.
  • Cambria Investment Management fully exited iShares iBoxx $ Investment Grade Corporate Bond ETF in Q1 2020, selling an estimated $7.53M.
  • Cambria Investment Management's ten largest holdings make up 36% of its $267M portfolio in Q1 2020.
  • Cambria Investment Management opened 32 new positions and closed 40 in Q1 2020.
  • Cambria Investment Management's portfolio value fell 29% quarter-over-quarter to $267M.

Based on Cambria Investment Management's 13F filing for Q1 2020, filed 15 May 2020.