CIM

Cambria Investment Management Portfolio holdings

AUM $1.43B

This Quarter Return

-2.21%

1 Year Return

-2.06%

3 Year Return

+28.25%

5 Year Return

+175.17%

10 Year Return

+285.44%

AUM

$1.43B

AUM Growth

-$210M (-13%)

Cap. Flow

-$143M

Cap. Flow % of AUM

-9.96%

Top 10 Holdings %Top 10 Hldgs %

12.28%

Holding

484

New

Increased

Reduced

198

Closed

121

Top Buys

1	LKQ Corp LKQ	$11.1M
2	Treehouse Foods THS	$11M
3	Pfizer PFE	$10.7M
4	Cabot Corp CBT	$10.5M
5	ADT ADT	$10.5M

Top Sells

1	CNX Resources CNX	$21.5M
2	Brady Corp BRC	$15.9M
3	Cambria Micro and SmallCap Shareholder Yield ETF MYLD	$14.8M
4	Owens Corning OC	$13.9M
5	BERY Berry Global Group, Inc. BERY	$13.9M

Sector Composition

1	Consumer Discretionary	15.18%
2	Financials	14.21%
3	Industrials	10.46%
4	Materials	8.6%
5	Energy	7.23%

#	Name	Market Value	Portfolio Weight	Shares or Principal	Shares Change %	Capital Flow
126	126 Schwab US TIPS ETF SCHP $13.1B	$4.45M	0.31%	166,859 -330	-0.2%	-$8.81K
127	127 PBF Energy PBF $2.84B	$4.01M	0.28%	210,261 -21,384	-9%	-$408K
128	128 Kohl's KSS $1.17B	$3.69M	0.26%	450,668 -44,112	-9%	-$361K
129	129 Xerox XRX $654M	$3.57M	0.25%	739,947 -71,172	-9%	-$344K
130	130 Vanguard Total Stock Market ETF VTI $507B	$3.27M	0.23%	11,907 -1,212	-9%	-$333K
131	131 SPDR FTSE International Government Inflation-Protected Bond ETF WIP $382M	$3.21M	0.22%	85,831 -634	-0.7%	-$23.7K
132	132 WisdomTree Managed Futures Strategy Fund WTMF $161M	$2.55M	0.18%	72,931	–	–
133	133 Alpha Architect US Quantitative Momentum ETF QMOM $346M	$2.53M	0.18%	42,631 -1,184	-3%	-$70.3K
134	134 Vanguard Total International Bond ETF BNDX $67.5B	$2.45M	0.17%	50,309 -8,508	-14%	-$414K
135	135 Alpha Architect 1-3 Month Box ETF BOXX $6.99B	$2.2M	0.15%	19,692 -366	-2%	-$40.8K
136	136 VanEck Emerging Markets High Yield Bond ETF HYEM $404M	$2.08M	0.14%	106,243 -2,951	-3%	-$57.7K
137	137 Cambria Micro and SmallCap Shareholder Yield ETF MYLD $13.8M	$1.98M	0.14%	88,030 -658,468	-88%	-$14.8M
138	138 Vanguard Intermediate-Term Corporate Bond ETF VCIT $54.5B	$1.54M	0.11%	18,910 -525	-3%	-$42.8K
139	139 iShares National Muni Bond ETF MUB $38B	$1.35M	0.09%	12,685	–	–
140	140 Alpha Architect International Quantitative Momentum ETF IMOM $108M	$1.06M	0.07%	37,507 -1,041	-3%	-$29.4K
141	141 Vanguard Short-Term Corporate Bond ETF VCSH $34.3B	$1.05M	0.07%	13,340 -370	-3%	-$29.1K
142	142 VanEck International High Yield Bond ETF IHY $41.8M	$1.03M	0.07%	49,207 -1,366	-3%	-$28.5K
143	143 Vanguard Long-Term Treasury ETF VGLT $9.63B	$956K	0.07%	16,648 -462	-3%	-$26.5K
144	144 Hartford Financial Services HIG $34.5B	$794K	0.06%	6,420 -374	-6%	-$46.3K
145	145 Baker Hughes BKR $39.5B	$781K	0.05%	17,759 +10,262	+137%	+$451K
146	146 Pilgrim's Pride PPC $10.8B	$771K	0.05%	14,148 +5,066	+56%	+$276K
147	147 Yum China YUMC $17.6B	$755K	0.05%	14,507 +8,979	+162%	+$467K
148	VBIL 148 Vanguard 0-3 Month Treasury Bill ETF VBIL $1.88B	$749K	0.05%	+9,963	New	+$749K
149	149 Invesco S&P 500 Equal Weight ETF RSP $73.7B	$746K	0.05%	4,307 -438	-9%	-$75.9K
150	150 Philip Morris PM $281B	$736K	0.05%	4,634 -1,811	-28%	-$287K