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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
-2.55%
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
$925M
AUM Growth
+$154M
Cap. Flow
+$196M
Cap. Flow %
21.17%
Top 10 Hldgs %
22.75%
Holding
284
New
23
Increased
193
Reduced
23
Closed
36

Top Buys

Rank Stock Value
1
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$26.2M
2
SCHP icon
Schwab US TIPS ETF
SCHP
+$19.4M
3
VAMO icon
Cambria Value and Momentum ETF
VAMO
+$16M
4
IEF icon
iShares 7-10 Year Treasury Bond ETF
IEF
+$14.2M
5
FMF icon
First Trust Managed Futures Strategy Fund
FMF
+$12.5M

Top Sells

Rank Stock Value
1
GUNR icon
FlexShares Global Upstream Natural Resources Index Fund
GUNR
+$8.31M
2
HP icon
Helmerich & Payne
HP
+$8.21M
3
JXI icon
iShares Global Utilities ETF
JXI
+$7.19M
4
IGF icon
iShares Global Infrastructure ETF
IGF
+$7.11M
5
ICOL
iShares MSCI Colombia ETF
ICOL
+$6.93M

Sector Composition

Rank Sector Weight
1 Financials 14.68%
2 Consumer Discretionary 13.64%
3 Energy 9.25%
4 Materials 8.83%
5 Industrials 5.08%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
QMOM icon
126
Alpha Architect US Quantitative Momentum ETF
QMOM
$450M
$1.73M 0.19%
39,200
– –
HYEM icon
127
VanEck Emerging Markets High Yield Bond ETF
HYEM
$527M
$1.6M 0.17%
94,848
– –
VGLT icon
128
Vanguard Long-Term Treasury ETF
VGLT
$10.3B
$1.57M 0.17%
24,992
– –
MUB icon
129
iShares National Muni Bond ETF
MUB
$45.9B
$1.37M 0.15%
13,341
+2,754
+26% +$293K
UNM icon
130
Unum
UNM
$14.4B
$1.31M 0.14%
33,728
-139,212
-80% -$5.09M
VCIT icon
131
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$67.6B
$1.27M 0.14%
16,800
– –
METC icon
132
Ramaco Resources Class A
METC
$679M
$1.26M 0.14%
141,098
+115,413
+449% +$1.19M
STZ icon
133
Constellation Brands
STZ
$22.8B
$1.23M 0.13%
5,358
-2,682
-33% -$654K
CMC icon
134
Commercial Metals
CMC
$7.92B
$1.21M 0.13%
34,048
+24,388
+252% +$941K
SIGA icon
135
SIGA Technologies
SIGA
$204M
$1.18M 0.13%
114,048
+87,973
+337% +$1.41M
NRG icon
136
NRG Energy
NRG
$25.4B
$1.17M 0.13%
30,656
+21,871
+249% +$872K
WLK icon
137
Westlake Corp
WLK
$10B
$1.17M 0.13%
13,504
+9,969
+282% +$956K
TRV icon
138
Travelers Companies
TRV
$77.9B
$1.17M 0.13%
7,616
+5,551
+269% +$902K
Y
139
DELISTED
Alleghany Corp
Y
$1.13M 0.12%
1,344
+959
+249% +$804K
AVT icon
140
Avnet
AVT
$8.05B
$1.11M 0.12%
30,656
+22,711
+286% +$977K
MTDR icon
141
Matador Resources
MTDR
$6.46B
$1.05M 0.11%
21,504
+9,744
+83% +$526K
TIP icon
142
iShares TIPS Bond ETF
TIP
$14.7B
$1M 0.11%
9,548
+1,860
+24% +$211K
JAZZ icon
143
Jazz Pharmaceuticals
JAZZ
$16.3B
$947K 0.1%
7,106
-374
-5% -$56.9K
VCSH icon
144
Vanguard Short-Term Corporate Bond ETF
VCSH
$45B
$887K 0.1%
11,936
– –
EOG icon
145
EOG Resources
EOG
$74.5B
$858K 0.09%
7,680
+3,480
+83% +$391K
PR
146
Permian Resources
PR
$17.9B
$846K 0.09%
124,352
+56,347
+83% +$389K
ARCB icon
147
ArcBest
ARCB
$3.17B
$843K 0.09%
11,584
+5,249
+83% +$422K
MTUS icon
148
Metallus
MTUS
$885M
$831K 0.09%
55,424
+25,114
+83% +$419K
IHY icon
149
VanEck International High Yield Bond ETF
IHY
$43.2M
$794K 0.09%
44,096
– –
CNR
150
Core Natural Resources Inc
CNR
$4.64B
$782K 0.08%
12,160
+5,510
+83% +$349K
4 5
6
7 8

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Cambria Investment Management's Q3 2022 Portfolio in Review

As of Q3 2022, Cambria Investment Management held 284 positions worth $925M, up 20% from $771M the previous quarter. Its ten largest holdings account for 23% of the portfolio.

Cambria Investment Management deployed $196M of net new capital in Q3 2022, opening 23 new positions and adding to 193 existing holdings. Its largest new stake was iShares 1-3 Year Treasury Bond ETF: 317,918 shares worth $25.8M.

By sector, the portfolio is most concentrated in Financials at 15% of assets, down from 17% a quarter earlier, followed by Consumer Discretionary and Energy.

On the sell side, the largest reduction was Dillards, an estimated $6.04M trimmed.

  • Cambria Investment Management's largest Q3 2022 buy was iShares 1-3 Year Treasury Bond ETF: 317,918 shares worth $25.8M.
  • Cambria Investment Management added most to Schwab US TIPS ETF in Q3 2022, an estimated $19.4M increase.
  • Cambria Investment Management's biggest Q3 2022 reduction was Dillards, cutting an estimated $6.04M.
  • Cambria Investment Management fully exited FlexShares Global Upstream Natural Resources Index Fund in Q3 2022, selling an estimated $8.31M.
  • Cambria Investment Management's ten largest holdings make up 23% of its $925M portfolio in Q3 2022.
  • Cambria Investment Management opened 23 new positions and closed 36 in Q3 2022.
  • Cambria Investment Management's portfolio value rose 20% quarter-over-quarter to $925M.

Based on Cambria Investment Management's 13F filing for Q3 2022, filed 8 Nov 2022.