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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
BND icon
1
Vanguard Total Bond Market
BND
$157B
$14.2M 5.32%
166,623
+45,822
+38% +$3.89M
GMOM icon
2
Cambria Global Momentum ETF
GMOM
$71.1M
$14.1M 5.27%
618,308
-68,911
-10% -$1.71M
BSV icon
3
Vanguard Short-Term Bond ETF
BSV
$44.6B
$13.8M 5.17%
+168,285
New +$13.7M
FAIL
4
DELISTED
Cambria Global Tail Risk ETF
FAIL
$13.1M 4.92%
576,588
+182,961
+46% +$4.45M
SCHP icon
5
Schwab US TIPS ETF
SCHP
$16.3B
$8M 2.99%
278,134
+180,388
+185% +$5.16M
TLT icon
6
iShares 20+ Year Treasury Bond ETF
TLT
$41.6B
$7.4M 2.77%
44,848
-8,873
-17% -$1.32M
BLV icon
7
Vanguard Long-Term Bond ETF
BLV
$5.73B
$7.06M 2.64%
66,130
-4,891
-7% -$511K
DBP icon
8
Invesco DB Precious Metals Fund
DBP
$249M
$6.73M 2.52%
165,256
-15,554
-9% -$658K
EYLD icon
9
Cambria Emerging Shareholder Yield ETF
EYLD
$871M
$6.53M 2.44%
289,207
-207,821
-42% -$6M
VAMO icon
10
Cambria Value and Momentum ETF
VAMO
$108M
$6.43M 2.41%
391,300
+79,121
+25% +$1.51M
GVAL icon
11
Cambria Global Value ETF
GVAL
$594M
$6.42M 2.4%
416,460
+39,193
+10% +$821K
VGIT icon
12
Vanguard Intermediate-Term Treasury ETF
VGIT
$41.6B
$6.38M 2.39%
90,412
-1,598
-2% -$108K
TAIL icon
13
Cambria Tail Risk ETF
TAIL
$146M
$6.36M 2.38%
266,570
+244,270
+1,095% +$5.13M
IXJ icon
14
iShares Global Healthcare ETF
IXJ
$4.14B
$6.2M 2.32%
101,722
-9,332
-8% -$615K
IXN icon
15
iShares Global Tech ETF
IXN
$8.74B
$6.03M 2.26%
198,300
-18,666
-9% -$645K
IEF icon
16
iShares 7-10 Year Treasury Bond ETF
IEF
$47.2B
$5.88M 2.2%
+48,371
New +$5.57M
SYLD icon
17
Cambria Shareholder Yield ETF
SYLD
$1.01B
$5.8M 2.17%
230,444
-144,957
-39% -$5.08M
IEI icon
18
iShares 3-7 Year Treasury Bond ETF
IEI
$17.7B
$5.75M 2.15%
+43,116
New +$5.56M
JXI icon
19
iShares Global Utilities ETF
JXI
$309M
$5.53M 2.07%
109,233
-9,581
-8% -$555K
SPIP icon
20
State Street SPDR Portfolio TIPS ETF
SPIP
$999M
$5.51M 2.06%
+189,762
New +$5.48M
WTMF icon
21
WisdomTree Managed Futures Strategy Fund
WTMF
$247M
$5.13M 1.92%
141,616
-11,769
-8% -$425K
PDBC icon
22
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$6.3B
$4.52M 1.69%
382,626
-19,539
-5% -$284K
FYLD icon
23
Cambria Foreign Shareholder Yield ETF
FYLD
$713M
$4.24M 1.58%
260,490
-262,292
-50% -$5.61M
BNDX icon
24
Vanguard Total International Bond ETF
BNDX
$82.1B
$2.79M 1.04%
49,585
-4,802
-9% -$274K
QMOM icon
25
Alpha Architect US Quantitative Momentum ETF
QMOM
$434M
$2.48M 0.93%
+95,556
New +$3.06M
1
2 3 4 5

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RHJA
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GC
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EFS
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OAM
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UF
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BCMIO
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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.