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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
+16.39%
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
$270M
AUM Growth
+$2.49M
Cap. Flow
-$27.9M
Cap. Flow %
-10.34%
Top 10 Hldgs %
33.71%
Holding
194
New
24
Increased
20
Reduced
131
Closed
18

Top Buys

Rank Stock Value
1
MBB icon
iShares MBS ETF
MBB
+$7.43M
2
ICOL
iShares MSCI Colombia ETF
ICOL
+$7.33M
3
RING icon
iShares MSCI Global Gold Miners ETF
RING
+$6.39M
4
RS icon
Reliance Steel & Aluminium
RS
+$661K
5
SNDR icon
Schneider National
SNDR
+$644K

Top Sells

Rank Stock Value
1
BSV icon
Vanguard Short-Term Bond ETF
BSV
+$13.8M
2
JXI icon
iShares Global Utilities ETF
JXI
+$5.53M
3
JPMF
JPMorgan Managed Futures Strategy ETF
JPMF
+$1.53M
4
FAIL
Cambria Global Tail Risk ETF
FAIL
+$1.4M
5
IXN icon
iShares Global Tech ETF
IXN
+$1.39M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 4.94%
2 Financials 3.61%
3 Industrials 3.41%
4 Technology 2.84%
5 Energy 2.81%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
GMOM icon
1
Cambria Global Momentum ETF
GMOM
$70.5M
$13.9M 5.15%
588,634
-29,674
-5% -$686K
BND icon
2
Vanguard Total Bond Market
BND
$157B
$13.6M 5.02%
153,434
-13,189
-8% -$1.15M
FAIL
3
DELISTED
Cambria Global Tail Risk ETF
FAIL
$12.8M 4.73%
517,370
-59,218
-10% -$1.4M
ICOL
4
DELISTED
iShares MSCI Colombia ETF
ICOL
$7.44M 2.76%
+901,700
New +$7.33M
SYLD icon
5
Cambria Shareholder Yield ETF
SYLD
$1B
$7.44M 2.76%
230,859
+415
+0.2% +$12.4K
MBB icon
6
iShares MBS ETF
MBB
$38.8B
$7.43M 2.75%
+67,114
New +$7.43M
SCHP icon
7
Schwab US TIPS ETF
SCHP
$16.2B
$7.43M 2.75%
247,556
-30,578
-11% -$906K
RING icon
8
iShares MSCI Global Gold Miners ETF
RING
$2.16B
$7.08M 2.62%
+234,386
New +$6.39M
DBP icon
9
Invesco DB Precious Metals Fund
DBP
$237M
$6.98M 2.59%
145,864
-19,392
-12% -$877K
EYLD icon
10
Cambria Emerging Shareholder Yield ETF
EYLD
$852M
$6.97M 2.58%
259,312
-29,895
-10% -$762K
GVAL icon
11
Cambria Global Value ETF
GVAL
$587M
$6.66M 2.47%
378,932
-37,528
-9% -$625K
BLV icon
12
Vanguard Long-Term Bond ETF
BLV
$5.71B
$6.57M 2.44%
58,861
-7,269
-11% -$794K
TLT icon
13
iShares 20+ Year Treasury Bond ETF
TLT
$41.4B
$6.49M 2.41%
39,586
-5,262
-12% -$866K
IXJ icon
14
iShares Global Healthcare ETF
IXJ
$4.08B
$6.49M 2.4%
94,296
-7,426
-7% -$501K
IXN icon
15
iShares Global Tech ETF
IXN
$8.43B
$6.25M 2.32%
159,156
-39,144
-20% -$1.39M
VAMO icon
16
Cambria Value and Momentum ETF
VAMO
$109M
$6.03M 2.23%
371,407
-19,893
-5% -$326K
VGIT icon
17
Vanguard Intermediate-Term Treasury ETF
VGIT
$41.6B
$5.88M 2.18%
83,325
-7,087
-8% -$499K
TAIL icon
18
Cambria Tail Risk ETF
TAIL
$146M
$5.23M 1.94%
234,911
-31,659
-12% -$717K
IEF icon
19
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
$5.2M 1.93%
42,651
-5,720
-12% -$695K
IEI icon
20
iShares 3-7 Year Treasury Bond ETF
IEI
$17.7B
$5.08M 1.88%
38,027
-5,089
-12% -$678K
SPIP icon
21
State Street SPDR Portfolio TIPS ETF
SPIP
$999M
$5.05M 1.87%
167,423
-22,339
-12% -$665K
WTMF icon
22
WisdomTree Managed Futures Strategy Fund
WTMF
$247M
$4.8M 1.78%
137,198
-4,418
-3% -$157K
PDBC icon
23
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$6.3B
$4.45M 1.65%
344,021
-38,605
-10% -$469K
FYLD icon
24
Cambria Foreign Shareholder Yield ETF
FYLD
$709M
$4.45M 1.65%
231,982
-28,508
-11% -$513K
QMOM icon
25
Alpha Architect US Quantitative Momentum ETF
QMOM
$426M
$3M 1.11%
84,446
-11,110
-12% -$352K
1
2 3 4 5

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Cambria Investment Management's Q2 2020 Portfolio in Review

As of Q2 2020, Cambria Investment Management held 194 positions worth $270M, up 0.93% from $267M the previous quarter. Its ten largest holdings account for 34% of the portfolio.

Cambria Investment Management withdrew a net $27.9M in Q2 2020, closing 18 positions and reducing 131 holdings. Its most notable exit was Vanguard Short-Term Bond ETF, an estimated $13.8M position sold in full.

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

Against the trend, Cambria Investment Management opened a new position in iShares MBS ETF worth $7.43M.

  • Cambria Investment Management's largest Q2 2020 buy was iShares MBS ETF: 67,114 shares worth $7.43M.
  • Cambria Investment Management added most to ScottsMiracle-Gro in Q2 2020, an estimated $129K increase.
  • Cambria Investment Management's biggest Q2 2020 reduction was Cambria Global Tail Risk ETF, cutting an estimated $1.4M.
  • Cambria Investment Management fully exited Vanguard Short-Term Bond ETF in Q2 2020, selling an estimated $13.8M.
  • Cambria Investment Management's ten largest holdings make up 34% of its $270M portfolio in Q2 2020.
  • Cambria Investment Management opened 24 new positions and closed 18 in Q2 2020.
  • Cambria Investment Management's portfolio value rose 0.93% quarter-over-quarter to $270M.

Based on Cambria Investment Management's 13F filing for Q2 2020, filed 10 Aug 2020.