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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
+5.85%
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
+$227K
Cap. Flow
-$8.5M
Cap. Flow %
-3.15%
Top 10 Hldgs %
32.12%
Holding
197
New
21
Increased
108
Reduced
45
Closed
21

Top Buys

Rank Stock Value
1
MXI icon
iShares Global Materials ETF
MXI
+$6.43M
2
DBB icon
Invesco DB Base Metals Fund
DBB
+$5.03M
3
RXI icon
iShares Global Consumer Discretionary ETF
RXI
+$4.93M
4
SYLD icon
Cambria Shareholder Yield ETF
SYLD
+$4.47M
5
BLDG icon
Cambria Global Real Estate ETF
BLDG
+$2.44M

Top Sells

Rank Stock Value
1
MBB icon
iShares MBS ETF
MBB
+$7.43M
2
BND icon
Vanguard Total Bond Market
BND
+$5.94M
3
TAIL icon
Cambria Tail Risk ETF
TAIL
+$5.23M
4
IEI icon
iShares 3-7 Year Treasury Bond ETF
IEI
+$5.08M
5
SCHH icon
Schwab US REIT ETF
SCHH
+$1.28M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 5.87%
2 Industrials 3.98%
3 Financials 3.67%
4 Materials 2.93%
5 Technology 2.79%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
GMOM icon
1
Cambria Global Momentum ETF
GMOM
$71.1M
$13.2M 4.89%
549,827
-38,807
-7% -$944K
SYLD icon
2
Cambria Shareholder Yield ETF
SYLD
$1.01B
$12.5M 4.63%
361,157
+130,298
+56% +$4.47M
FAIL
3
DELISTED
Cambria Global Tail Risk ETF
FAIL
$11.9M 4.4%
484,408
-32,962
-6% -$818K
BND icon
4
Vanguard Total Bond Market
BND
$157B
$7.63M 2.83%
86,460
-66,974
-44% -$5.94M
ICOL
5
DELISTED
iShares MSCI Colombia ETF
ICOL
$7.3M 2.7%
877,550
-24,150
-3% -$211K
SCHP icon
6
Schwab US TIPS ETF
SCHP
$16.3B
$7.05M 2.61%
228,892
-18,664
-8% -$572K
EYLD icon
7
Cambria Emerging Shareholder Yield ETF
EYLD
$871M
$6.97M 2.58%
248,665
-10,647
-4% -$305K
RING icon
8
iShares MSCI Global Gold Miners ETF
RING
$2.38B
$6.9M 2.56%
211,223
-23,163
-10% -$782K
DBP icon
9
Invesco DB Precious Metals Fund
DBP
$249M
$6.76M 2.51%
131,724
-14,140
-10% -$749K
MXI icon
10
iShares Global Materials ETF
MXI
$355M
$6.53M 2.42%
+93,486
New +$6.43M
VAMO icon
11
Cambria Value and Momentum ETF
VAMO
$108M
$6.43M 2.38%
357,979
-13,428
-4% -$236K
IXN icon
12
iShares Global Tech ETF
IXN
$8.74B
$6.32M 2.34%
143,868
-15,288
-10% -$650K
GVAL icon
13
Cambria Global Value ETF
GVAL
$594M
$6.3M 2.33%
365,671
-13,261
-3% -$239K
IXJ icon
14
iShares Global Healthcare ETF
IXJ
$4.14B
$6.11M 2.26%
85,028
-9,268
-10% -$664K
BLV icon
15
Vanguard Long-Term Bond ETF
BLV
$5.73B
$5.96M 2.21%
53,310
-5,551
-9% -$632K
TLT icon
16
iShares 20+ Year Treasury Bond ETF
TLT
$41.6B
$5.84M 2.16%
35,750
-3,836
-10% -$636K
VGIT icon
17
Vanguard Intermediate-Term Treasury ETF
VGIT
$41.6B
$5.76M 2.13%
81,743
-1,582
-2% -$112K
RXI icon
18
iShares Global Consumer Discretionary ETF
RXI
$274M
$5.1M 1.89%
+37,827
New +$4.93M
DBB icon
19
Invesco DB Base Metals Fund
DBB
$317M
$5.1M 1.89%
+336,587
New +$5.03M
PDBC icon
20
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$6.3B
$4.79M 1.77%
350,181
+6,160
+2% +$84.3K
WTMF icon
21
WisdomTree Managed Futures Strategy Fund
WTMF
$247M
$4.69M 1.74%
133,934
-3,264
-2% -$115K
IEF icon
22
iShares 7-10 Year Treasury Bond ETF
IEF
$47.2B
$4.68M 1.74%
38,451
-4,200
-10% -$512K
SPIP icon
23
State Street SPDR Portfolio TIPS ETF
SPIP
$999M
$4.66M 1.73%
151,092
-16,331
-10% -$502K
FYLD icon
24
Cambria Foreign Shareholder Yield ETF
FYLD
$713M
$4.46M 1.65%
224,030
-7,952
-3% -$162K
QMOM icon
25
Alpha Architect US Quantitative Momentum ETF
QMOM
$434M
$3.36M 1.24%
80,002
-4,444
-5% -$176K
1
2 3 4 5

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RHJA
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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 Q3 2020 Portfolio in Review

As of Q3 2020, Cambria Investment Management held 197 positions worth $270M, up 0.08% from $270M the previous quarter. Its ten largest holdings account for 32% of the portfolio.

Cambria Investment Management withdrew a net $8.5M in Q3 2020, closing 21 positions and reducing 45 holdings. Its most notable exit was iShares MBS ETF, an estimated $7.43M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 5.9% of assets, up from 4.9% a quarter earlier, followed by Industrials and Financials.

Against the trend, Cambria Investment Management opened a new position in iShares Global Materials ETF worth $6.53M.

  • Cambria Investment Management's largest Q3 2020 buy was iShares Global Materials ETF: 93,486 shares worth $6.53M.
  • Cambria Investment Management added most to Cambria Shareholder Yield ETF in Q3 2020, an estimated $4.47M increase.
  • Cambria Investment Management's biggest Q3 2020 reduction was Vanguard Total Bond Market, cutting an estimated $5.94M.
  • Cambria Investment Management fully exited iShares MBS ETF in Q3 2020, selling an estimated $7.43M.
  • Cambria Investment Management's ten largest holdings make up 32% of its $270M portfolio in Q3 2020.
  • Cambria Investment Management opened 21 new positions and closed 21 in Q3 2020.
  • Cambria Investment Management's portfolio value rose 0.08% quarter-over-quarter to $270M.

Based on Cambria Investment Management's 13F filing for Q3 2020, filed 13 Nov 2020.