We are live on ! Find out more
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
VAMO icon
1
Cambria Value and Momentum ETF
VAMO
$109M
$41.3M 4.46%
1,594,427
+618,432
+63% +$16M
SHV icon
2
iShares 0-1 Year Treasury Bond ETF
SHV
$20.6B
$25.9M 2.8%
235,436
+8,076
+4% +$889K
SHY icon
3
iShares 1-3 Year Treasury Bond ETF
SHY
$25.1B
$25.8M 2.79%
+317,918
New +$26.2M
SCHP icon
4
Schwab US TIPS ETF
SCHP
$16.3B
$21.1M 2.29%
816,600
+698,988
+594% +$19.4M
PDBC icon
5
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$6.21B
$19.3M 2.09%
1,192,941
+121,904
+11% +$2.09M
IXC icon
6
iShares Global Energy ETF
IXC
$2.75B
$18.1M 1.96%
544,271
+234,536
+76% +$8.22M
DBMF icon
7
iMGP DBi Managed Futures Strategy ETF
DBMF
$4.1B
$16.2M 1.75%
478,467
+223,882
+88% +$7.22M
FMF icon
8
First Trust Managed Futures Strategy Fund
FMF
$248M
$14.5M 1.57%
282,386
+249,672
+763% +$12.5M
IEF icon
9
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
$14.3M 1.54%
148,711
+140,275
+1,663% +$14.2M
DBE icon
10
Invesco DB Energy Fund
DBE
$82.8M
$13.9M 1.5%
614,371
+308,477
+101% +$7.62M
TAIL icon
11
Cambria Tail Risk ETF
TAIL
$146M
$13.7M 1.48%
810,965
+350,075
+76% +$5.83M
GMOM icon
12
Cambria Global Momentum ETF
GMOM
$71M
$13.3M 1.44%
470,766
-237
-0.1% -$6.88K
BND icon
13
Vanguard Total Bond Market
BND
$158B
$10.5M 1.13%
146,834
+48,800
+50% +$3.65M
EMLC icon
14
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.81B
$10.3M 1.11%
450,205
+204,614
+83% +$4.9M
MCK icon
15
McKesson
MCK
$103B
$9.55M 1.03%
28,114
+2,909
+12% +$1.01M
VLO icon
16
Valero Energy
VLO
$87.1B
$9.23M 1%
86,359
+12,019
+16% +$1.32M
VGIT icon
17
Vanguard Intermediate-Term Treasury ETF
VGIT
$41.7B
$9.14M 0.99%
156,702
+59,508
+61% +$3.61M
STLD icon
18
Steel Dynamics
STLD
$38.1B
$9.13M 0.99%
128,736
+13,731
+12% +$1.04M
MOS icon
19
The Mosaic Company
MOS
$7.44B
$9.01M 0.97%
186,441
+19,651
+12% +$1.02M
NUE icon
20
Nucor
NUE
$62.6B
$9.01M 0.97%
84,208
+8,813
+12% +$1.11M
DDS icon
21
Dillards
DDS
$9.63B
$8.82M 0.95%
32,329
-22,811
-41% -$6.04M
SYLD icon
22
Cambria Shareholder Yield ETF
SYLD
$1.01B
$8.61M 0.93%
163,768
+33,772
+26% +$1.95M
CHRD icon
23
Chord Energy
CHRD
$7.32B
$8.61M 0.93%
62,930
+7,197
+13% +$923K
CVI icon
24
CVR Energy
CVI
$3.14B
$8.21M 0.89%
283,335
+21,795
+8% +$687K
EYLD icon
25
Cambria Emerging Shareholder Yield ETF
EYLD
$866M
$8.16M 0.88%
328,425
+85,840
+35% +$2.32M
1
2 3 4 5

Similar funds

BP
BBR Partners New York $1.79B AUM 16.83% 1-Year Est. Return
KPM
Kinetic Partners Management Miami, Florida $1.79B AUM 57.3% 1-Year Est. Return
RHJA
Rice Hall James & Associates San Diego, California $1.8B AUM 36.16% 1-Year Est. Return
GC
Gobi Capital San Francisco, California $1.8B AUM 7.28% 1-Year Est. Return
EFS
Essex Financial Services Essex, Connecticut $1.78B AUM 23.37% 1-Year Est. Return
OAM
Ostrum Asset Management Paris, France $1.78B AUM 27.8% 1-Year Est. Return
UF
Univest Financial Souderton, Pennsylvania $1.78B AUM 22.52% 1-Year Est. Return
BCMIO
Beacon Capital Management Inc (Ohio) Dayton, Ohio $1.78B AUM 14.7% 1-Year Est. Return

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.