1
Nov 2: Cutting CMI
Trimmed CMI (1.1% to 0.6%).
Cambria / MFUT
MFUT · Managed Futures · as of close Nov 2, 2026
MFUT is holding 54% in cash and T-bills.
Largest positions: MCK (3.4%), GE (3.0%), KO (2.4%). The top five longs are 13% of the fund.
2
No rebalance in our record yet
Our record for MFUT starts Oct 30. This fund trades on a schedule, so most days nothing changes; we report each rebalance when it shows up.
Trades are measured from share counts per fund share, so moves caused only by price changes, or by money flowing in and out of the fund, are left out.
Assets$70.7M
NAV per share since Oct 30, 2026-0.9%S&P 500 same period: -0.5% (with dividends; NAV excludes distributions)
Positions39
Big moves, last 30 days0
Exposure over time
The chart starts once we have five trading days for MFUT. Our daily record starts Oct 30, 2026.
MFUT Managed Futures
Cash & T-bills54.3% +0.1
Industrials12.8% +0.3
Health Care7.1% +0.0
Information Technology6.0% -0.1
Other5.8% -0.5
Consumer Staples5.5% +0.1
Materials3.0% +0.0
Financials2.5% +0.1
Energy2.2% -0.1
Bar: today. Dark mark: 4 weeks ago.
Recent big moves
| None in this window. |
All holdings
Click a column to sort.
| Ticker | Name | Sector / asset class | Weight |
|---|---|---|---|
| MCK | McKesson Corp | Health Care | 3.42% |
| GE | GE AEROSPACE | Industrials | 2.99% |
| KO | Coca-Cola Co/The | Consumer Staples | 2.35% |
| MPC | Marathon Petroleum Corp | Energy | 2.24% |
| NVDA | NVIDIA Corp | Information Technology | 2.10% |
| CRWD | Crowdstrike Holdings Inc | Information Technology | 1.80% |
| MO | Altria Group Inc | Consumer Staples | 1.78% |
| DE | Deere & Co | Industrials | 1.62% |
| JCI | Johnson Controls International plc | Industrials | 1.51% |
| AAPL | Apple Inc | Information Technology | 1.40% |
| PWR | Quanta Services Inc | Industrials | 1.39% |
| NEM | Newmont Corp | Materials | 1.35% |
| BAC | Bank of America Corp | Other | 1.30% |
| MMM | 3M Co | Industrials | 1.28% |
| LMT | Lockheed Martin Corp | Industrials | 1.20% |
| AXP | American Express Co | Financials | 1.19% |
| MA | Mastercard Inc | Financials | 1.12% |
| ASML | ASML Holding NV | Other | 1.02% |
| CAT | Caterpillar Inc | Industrials | 1.00% |
| UNP | Union Pacific Corp | Other | 1.00% |
| LLY | Eli Lilly & Co | Health Care | 0.96% |
| UPS | United Parcel Service Inc | Industrials | 0.90% |
| GEV | GE Vernova Inc | Industrials | 0.89% |
| PG | Procter & Gamble Co/The | Consumer Staples | 0.87% |
| LIN | Linde PLC | Materials | 0.86% |
| FCX | Freeport-McMoRan Inc | Materials | 0.84% |
| TMO | Thermo Fisher Scientific Inc | Health Care | 0.80% |
| ADP | Automatic Data Processing Inc | Other | 0.78% |
| BLK | Blackrock Inc | Other | 0.74% |
| MSFT | Microsoft Corp | Information Technology | 0.72% |
| VRTX | Vertex Pharmaceuticals Inc | Health Care | 0.71% |
| UNH | UnitedHealth Group Inc | Health Care | 0.66% |
| CMI | Cummins Inc | Other | 0.61% |
| HCA | HCA Healthcare Inc | Health Care | 0.58% |
| COST | Costco Wholesale Corp | Consumer Staples | 0.53% |
| PLD | Prologis Inc | Real Estate | 0.38% |
| PGR | Progressive Corp/The | Other | 0.33% |
| DIS | Walt Disney Co/The | Communication Services | 0.26% |
| SPGI | S&P Global Inc | Financials | 0.22% |