MFUT Cambria Chesapeake Pure Trend ETF

ETF

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MFUT — —
Key stats
About

Cambria Chesapeake Pure Trend ETF (MFUT) ETF

No description available.

Exchange
BATS
Inception
2024-05-28
Has Options
No
Fund profile
holdings as of Jun 30, 2026SEC filingthrough Jun 2026flows, SEC filings
Alternative Managed Futures#14 of 22 by assets Cambria Actively managed
Expense ratio
1.18%
prospectus, filed Oct 22, 2025
Assets
$39M
SEC filing, Jun 30, 2026
Trailing yield
—
paid annual
Average daily volume
$278K
30 sessions
Holdings
131
top 10 are 21.3%
Listed
May 28, 2024
Cboe BZX
Last fee change
+36 bp
filed Oct 22, 2025
Closure risk, 12 months
2.4%
low: trading volume, age · model
FrenzyCap ETF score
31
how it is built
Cost33
Liquidity15
Scale18
Diversification61

Moves with. Gold (29% of its variance, beta 0.28); Emerging markets over US (8% of its variance, beta 0.20); US large-cap stocks (4% of its variance, beta 0.19); Long Treasuries (3% of its variance, beta -0.38). These factors explain 42% of its daily moves over the last year.

Stated objective. The Cambria Chesapeake Pure Trend ETF (the Fund) seeks to preserve capital and generate long-term capital appreciation. (from the fund's prospectus)

All 131 holdingsFlow historyOverlap toolAll Managed Futures ETFs

Fund flows
through Jun 2026SEC filings
Jun 2026
+$3.4M
latest reported month
Latest 3 months
+$7.8M
+20.0% of assets
Latest 12 months
+$16M
+41.0% of assets
Jul 2025: +$3.0MAug 2025: $0AugSep 2025: $0Oct 2025: +$439KOctNov 2025: $0Dec 2025: $0DecJan 2026: +$3.1MFeb 2026: +$881KFebMar 2026: +$872KApr 2026: $0AprMay 2026: +$4.5M+$4.5MJun 2026: +$3.4MJun
View as a table
Net flows of MFUT by month, Jul 2025 to Jun 2026
MonthNet flow
Jun 2026+$3.4M
May 2026+$4.5M
Apr 2026$0
Mar 2026+$872K
Feb 2026+$881K
Jan 2026+$3.1M
Dec 2025$0
Nov 2025$0
Oct 2025+$439K
Sep 2025$0
Aug 2025$0
Jul 2025+$3.0M

Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 26 months ago

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Look-through: what the holdings say
weights as of Jun 30, 2026SEC filing
Holdings vs fair value
+6.8%
34% under, 26% over · 92% covered
Price / earnings
24.1
7% loss-making · 79% covered
Price / book · sales
3.2 · 2.8
revenue growth +11.4%
Above 200-day average
67%
49% above 50-day · by weight
Short interest
2.3%
of float, weighted · 3.2 days to cover
Insider buying
6%
of weight had net insider buying, 90 days; 53% net selling
13F holders
+2.7%
change in shares held by institutions, latest quarter
Reporting earnings
24.6%
of weight in 7 days; 50.4% in 14
Largest contributors below fair value
MU+50%CTVA+50%NEM+42%ADM+47%LNG+50%
Largest contributors above fair value
AMD−28%DE−18%TSLA−34%SU−16%VMC−21%

Each figure is the fund's holdings weighted by position size, using our data on those stocks, and covers only the share of the stock holdings stated. Positive fair value means the holdings trade below our estimate.

What changed in the portfolio
Mar 31, 2026 → Jun 30, 2026
ActionHoldingWeight beforeWeight afterShares vs flows
DecreaseNOCNorthrop Grumman Corp1.57%0.30%−74.4%
New positionAir Liquide SA—1.08%—
IncreaseFTNTFortinet Inc0.15%0.75%+168.3%
New positionAPDAir Products and Chemicals Inc—0.48%—
IncreaseURIUnited Rentals Inc0.37%0.78%+34.9%
ExitETHAiShares Ethereum Trust ETF0.17%——
IncreaseSNOWSnowflake Inc0.13%0.30%+33.7%

2 new, 1 exited, 3 increased and 1 decreased between the fund's two latest holdings reports; turnover 13.3%. Full holdings and history

Under the hood
fiscal year to Jun 30, 2026SEC census
Authorized participants
3 active
of 3 with agreements; top 3 did 100%
Created · redeemed
$21M · $5.2M
over the fiscal year
Redemptions in kind
0%
creations 2% in kind
Creation unit
25,000
shares
Securities lending
not authorized
Diversification status
Non-diversified
may concentrate in fewer issuers

From the fund's annual census filing with the SEC. In-kind redemptions are what let an ETF shed appreciated securities without realising gains.

ETF Profile
holdings as of 2026-06-30
Holdings
131
AUM
$29.8M
Provider
Nport
Inception
2024-05-28
Exchange
BATS
Data As Of
2026-06-30
Expense Ratio
1.18%
Dividend Yield
—
Distribution
Annual
Recent distributions
Ex-Date Pay Date Amount Type
2024-12-05 2024-12-09 $0.0545 CD
Asset Allocation
Top Holdings
top 50 of 131 holdings
Symbol Name Weight % Asset Class Country
— First American Government Obli 37.56% Short-term investment US
MU Micron Technology Inc 5.40% Equity (common) US
CSCO Cisco Systems Inc 3.02% Equity (common) US
NVDA NVIDIA Corp 2.26% Equity (common) US
AMD Advanced Micro Devices Inc 1.81% Equity (common) US
DE Deere & Co 1.67% Equity (common) US
CTVA Corteva Inc 1.58% Equity (common) US
RIO Rio Tinto PLC 1.53% Equity (common) GB
— ASML Holding NV 1.44% Equity (common) NL
BHP BHP Group Ltd 1.31% Equity (common) AU
AAPL Apple Inc 1.30% Equity (common) US
NEM Newmont Corp 1.25% Equity (common) US
SU Suncor Energy Inc 1.24% Equity (common) CA
VALE Vale SA 1.20% Equity (common) BR
NUE Nucor Corp 1.15% Equity (common) US
EW Edwards Lifesciences Corp 1.15% Equity (common) US
FMX Fomento Economico Mexicano SAB 1.14% Equity (common) MX
— Air Liquide SA 1.08% Equity (common) FR
MRK Merck & Co Inc 1.07% Equity (common) US
NEE NextEra Energy Inc 1.07% Equity (common) US
ADM Archer-Daniels-Midland Co 1.03% Equity (common) US
LMT Lockheed Martin Corp 1.03% Equity (common) US
YUM Yum! Brands Inc 0.99% Equity (common) US
TS Tenaris SA 0.95% Equity (common) LU
EQNR Equinor ASA 0.94% Equity (common) NO
PSA Public Storage 0.93% Equity (common) US
CVX Chevron Corp 0.92% Equity (common) US
SRE Sempra 0.91% Equity (common) US
LLY Eli Lilly & Co 0.88% Equity (common) US
PEP PepsiCo Inc 0.88% Equity (common) US
VMC Vulcan Materials Co 0.84% Equity (common) US
ODFL Old Dominion Freight Line Inc 0.80% Equity (common) US
— Airbus SE 0.79% Equity (common) NL
URI United Rentals Inc 0.78% Equity (common) US
NTR Nutrien Ltd 0.77% Equity (common) CA
FTNT Fortinet Inc 0.75% Equity (common) US
CP Canadian Pacific Kansas City L 0.71% Equity (common) CA
MCHP Microchip Technology Inc 0.71% Equity (common) US
— Arch Capital Group Ltd 0.70% Equity (common) BM
ELV Elevance Health Inc 0.70% Equity (common) US
LNG Cheniere Energy Inc 0.68% Equity (common) US
TSLA Tesla Inc 0.60% Equity (common) US
APD Air Products and Chemicals Inc 0.48% Equity (common) US
NOC Northrop Grumman Corp 0.30% Equity (common) US
SNOW Snowflake Inc 0.30% Equity (common) US
— N/A 0.18% Derivative (credit) US
— N/A 0.14% Derivative (commodity) GB
DHI DR Horton Inc 0.14% Equity (common) US
— N/A 0.13% Derivative (commodity) US
— N/A 0.12% Derivative (FX) US
Geographic Breakdown
Non-Equity Breakdown
Cambria Chesapeake Pure Trend ETF · NPORT-P period 2026-06-30 (filed 2026-08-28)
Net assets: $39M · 131 total positions · equity 41.42% · non-equity 34.53%
Non-equity holdings — 70 positions, 34.53% of NAV
Category Weight Value Positions
Short-term investment 37.56% $14.7M 1
Derivative (credit) 0.14% $55780 3
Derivative (FX) -0.22% $-84379 15
Derivative (interest rate) -1.06% $-415023 20
Derivative (commodity) -1.90% $-744918 31
Chart
Seasonality
'24'25'26Avg
Jan---0.70%6.33%2.81%
Feb---4.36%2.72%-0.82%
Mar---1.67%-3.51%-2.59%
Apr---7.32%6.87%-0.23%
May-0.30%-0.01%2.94%0.88%
Jun-3.27%1.76%-6.64%-2.72%
Jul-2.71%0.14%5.30%0.91%
Aug-2.95%3.10%3.39%1.18%
Sep2.47%2.92%-0.71%1.56%
Oct-9.44%-0.43%0.33%*-3.18%
Nov2.70%0.83%--1.77%
Dec-1.42%2.86%--0.72%
Total-14.45%-3.37%17.39%-0.14%
* Only 3 year(s) of data available.
Technical Indicators

Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.

Trend Indicators
  • SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
  • EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
  • MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
  • ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
  • +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
Momentum Oscillators
  • RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
  • Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
  • Williams %R — inverted scale: <−80 oversold, >−20 overbought.

Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.

Volume & Volatility
  • Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
  • OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
  • Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
  • ATR / True Range — average daily $ move; sizing and stop-loss reference.
  • HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.

Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →

Trend Indicators

SMA 20: $19.87
SMA 50: $19.81
SMA 200: $18.84
Current: $19.74
EMA 12: $19.81
EMA 26: $19.84
MACD: -0.0291 | Signal: -0.0340
BULLISH
ADX (14): 28.51
TREND
+DI: 25.35
−DI: 32.98

Momentum Oscillators

RSI (14): 45.75
NEUTRAL
Stoch %K: 44.46
Stoch %D: 39.35
Williams %R: -54.17

Volume & Volatility

BB Upper: $20.16
BB Lower: $19.57
NEUTRAL
OBV: -831,554
Vol SMA 20: 9,274
Vol ROC: -63.18%
ATR: $0.19
True Range: $0.06
HV 20: 10.7%
HV 30: 9.3%
HV 60: 10.4%

Data Summary

Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
AI Analysis

Click Frenzy-Pro™ for an AI analysis of this ticker.

Analysis includes technical indicators, news sentiment, risk assessment, and specific price levels to watch.

News
All MFUT news →

MFUT Options Activity & IV Rank

Loading options activity...
Spread Scanner GPU
Full Algorithm Docs ↗

Each spread is ranked by a composite score built in three stages. Full documentation →

Stage 1 — Base Score (GPU scanner)

score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.

Stage 2 — Skew Adjustment (±25% cap)

RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.

Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
  • RSI <40 bullish / >60 bearish
  • MACD crossover + histogram trend
  • Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
  • Stochastic %K <20 / >80
  • Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
  • Blended ATR + straddle expected-move penalty
  • Bollinger Band signal (+ counter-trend penalty)
  • BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
  • IV rank ≥ 75 → strong boost for credit spreads
  • IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
  • Min open interest across all legs
  • OI < 100 → −0.10 · OI < 500 → −0.05

score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →

Enter a ticker to scan for optimal spread opportunities.

Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.

Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Metric:
Wing vs ATM
IV(put wing) − IV(ATM), in vol points

How much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.

  • Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
  • Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
  • Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
  • Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
Risk Reversal
IV(call wing) − IV(put wing), equal delta on each side

Which side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.

  • Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
  • Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
  • Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
  • Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Reading them together

Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:

  • High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
  • Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
  • Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
14 DTE / 10d —
— pts EXTREME
ATM — / Wing —
30 DTE / 10d —
— pts EXTREME
ATM — / Wing —

Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.

Volatility Surface

Enter a ticker to render the implied volatility surface.

Volatility Smile

Enter a ticker to render the implied volatility smile.

IV Rank (7 DTE)
IV Rank (30 DTE)
Straddle Price (30 DTE)
Beta Analysis

Risk Metrics

Beta: 0.3680
Alpha: 18.88%
Correlation: 0.2945
R-Squared: 8.7%
Stock Volatility: 15.9%
Market Volatility: 12.7%

Analysis Details

Benchmark: SPY
Data Points: 251
Period: 252 trading days
Interpretation:
Low volatility - stock moves less than market
Beta & Alpha Over Time

MFUT Institutional Ownership (13F)

Latest filings — 2026-09-30

Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.

  • Shares — long equity positions in this name, aggregated across share classes.
  • Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
  • % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
  • Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.

Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.

13 filers2,594,137 shares$48.96M value
# Filer Shares Value % of Total % of Float Period
1 Cambria Investment Management, L.P. 1,060,058 $19.59M 40.01% — 2026-06-30
2 ALM First Financial Advisors, LLC 810,201 $15.95M 32.59% — 2026-09-30
3 Empowered Funds, LLC Custodian 394,024 $7.28M 14.87% — 2026-06-30
4 Betterment LLC 150,139 $2.77M 5.67% — 2026-06-30
5 Susquehanna International Group, LLP Custodian 63,524 $1.17M 2.40% — 2026-06-30
6 Centric Wealth Management 35,145 $671.80K 1.37% — 2026-06-30
7 ZEGA Investments, LLC 35,314 $652.48K 1.33% — 2026-06-30
8 Bellecapital International Ltd. 17,138 $316.65K 0.65% — 2026-06-30
9 HBW ADVISORY SERVICES LLC 14,761 $290.65K 0.59% — 2026-09-30
10 Jane Street Group, LLC Custodian 12,213 $225.66K 0.46% — 2026-06-30
11 Federation des caisses Desjardins du Quebec Custodian 1,000 $18.40K 0.04% — 2026-06-30
12 Physician Wealth Advisors, Inc. 591 $10.92K 0.02% — 2026-06-30
13 DHJJ Financial Advisors, Ltd. 29 $536 <0.01% — 2026-06-30
# Filer Notional Value % of Total Period
# Filer Notional Value % of Total Period
Constituent Performance

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Constituents
Symbol Name Weight % Price 1 Day 1 Week 1 Month