Managed Futures Strategy ETF - FUT Managed Futures Strategy ETF

ProShares Managed Futures Strategy ETF seeks to provide positive returns that are not directly correlated to broad equity or fixed income markets.

The fund is an actively managed ETF. It uses the S&P® Strategic Futures Index as a performance benchmark.

  • Seeks to profit in rising and falling markets by taking long and short positions in futures across asset classes such as commodities, currencies and fixed income.
  • Is the only Managed Futures ETF to use an innovative risk-weighting methodology so that each commodity, currency, and fixed income position contributes an equal amount of estimated risk to the overall portfolio when it rebalances monthly.
  • Does not issue a K-1 form, which means streamlined tax reporting for investors.
  • Learn more about ProShares Managed Futures Strategy ETF.

As of 7/13/18

Description § Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
US 10 YR NOTE FUTURE 09/19/2018 (TYU8) 481,437.50 - 4.00
US LONG FUTURE 09/19/2018 (USU8) 291,375.00 - 2.00
NY HARB ULSD 08/31/2018 (HOU8) 89,850.60 - 1.00
GASOLINE RBOB 08/31/2018 (XBU8) 87,200.40 - 1.00
WTI CRUDE 08/21/2018 (CLU8) 69,950.00 - 1.00
NATURAL GAS 08/29/2018 (NGU18) 54,480.00 - 2.00
E-MINI NATURAL GAS 08/28/2018 (EOU8) 13,620.00 - 2.00
WHEAT FUTURE 09/14/2018 (W U8) (49,700.00) - (2.00)
COCOA FUTURE 09/13/2018 (CCU8) (50,260.00) - (2.00)
SUGAR #11 09/28/2018 (SBV8) (61,376.00) - (5.00)
MINI SILVER FUTURE 09/26/2018 (YSU8) (63,260.00) - (4.00)
COPPER FUTURE 09/26/2018 (HGU8) (69,387.50) - (1.00)
COFFEE 'C' 09/18/2018 (KCU8) (82,425.00) - (2.00)
SOYBEAN FUTURE 11/14/2018 (S X8) (83,425.00) - (2.00)
CORN FUTURE 09/14/2018 (C U8) (85,312.50) - (5.00)
COTTON NO. 2 12/06/2018 (CTZ8) (87,840.00) - (2.00)
LEAN HOGS 10/12/2018 (LHV8) (88,480.00) - (4.00)
JPN YEN CURR 09/17/2018 (JYU8) (111,731.25) - (1.00)
GOLD 100 OZ 12/27/2018 (GCZ8) (125,190.00) - (1.00)
CHF CURRENCY 09/17/2018 (SFU8) (125,387.50) - (1.00)
LIVE CATTLE 10/31/2018 (LCV8) (128,850.00) - (3.00)
EURO E-MINI 09/17/2018 (EEU8) (146,637.50) - (2.00)
AUDUSD CRNCY 09/17/2018 (ADU8) (148,240.00) - (2.00)
C$ CURRENCY 09/18/2018 (CDU8) (152,120.00) - (2.00)
BP CURRENCY 09/17/2018 (BPU8) (165,787.50) - (2.00)
NET OTHER ASSETS / CASH - $3,018,381.71 3,018,381.71

§ A portion of the fund's assets are invested in a wholly owned subsidiary of the fund organized under the laws of the Cayman Islands.