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 4/25/18

Description § Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
BP CURRENCY 06/18/2018 (BPM8) 174,650.00 - 2.00
EURO E-MINI 06/18/2018 (EEM8) 152,800.00 - 2.00
JPN YEN CURR 06/18/2018 (JYM8) 114,700.00 - 1.00
NY HARB ULSD 05/31/18 (HOM8) 89,187.00 - 1.00
GASOLINE RBOB 05/31/2018 (XBM8) 87,985.80 - 1.00
MINI GOLD FUTURE 06/27/2018 (XGM8) 85,056.04 - 2.00
COTTON NO. 2 07/09/2018 (CTN8) 83,940.00 - 2.00
CORN FUTURE 07/13/2018 (C N8) 79,150.00 - 4.00
WTI CRUDE 05/22/2018 (CLM8) 68,050.00 - 1.00
COCOA FUTURE 07/16/2018 (CCN8) 56,720.00 - 2.00
E-MINI NATURAL GAS 05/25/2018 (7,017.50) - (1.00)
COFFEE 'C' 07/19/2018 (KCN8) (44,550.00) - (1.00)
SUGAR #11 06/29/2018 (SBN8) (49,817.60) - (4.00)
NATURAL GAS 05/29/2018 (NGM18) (56,140.00) - (2.00)
MINI SILVER FUTURE 07/27/2018 (YSN8) (66,308.00) - (4.00)
WHEAT FUTURE 07/13/2018 (W N8) (74,850.00) - (3.00)
COPPER FUTURE 07/27/2018 (HGN8) (78,937.50) - (1.00)
LEAN HOGS 08/14/2018 (LHQ8) (94,350.00) - (3.00)
SOYBEAN FUTURE 07/13/2018 (S N8) (103,925.00) - (2.00)
LIVE CATTLE 06/29/18 (LCM8) (126,690.00) - (3.00)
CHF CURRENCY 06/18/2018 (SFM8) (127,750.00) - (1.00)
AUDUSD CRNCY 06/18/2018 (ADM8) (151,300.00) - (2.00)
C$ CRNCY 06/19/2018 (CDM8) (155,840.00) - (2.00)
US LONG BOND FUTURE 06/20/2018 (USM8) (283,500.00) - (2.00)
US 10YR NOTE FUTURE 06/20/2018 (TYM8) (357,234.38) - (3.00)
NET OTHER ASSETS / CASH - $2,990,583.26 2,990,583.26

§ 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.