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 2/15/19

Description § Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
US 10YR NOTE FUTURE 06/19/2019 (TYM9) 734,062.50 - 6.00
JPN YEN CURR 03/18/2019 (JPH9) 340,237.50 - 3.00
US LONG BOND FUTURE 06/19/2019 (USM9) 291,875.00 - 2.00
BP CURRENCY 03/19/2019 (BPH9) 241,968.75 - 3.00
LIVE CATTLE 04/30/2019 (LCJ9) 203,480.00 - 4.00
C$ CURRENCY 03/19/2019 (CDH9) 151,030.00 - 2.00
AUDUSD CRNCY 03/18/2019 (ADH9) 142,860.00 - 2.00
MINI GOLD FUTURE 04/26/2019 (XGJ9) 127,516.55 - 3.00
CORN FUTURE 07/12/2019 (C N9) 97,625.00 - 5.00
SOYBEAN FUTURE 05/14/2019 (S K9) 92,150.00 - 2.00
MINI SILVER FUTURE 05/29/2019 (YSK9) 79,200.00 - 5.00
SUGAR #11 04/30/2019 (SBK9) 72,800.00 - 5.00
COPPER FUTURE 05/29/2019 (HGK9) 70,087.50 - 1.00
NATURAL GAS 03/27/2019 (NGJ19) (53,120.00) - (2.00)
E-MINI WTI CRUDE 03/19/2019 (ECJ9) (55,980.00) - (2.00)
LEAN HOGS FUTURE 04/12/2019 (LHJ9) (71,430.00) - (3.00)
GASOLINE RBOB 04/22/2019 (XBK9) (73,592.40) - (1.00)
WHEAT FUTURE 5/14/2019 (W K9) (76,050.00) - (3.00)
COFFEE 'C' 05/20/2019 (KCK9) (76,237.50) - (2.00)
HY HARB ULSD 04/30/2019 (HOK9) (84,541.80) - (1.00)
COCOA FUTURE 05/15/2019 (CCK9) (93,560.00) - (4.00)
COTTON NO. 2 05/8/2019 (CTK9) (107,790.00) - (3.00)
EURO E-MINI 03/18/2019 (EEH9) (212,287.50) - (3.00)
CHF CURRENCY 03/18/2019 (SFH9) (249,450.00) - (2.00)
NET OTHER ASSETS / CASH - $3,759,156.19 3,759,156.19

§ 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.