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 8/14/18

Description § Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
LIVE CATTLE 10/31/2018 (LCV8) 130,470.00 - 3.00
NY HARB ULSD 10/31/2018 (HOX8) 89,720.40 - 1.00
COTTON NO. 2 12/06/2018 (CTZ8) 83,040.00 - 2.00
GASOLINE RBOB 09/28/2018 (XBV8) 80,845.80 - 1.00
WTI CRUDE 09/20/2018 (CLV8) 66,330.00 - 1.00
WHEAT FUTURE 12/14/2018 (W Z8) 56,125.00 - 2.00
MINI SILVER FUTURE 12/27/18 (YSZ8) (60,600.00) - (4.00)
COCOA FUTURE 12/13/2018 (CCZ8) (64,500.00) - (3.00)
COPPER FUTURE 12/27/2018 (HGZ8) (67,600.00) - (1.00)
SUGAR #11 09/28/2018 (SBV8) (69,484.80) - (6.00)
CORN FUTURE 12/14/18 (C Z8) (75,300.00) - (4.00)
COFFEE 'C' 12/18/2018 (KCZ8) (81,375.00) - (2.00)
LEAN HOGS 10/12/2018 (LHV8) (82,960.00) - (4.00)
SOYBEAN FUTURE 11/14/2018 (S X8) (87,975.00) - (2.00)
NATURAL GAS 09/26/2018 (NGV18) (88,980.00) - (3.00)
GOLD 100 OZ 12/27/2018 (GCZ8) (120,070.00) - (1.00)
CHF CURRENCY 09/17/2018 (SFU8) (126,037.50) - (1.00)
EURO E-MINI 09/17/2018 (EEU8) (142,075.00) - (2.00)
AUDUSD CRNCY 09/17/2018 (ADU8) (144,720.00) - (2.00)
C$ CURRENCY 09/18/2018 (CDU8) (152,940.00) - (2.00)
BP CURRENCY 09/17/2018 (BPU8) (159,100.00) - (2.00)
JPN YEN CURR 09/17/2018 (JYU8) (225,275.00) - (2.00)
US LONG FUTURE 12/19/2018 (USZ8) (286,500.00) - (2.00)
US 10YR NOTE FUTURE 12/19/2018 (TYZ8) (599,765.63) - (5.00)
NET OTHER ASSETS / CASH - $3,010,837.13 3,010,837.13

§ 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.