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 5/27/20

Description § Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
US 10 YR NOTE FUTURE 09/21/2020 (TYU0) 694,218.75 - 5.00
JPN YEN CURR 6/15/2020 (JYM0) 580,468.75 - 5.00
US LONG FUTURE 09/21/2020 (USU0) 355,812.50 - 2.00
AUDUSD CRNCY 6/15/2020 (ADM0) 198,210.00 - 3.00
MINI GOLD FUTURE 08/27/2020 (XGQ0) 111,033.24 - 2.00
GASOLINE RBOB 06/30/2020 (XBN0) (42,743.40) - (1.00)
E-MINI WTI CRUDE 08/19/2020 (ECU0) (50,535.00) - (3.00)
MINI SILVER FUTURE 07/29/2020 (YSN0) (71,028.00) - (4.00)
NY HARB ULSD 06/30/2020 (HON0) (84,831.60) - (2.00)
E-MINI NATURAL GAS 06/25/2020 (EON0) (84,870.00) - (18.00)
LEAN HOGS 07/15/2020 (LHN0) (94,880.00) - (4.00)
CORN FUTURE 07/14/2020 (C N0) (112,175.00) - (7.00)
COFFEE 'C' 07/21/2020 (KCN0) (115,312.50) - (3.00)
COPPER FUTURE 07/29/2020 (HGN0) (119,100.00) - (2.00)
SUGAR #11 06/30/2020 (SBN0) (133,056.00) - (11.00)
COCOA FUTURE 07/16/20 (CCN0) (141,780.00) - (6.00)
COTTON NO. 2 07/13/2020 (CTN0) (145,850.00) - (5.00)
WHEAT FUTURE 07/14/2020 (W N0) (151,350.00) - (6.00)
LIVE CATTLE 08/31/2020 (LCQ0) (161,160.00) - (4.00)
SOYBEAN FUTURE 07/14/2020 (S 09) (169,700.00) - (4.00)
BP CURRENCY 06/15/2020 (BPM0) (229,800.00) - (3.00)
C$ CRNCY 6/16/2020 (CDM0) (290,300.00) - (4.00)
CHF CURRENCY 6/15/2020 (SFM0) (387,262.50) - (3.00)
EURO E-MINI 6/15/2020 (EEM0) (412,293.75) - (6.00)
NET OTHER ASSETS / CASH - $4,941,167.56 4,941,167.56

§ 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.