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 10/21/21

Description § Exposure Value
(Notional + G/L)
Market Value ($) Percentage (%) Shares/Contracts
COCOA FUTURE 12/15/2021 (CCZ1) 178,850.00 - - 7.00
COTTON NO.2 12/08/2021 (CTZ1) 159,210.00 - - 3.00
LEAN HOGS FUTURE 04/14/2022(LHJ2) 129,800.00 - - 4.00
SUGAR #11 2/26/2022(SBH2) 127,276.80 - - 6.00
E-MINI NATURAL GAS 12/28/2021 (EOF2) 122,872.50 - - 9.00
WHEAT FUTURE 12/14/2021 (W Z1) 111,187.50 - - 3.00
NY HARB ULSD 11/30/2021 (HOZ1) 106,709.40 - - 1.00
GASOLINE RBOB 11/30/2021 (XBZ1) 101,598.00 - - 1.00
E-MINI WTI CRUDE 11/19/21 (ECZ1) 82,500.00 - - 2.00
COFFEE 'C' 12/20/2021 (KCZ1) 76,237.50 - - 1.00
CORN FUTURE 12/14/2021 (C Z1) (79,837.50) - - (3.00)
MINI SILVER FUTURE 12/29/21 (YSZ1) (96,680.00) - - (4.00)
COPPER FUTURE 12/29/2021(HGZ1) (113,962.50) - - (1.00)
SOYBEAN FUTURE 01/14/2022 (S F2) (123,350.00) - - (2.00)
MINI GOLD FUTURE 12/29/2021 (XGZ1) (171,864.26) - - (3.00)
AUDUSD CRNCY 12/14/2021 (ADZ1) (223,980.00) - - (3.00)
C$ CURRENCY 12/15/2021 (CDZ1) (323,080.00) - - (4.00)
BP CURRENCY 12/14/2021 (BPZ1) (344,575.00) - - (4.00)
CHF CURRENCY 12/14/2021 (SFZ1) (408,787.50) - - (3.00)
LIVE CATTLE 12/31/21 (LCZ1) (414,560.00) - - (8.00)
EURO E-MINI 12/14/2021 (EEZ1) (436,312.50) - - (6.00)
JPN YEN CURR 12/14/2021 (JYZ1) (548,781.25) - - (5.00)
US LONG FUTURE 12/21/2021 (USZ1) (788,750.00) - - (5.00)
US 10YR NOTE FUTURE 12/21/2021 (TYZ1) (1,041,500.00) - - (8.00)
NET OTHER ASSETS / CASH - $6,322,531.88 100.00% 6,322,531.88

§ 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.