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 12/5/19

Description § Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
BP CURRENCY 12/16/2019 (BPZ9) 164,562.50 - 2.00
US LONG FUTURE 03/20/2020 (USH0) 158,343.75 - 1.00
LIVE CATTLE 04/30/2020 (LCJ0) 150,180.00 - 3.00
COCOA FUTURE 03/16/2020 (CCH0) 103,200.00 - 4.00
GASOLINE RBOB 01/31/2020 (XBG0) 68,287.80 - 1.00
COPPER FUTURE 03/27/2020 (HGH0) 66,575.00 - 1.00
COTTON NO.2 03/09/2020 (CTH0) 64,510.00 - 2.00
WHEAT FUTURE 12/14/2020 (W Z0) 54,600.00 - 2.00
COFFEE 'C' 03/19/2020 (KCH0) 46,818.75 - 1.00
SUGAR #11 02/28/2020 (SBH0) 43,948.80 - 3.00
E-MINI WTI CRUDE 01/17/2020 (ECG0) 29,170.00 - 1.00
NATURAL GAS 12/29/2020 (NGF21) (27,310.00) - (1.00)
MINI SILVER FUTURE 03/27/2020 (YSH0) (34,118.00) - (1.00)
SOYBEAN FUTURE 3/13/20 (S H0) (44,937.50) - (1.00)
MINI GOLD FUTURE 02/26/2020 (XGG0) (47,681.67) - (1.00)
LEAN HOGS 02/14/2020 (LHG0) (54,060.00) - (2.00)
CORN FUTURE 03/13/2020 (C H0) (56,512.50) - (3.00)
AUDUSD CRNCY 03/16/2020 (ADH0) (68,480.00) - (1.00)
C$ CURRENCY 03/17/2020 (CDH0) (75,940.00) - (1.00)
CHF CURRENCY 12/16/2019 (SFZ9) (126,700.00) - (1.00)
EURO E-MINI 12/16/2019 (EEZ9) (208,237.50) - (3.00)
JPN YEN CURR 12/16/2019 (JYZ9) (230,012.50) - (2.00)
US 10YR NOTE FUTURE 03/20/2020 (TYH0) (387,937.50) - (3.00)
NET OTHER ASSETS / CASH - $2,965,371.25 2,965,371.25

§ 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.