CSM
Large Cap Core Plus
Why Invest in CSM?
-
Outperformance is rare in large cap 95% percent of large-cap mutual funds failed to beat the S&P 500 over time, and most passive strategies are designed only to match market returns. But CSM index has beaten the S&P 500 on a trailing basis since the fund’s inception in 7/13/09.
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Consistent outperformance is even rarer and its record of besting the S&P 500 on a month-over-month basis surpasses 90% of all large-cap blend mutual funds and ETFs.
-
CSM is built on a disciplined, multi-factor approach. One of the longest-running smart beta funds, CSM’s strategy combines multiple well-established factors to achieve performance. The portfolio’s design seeks to turn incremental returns over time into consistent outperformance.
View all Fund
detail sections
Why Invest in CSM?
-
Outperformance is rare in large cap 95% percent of large-cap mutual funds failed to beat the S&P 500 over time, and most passive strategies are designed only to match market returns. But CSM index has beaten the S&P 500 on a trailing basis since the fund’s inception in 7/13/09.
-
Consistent outperformance is even rarer and its record of besting the S&P 500 on a month-over-month basis surpasses 90% of all large-cap blend mutual funds and ETFs.
-
CSM is built on a disciplined, multi-factor approach. One of the longest-running smart beta funds, CSM’s strategy combines multiple well-established factors to achieve performance. The portfolio’s design seeks to turn incremental returns over time into consistent outperformance.
Documents & Downloads
You may order paper copies by contacting ProShares Client Services at 866-PRO-5125 (866-776-5125)
Performance
Growth of $10,000
Since Inception
Since Inception
Year-to-Date
1 Month
3 Months
6 Months
1 Year
3 Years
5 Years
10 Years
Chart is updated nightly to reflect the more recent of the previous day's market closing price or the closing price on the day the fund was last traded.
Total Return
Month-End Total Returns as of 3/31/2024
| Fund + Index | 1m | 3m | 6m | YTD | 1Y | 3Y | 5Y | 10Y | Since Inception | Inception Date |
|---|---|---|---|---|---|---|---|---|---|---|
| CSM Market Price | 3.76% | 11.17% | 25.23% | 11.17% | 28.97% | 11.28% | 13.62% | 11.99% | 14.43% | 07/13/2009 |
| CSM NAV | 3.80% | 11.11% | 25.12% | 11.11% | 28.77% | 11.30% | 13.58% | 11.99% | 14.43% | 07/13/2009 |
| Credit Suisse 130/30 Large Cap Index | 3.86% | 11.32% | 25.60% | 11.32% | 29.77% | 12.10% | 14.35% | 12.69% | 15.28% | -- |
| Fund + Index | 1m | 3m | 6m | YTD | 1Y | 3Y | 5Y | 10Y | Since Inception | Inception Date |
|---|---|---|---|---|---|---|---|---|---|---|
| CSM Market Price | 3.76% | 11.17% | 25.23% | 11.17% | 28.97% | 11.28% | 13.62% | 11.99% | 14.43% | 07/13/2009 |
| CSM NAV | 3.80% | 11.11% | 25.12% | 11.11% | 28.77% | 11.30% | 13.58% | 11.99% | 14.43% | 07/13/2009 |
| Credit Suisse 130/30 Large Cap Index | 3.86% | 11.32% | 25.60% | 11.32% | 29.77% | 12.10% | 14.35% | 12.69% | 15.28% | -- |
The performance quoted represents past performance and does not guarantee future results. Investment return and principal value of an investment will fluctuate so that an investor's shares, when sold or redeemed, may be worth more or less than the original cost. Shares are bought and sold at market price (not NAV) and are not individually redeemed from the fund. Market price returns are based upon the midpoint of the bid/ask spread at 4:00 p.m. ET (when NAV is normally determined for most funds) and do not represent the returns you would receive if you traded shares at other times. Your brokerage commissions will reduce returns. Current performance may be lower or higher than the performance quoted. For standardized returns and performance data current to the most recent month end, see above.
About the Fund
Snapshot
- Ticker CSM
- Intraday Ticker CSM.IV
- CUSIP 74347R248
- Inception Date 7/13/09
- Expense Ratio 0.45%
- NAV Calculation Time 4:00 p.m. ET
- Distributions Quarterly
Characteristics
as of 3/31/2024- Number of Companies --
- Price/Earnings Ratio --
- Price/Book Ratio --
Price to book ratio measures market value of a fund or index relative to the collective book values of its component stocks.
- Distribution Yield 0.97%
Distribution Yield represents the annualized yield based on the last income distribution.
- Weighted Avg. Market Cap --
Weighted average market cap is the average market value of a fund or index, weighted for the market capitalization (price times shares outstanding) of each component. In such a weighting scheme, larger market cap companies carry greater weight than smaller market cap companies.
- SEC 30-Day Yield 1.17%
SEC 30-Day Yield is a standard yield calculation developed by the Securities and Exchange Commission (SEC) that facilitates fairer comparisons of funds. The figure reflects dividends and interest earned by the securities held by the fund during the most recent 30-day period, net the fund's expenses.
- Weighted Average Yield to
Maturity -- - Net Effective Duration --
Price
as of 4/19/2024- NAV $57.17
- NAV Change $-0.34
- Market Price $57.14
- Market Price Change $-0.36
- Trading Volume (M) 5,874
- 30-Day Median Bid Ask Spread 0.00%
- View Premium / Discount
Snapshot
- Ticker CSM
- Intraday Ticker CSM.IV
- CUSIP 74347R248
- Inception Date 7/13/09
- Unitary Expense Ratio 0.45%
- NAV Calculation Time 4:00 p.m. ET
- Distributions Quarterly
Characteristics
as of 3/31/2024- Number of Companies --
- Price/Earnings Ratio --
- Price/Book Ratio --
Price to book ratio measures market value of a fund or index relative to the collective book values of its component stocks.
- Distribution Yield 0.97%
Distribution Yield represents the annualized yield based on the last income distribution.
- Weighted Avg. Market Cap --
Weighted average market cap is the average market value of a fund or index, weighted for the market capitalization (price times shares outstanding) of each component. In such a weighting scheme, larger market cap companies carry greater weight than smaller market cap companies.
- SEC 30-Day Yield 1.17%
SEC 30-Day Yield is a standard yield calculation developed by the Securities and Exchange Commission (SEC) that facilitates fairer comparisons of funds. The figure reflects dividends and interest earned by the securities held by the fund during the most recent 30-day period, net the fund's expenses.
- Weighted Average Yield to Maturity --
- Net Effective Duration --
Price
as of 4/19/2024- NAV $57.17
- NAV Change $-0.34
- Market Price $57.14
- Market Price Change $-0.36
- Trading Volume (M) 5,874
- 30-Day Median Bid Ask Spread 0.00%
- View Premium / Discount
Exposures
Index as of 3/28/2024
Holdings
as of 4/19/2024
| Weight | Ticker | Description | Exposure Value (Notional + GL) |
Market Value | Shares/Contracts | SEDOL Number |
|---|---|---|---|---|---|---|
| 18.12% | -- | CREDIT SUISSE 130/30 LARGE CAP LONG SUB-INDEX SWAP UBS AG | 75,396,883 | -- | 21,548 | -- |
| 14.47% | -- | CREDIT SUISSE 130/30 LARGE CAP LONG SUB-INDEX SWAP SOCIETE GENERALE | 60,232,130 | -- | 17,214 | -- |
| 5.02% | MSFT | MICROSOFT CORP | -- | $20,908,699.44 | 52,387 | 2588173 |
| 4.01% | AAPL | APPLE INC | -- | $16,671,765.00 | 101,041 | 2046251 |
| 3.34% | NVDA | NVIDIA CORP | -- | $13,885,926.00 | 18,223 | 2379504 |
| 2.55% | AMZN | AMAZON.COM INC | -- | $10,593,405.06 | 60,662 | 2000019 |
| 1.63% | BRK/B | BERKSHIRE HATHAWAY INC-CL B | -- | $6,767,266.48 | 16,706 | 2073390 |
| 1.61% | META | META PLATFORMS INC-CLASS A | -- | $6,704,672.59 | 13,937 | B7TL820 |
| 1.31% | GOOGL | ALPHABET INC-CL A | -- | $5,470,040.91 | 35,499 | BYVY8G0 |
| 1.22% | AVGO | BROADCOM INC | -- | $5,059,782.00 | 4,200 | BDZ78H9 |
| 1.06% | GOOG | ALPHABET INC-CL C | -- | $4,430,856.88 | 28,454 | BYY88Y7 |
| 1.06% | V | VISA INC-CLASS A SHARES | -- | $4,408,744.76 | 16,342 | B2PZN04 |
| 0.80% | UNH | UNITEDHEALTH GROUP INC | -- | $3,328,505.46 | 6,642 | 2917766 |
| 0.74% | LLY | ELI LILLY & CO | -- | $3,088,996.43 | 4,253 | 2516152 |
| 0.70% | CRM | SALESFORCE INC | -- | $2,912,425.64 | 10,772 | 2310525 |
| 0.67% | JPM | JPMORGAN CHASE & CO | -- | $2,780,497.00 | 14,965 | 2190385 |
| 0.65% | MRK | MERCK & CO. INC. | -- | $2,724,772.14 | 21,663 | 2778844 |
| 0.56% | TSLA | TESLA INC | -- | $2,349,859.00 | 15,980 | B616C79 |
| 0.56% | GE | GENERAL ELECTRIC CO | -- | $2,327,207.08 | 15,718 | BL59CR9 |
| 0.55% | CSCO | CISCO SYSTEMS INC | -- | $2,284,859.52 | 47,286 | 2198163 |
| 0.54% | XOM | EXXON MOBIL CORP | -- | $2,227,370.40 | 18,580 | 2326618 |
| 0.50% | LMT | LOCKHEED MARTIN CORP | -- | $2,061,902.15 | 4,445 | 2522096 |
| 0.49% | UBER | UBER TECHNOLOGIES INC | -- | $2,054,755.60 | 29,693 | BK6N347 |
| 0.49% | TJX | TJX COMPANIES INC | -- | $2,044,397.28 | 21,898 | 2989301 |
| 0.49% | CI | THE CIGNA GROUP | -- | $2,037,871.37 | 5,783 | BHJ0775 |
| 0.48% | BA | BOEING CO/THE | -- | $1,995,215.18 | 11,749 | 2108601 |
| 0.46% | BMY | BRISTOL-MYERS SQUIBB CO | -- | $1,926,863.40 | 39,380 | 2126335 |
| 0.46% | JNJ | JOHNSON & JOHNSON | -- | $1,903,010.06 | 12,866 | 2475833 |
| 0.45% | BX | BLACKSTONE INC | -- | $1,876,640.00 | 15,850 | BKF2SL7 |
| 0.45% | PG | PROCTER & GAMBLE CO/THE | -- | $1,871,586.90 | 11,835 | 2704407 |
| 0.45% | CME | CME GROUP INC | -- | $1,863,247.84 | 8,746 | 2965839 |
| 0.44% | TMUS | T-MOBILE US INC | -- | $1,842,120.84 | 11,348 | B94Q9V0 |
| 0.43% | MU | MICRON TECHNOLOGY INC | -- | $1,803,024.99 | 16,887 | 2588184 |
| 0.43% | SBUX | STARBUCKS CORP | -- | $1,793,727.14 | 20,474 | 2842255 |
| 0.43% | TGT | TARGET CORP | -- | $1,788,019.20 | 10,624 | 2259101 |
| 0.42% | FDX | FEDEX CORP | -- | $1,746,381.59 | 6,541 | 2142784 |
| 0.42% | MCK | MCKESSON CORP | -- | $1,742,960.43 | 3,321 | 2378534 |
| 0.42% | TT | TRANE TECHNOLOGIES PLC | -- | $1,742,015.61 | 6,043 | BK9ZQ96 |
| 0.42% | APH | AMPHENOL CORP-CL A | -- | $1,730,880.87 | 15,711 | 2145084 |
| 0.41% | CDNS | CADENCE DESIGN SYS INC | -- | $1,726,340.00 | 6,160 | 2302232 |
| 0.41% | SLB | SCHLUMBERGER LTD | -- | $1,716,285.65 | 34,429 | 2779201 |
| 0.41% | SNPS | SYNOPSYS INC | -- | $1,707,303.53 | 3,343 | 2867719 |
| 0.40% | CVS | CVS HEALTH CORP | -- | $1,673,372.25 | 23,991 | 2577609 |
| 0.40% | ALL | ALLSTATE CORP | -- | $1,651,940.96 | 9,551 | 2019952 |
| 0.40% | OKE | ONEOK INC | -- | $1,651,605.83 | 20,741 | 2130109 |
| 0.40% | PCAR | PACCAR INC | -- | $1,645,500.81 | 14,799 | 2665861 |
| 0.39% | UAL | UNITED AIRLINES HOLDINGS INC | -- | $1,640,409.26 | 31,927 | B4QG225 |
| 0.39% | NKE | NIKE INC -CL B | -- | $1,639,150.20 | 17,340 | 2640147 |
| 0.39% | ABBV | ABBVIE INC | -- | $1,635,311.07 | 9,827 | B92SR70 |
| 0.39% | GM | GENERAL MOTORS CO | -- | $1,617,474.75 | 38,175 | B665KZ5 |
| 0.39% | CNC | CENTENE CORP | -- | $1,613,695.95 | 21,473 | 2807061 |
| 0.39% | LULU | LULULEMON ATHLETICA INC | -- | $1,610,787.90 | 4,570 | B23FN39 |
| 0.38% | AME | AMETEK INC | -- | $1,585,972.50 | 8,925 | 2089212 |
| 0.38% | TEL | TE CONNECTIVITY LTD | -- | $1,585,404.00 | 11,280 | B62B7C3 |
| 0.38% | MA | MASTERCARD INC - A | -- | $1,582,480.25 | 3,475 | B121557 |
| 0.38% | RSG | REPUBLIC SERVICES INC | -- | $1,581,270.08 | 8,333 | 2262530 |
| 0.38% | KR | KROGER CO | -- | $1,562,463.40 | 27,620 | 2497406 |
| 0.37% | OTIS | OTIS WORLDWIDE CORP | -- | $1,559,233.34 | 16,394 | BK531S8 |
| 0.37% | ACGL | ARCH CAPITAL GROUP LTD | -- | $1,557,785.59 | 16,763 | 2740542 |
| 0.37% | COR | CENCORA INC | -- | $1,557,453.69 | 6,513 | 2795393 |
| 0.37% | XEL | XCEL ENERGY INC | -- | $1,543,213.44 | 28,202 | 2614807 |
| 0.37% | FANG | DIAMONDBACK ENERGY INC | -- | $1,525,824.74 | 7,601 | B7Y8YR3 |
| 0.37% | IDXX | IDEXX LABORATORIES INC | -- | $1,525,749.05 | 3,203 | 2459202 |
| 0.37% | INTC | INTEL CORP | -- | $1,525,320.00 | 44,600 | 2463247 |
| 0.36% | LEN | LENNAR CORP-A | -- | $1,516,318.24 | 10,096 | 2511920 |
| 0.36% | GILD | GILEAD SCIENCES INC | -- | $1,513,849.76 | 22,676 | 2369174 |
| 0.36% | RCL | ROYAL CARIBBEAN CRUISES LTD | -- | $1,508,009.91 | 11,671 | 2754907 |
| 0.36% | CTSH | COGNIZANT TECH SOLUTIONS-A | -- | $1,504,046.88 | 22,302 | 2257019 |
| 0.36% | IR | INGERSOLL-RAND INC | -- | $1,497,496.00 | 16,940 | BL5GZ82 |
| 0.36% | HIG | HARTFORD FINANCIAL SVCS GRP | -- | $1,495,728.20 | 15,116 | 2476193 |
| 0.36% | CAH | CARDINAL HEALTH INC | -- | $1,495,402.18 | 13,822 | 2175672 |
| 0.36% | HAL | HALLIBURTON CO | -- | $1,488,987.08 | 38,101 | 2405302 |
| 0.36% | BKR | BAKER HUGHES CO | -- | $1,478,736.00 | 45,360 | BDHLTQ5 |
| 0.35% | PANW | PALO ALTO NETWORKS INC | -- | $1,474,917.81 | 5,311 | B87ZMX0 |
| 0.35% | A | AGILENT TECHNOLOGIES INC | -- | $1,466,002.85 | 11,045 | 2520153 |
| 0.35% | TSN | TYSON FOODS INC-CL A | -- | $1,464,038.95 | 24,421 | 2909730 |
| 0.35% | TRGP | TARGA RESOURCES CORP | -- | $1,460,958.96 | 12,938 | B55PZY3 |
| 0.35% | PLD | PROLOGIS INC | -- | $1,454,241.48 | 14,052 | B44WZD7 |
| 0.34% | TDY | TELEDYNE TECHNOLOGIES INC | -- | $1,435,664.72 | 3,577 | 2503477 |
| 0.34% | BG | BUNGE GLOBAL SA | -- | $1,434,602.48 | 13,099 | BQ6BPG9 |
| 0.34% | MMM | 3M CO | -- | $1,431,476.78 | 15,514 | 2595708 |
| 0.34% | EQR | EQUITY RESIDENTIAL | -- | $1,425,389.48 | 23,162 | 2319157 |
| 0.34% | PHM | PULTEGROUP INC | -- | $1,425,202.74 | 13,518 | 2708841 |
| 0.34% | HD | HOME DEPOT INC | -- | $1,414,213.12 | 4,217 | 2434209 |
| 0.34% | EA | ELECTRONIC ARTS INC | -- | $1,412,060.65 | 11,095 | 2310194 |
| 0.34% | L | LOEWS CORP | -- | $1,412,047.52 | 18,668 | 2523022 |
| 0.34% | CINF | CINCINNATI FINANCIAL CORP | -- | $1,410,851.90 | 11,762 | 2196888 |
| 0.34% | KIM | KIMCO REALTY CORP | -- | $1,406,113.80 | 77,259 | 2491594 |
| 0.34% | TXT | TEXTRON INC | -- | $1,399,500.00 | 15,000 | 2885937 |
| 0.34% | AVB | AVALONBAY COMMUNITIES INC | -- | $1,395,153.01 | 7,577 | 2131179 |
| 0.33% | XYL | XYLEM INC | -- | $1,392,816.80 | 10,895 | B3P2CN8 |
| 0.33% | STT | STATE STREET CORP | -- | $1,388,673.99 | 18,927 | 2842040 |
| 0.33% | HPQ | HP INC | -- | $1,384,409.61 | 49,781 | BYX4D52 |
| 0.33% | PSA | PUBLIC STORAGE | -- | $1,384,180.08 | 5,316 | 2852533 |
| 0.33% | BRO | BROWN & BROWN INC | -- | $1,380,209.49 | 16,797 | 2692687 |
| 0.33% | FTNT | FORTINET INC | -- | $1,375,019.20 | 21,688 | B5B2106 |
| 0.33% | MAR | MARRIOTT INTERNATIONAL -CL A | -- | $1,374,936.00 | 5,826 | 2210614 |
| 0.33% | BK | BANK OF NEW YORK MELLON CORP | -- | $1,371,168.11 | 24,359 | B1Z77F6 |
| 0.33% | IEX | IDEX CORP | -- | $1,367,461.92 | 6,023 | 2456612 |
| 0.33% | PH | PARKER HANNIFIN CORP | -- | $1,366,565.40 | 2,556 | 2671501 |
| 0.33% | INVH | INVITATION HOMES INC | -- | $1,364,620.50 | 40,650 | BD81GW9 |
| 0.33% | HWM | HOWMET AEROSPACE INC | -- | $1,361,666.34 | 21,474 | BKLJ8V2 |
| 0.33% | HII | HUNTINGTON INGALLS INDUSTRIE | -- | $1,358,571.66 | 5,001 | B40SSC9 |
| 0.33% | CBOE | CBOE GLOBAL MARKETS INC | -- | $1,357,460.10 | 7,506 | B5834C5 |
| 0.33% | ETR | ENTERGY CORP | -- | $1,356,299.31 | 12,703 | 2317087 |
| 0.33% | WMB | WILLIAMS COS INC | -- | $1,356,014.12 | 35,212 | 2967181 |
| 0.32% | SWK | STANLEY BLACK & DECKER INC | -- | $1,351,322.28 | 15,129 | B3Q2FJ4 |
| 0.32% | STX | SEAGATE TECHNOLOGY HOLDINGS | -- | $1,333,543.12 | 16,172 | BKVD2N4 |
| 0.32% | CCL | CARNIVAL CORP | -- | $1,332,052.56 | 94,338 | 2523044 |
| 0.32% | EMN | EASTMAN CHEMICAL CO | -- | $1,326,257.10 | 13,755 | 2298386 |
| 0.32% | TAP | MOLSON COORS BEVERAGE CO - B | -- | $1,321,082.64 | 20,568 | B067BM3 |
| 0.32% | DAL | DELTA AIR LINES INC | -- | $1,320,876.19 | 27,767 | B1W9D46 |
| 0.32% | CPT | CAMDEN PROPERTY TRUST | -- | $1,315,225.11 | 13,659 | 2166320 |
| 0.32% | SWKS | SKYWORKS SOLUTIONS INC | -- | $1,314,977.02 | 13,682 | 2961053 |
| 0.32% | MTCH | MATCH GROUP INC | -- | $1,312,847.46 | 40,797 | BK80XH9 |
| 0.31% | EG | EVEREST GROUP LTD | -- | $1,305,166.50 | 3,525 | 2556868 |
| 0.31% | PRU | PRUDENTIAL FINANCIAL INC | -- | $1,301,990.31 | 11,771 | 2819118 |
| 0.31% | AIZ | ASSURANT INC | -- | $1,300,596.06 | 7,482 | 2331430 |
| 0.31% | WST | WEST PHARMACEUTICAL SERVICES | -- | $1,298,791.64 | 3,491 | 2950482 |
| 0.31% | IQV | IQVIA HOLDINGS INC | -- | $1,291,217.49 | 5,661 | BDR73G1 |
| 0.31% | AES | AES CORP | -- | $1,285,350.00 | 78,375 | 2002479 |
| 0.31% | FFIV | F5 INC | -- | $1,281,386.58 | 7,226 | 2427599 |
| 0.31% | VTRS | VIATRIS INC | -- | $1,280,306.25 | 113,805 | BMWS3X9 |
| 0.31% | ADBE | ADOBE INC | -- | $1,280,200.06 | 2,753 | 2008154 |
| 0.31% | RL | RALPH LAUREN CORP | -- | $1,280,039.88 | 8,078 | B4V9661 |
| 0.31% | AAL | AMERICAN AIRLINES GROUP INC | -- | $1,279,085.61 | 90,651 | BCV7KT2 |
| 0.31% | APTV | APTIV PLC | -- | $1,278,615.69 | 18,363 | B783TY6 |
| 0.31% | WBA | WALGREENS BOOTS ALLIANCE INC | -- | $1,276,380.48 | 69,977 | BTN1Y44 |
| 0.31% | CLX | CLOROX COMPANY | -- | $1,273,288.50 | 8,870 | 2204026 |
| 0.30% | TFX | TELEFLEX INC | -- | $1,268,071.84 | 6,139 | 2881407 |
| 0.30% | HST | HOST HOTELS & RESORTS INC | -- | $1,264,983.10 | 67,610 | 2567503 |
| 0.30% | PEP | PEPSICO INC | -- | $1,263,139.02 | 7,254 | 2681511 |
| 0.30% | LVS | LAS VEGAS SANDS CORP | -- | $1,260,833.10 | 27,735 | B02T2J7 |
| 0.30% | WYNN | WYNN RESORTS LTD | -- | $1,248,928.52 | 13,148 | 2963811 |
| 0.30% | PNR | PENTAIR PLC | -- | $1,247,920.23 | 15,891 | BLS09M3 |
| 0.29% | WY | WEYERHAEUSER CO | -- | $1,219,745.73 | 38,759 | 2958936 |
| 0.29% | PPG | PPG INDUSTRIES INC | -- | $1,217,631.80 | 9,302 | 2698470 |
| 0.29% | VRSN | VERISIGN INC | -- | $1,214,087.28 | 6,594 | 2142922 |
| 0.29% | CSX | CSX CORP | -- | $1,211,583.88 | 35,282 | 2160753 |
| 0.29% | BAC | BANK OF AMERICA CORP | -- | $1,200,637.72 | 32,476 | 2295677 |
| 0.29% | PARA | PARAMOUNT GLOBAL-CLASS B | -- | $1,197,001.68 | 96,222 | BKTNTR9 |
| 0.29% | INCY | INCYTE CORP | -- | $1,196,721.00 | 22,860 | 2471950 |
| 0.29% | SNA | SNAP-ON INC | -- | $1,194,547.20 | 4,444 | 2818740 |
| 0.29% | ETN | EATON CORP PLC | -- | $1,192,383.70 | 3,935 | B8KQN82 |
| 0.29% | MTB | M & T BANK CORP | -- | $1,192,204.70 | 8,315 | 2340168 |
| 0.28% | AMAT | APPLIED MATERIALS INC | -- | $1,177,712.62 | 6,206 | 2046552 |
| 0.28% | PCG | P G & E CORP | -- | $1,177,107.30 | 69,858 | 2689560 |
| 0.28% | NI | NISOURCE INC | -- | $1,175,845.72 | 42,634 | 2645409 |
| 0.28% | NTRS | NORTHERN TRUST CORP | -- | $1,174,997.70 | 14,426 | 2648668 |
| 0.28% | HUM | HUMANA INC | -- | $1,161,631.54 | 3,538 | 2445063 |
| 0.28% | ES | EVERSOURCE ENERGY | -- | $1,160,134.84 | 19,436 | BVVN4Q8 |
| 0.27% | GRMN | GARMIN LTD | -- | $1,143,226.88 | 8,194 | B3Z5T14 |
| 0.27% | MDT | MEDTRONIC PLC | -- | $1,135,769.20 | 14,290 | BTN1Y11 |
| 0.27% | INTU | INTUIT INC | -- | $1,128,642.05 | 1,865 | 2459020 |
| 0.27% | COST | COSTCO WHOLESALE CORP | -- | $1,123,863.84 | 1,584 | 2701271 |
| 0.27% | SYF | SYNCHRONY FINANCIAL | -- | $1,112,995.18 | 26,774 | BP96PS6 |
| 0.27% | LDOS | LEIDOS HOLDINGS INC | -- | $1,104,579.13 | 8,843 | BDV82B8 |
| 0.27% | EIX | EDISON INTERNATIONAL | -- | $1,103,565.33 | 15,781 | 2829515 |
| 0.26% | LW | LAMB WESTON HOLDINGS INC | -- | $1,095,849.00 | 13,529 | BDQZFJ3 |
| 0.26% | HSY | HERSHEY CO/THE | -- | $1,085,142.30 | 5,865 | 2422806 |
| 0.26% | HBAN | HUNTINGTON BANCSHARES INC | -- | $1,082,320.00 | 81,500 | 2445966 |
| 0.26% | ADSK | AUTODESK INC | -- | $1,078,170.00 | 4,980 | 2065159 |
| 0.26% | ANET | ARISTA NETWORKS INC | -- | $1,077,874.20 | 4,380 | BN33VM5 |
| 0.26% | CNP | CENTERPOINT ENERGY INC | -- | $1,076,037.48 | 37,716 | 2440637 |
| 0.26% | MAA | MID-AMERICA APARTMENT COMM | -- | $1,075,084.16 | 8,527 | 2589132 |
| 0.25% | ATO | ATMOS ENERGY CORP | -- | $1,057,026.80 | 9,019 | 2315359 |
| 0.25% | BBY | BEST BUY CO INC | -- | $1,051,555.35 | 13,809 | 2094670 |
| 0.25% | IP | INTERNATIONAL PAPER CO | -- | $1,050,347.52 | 29,696 | 2465254 |
| 0.25% | NOW | SERVICENOW INC | -- | $1,047,305.97 | 1,467 | B80NXX8 |
| 0.25% | ROL | ROLLINS INC | -- | $1,039,879.62 | 24,462 | 2747305 |
| 0.25% | COF | CAPITAL ONE FINANCIAL CORP | -- | $1,037,669.51 | 7,261 | 2654461 |
| 0.25% | GEHC | GE HEALTHCARE TECHNOLOGY | -- | $1,035,762.91 | 12,259 | BL6JPG8 |
| 0.25% | MGM | MGM RESORTS INTERNATIONAL | -- | $1,024,315.74 | 24,147 | 2547419 |
| 0.25% | OMC | OMNICOM GROUP | -- | $1,021,691.22 | 11,031 | 2279303 |
| 0.25% | STE | STERIS PLC | -- | $1,019,895.12 | 5,112 | BFY8C75 |
| 0.24% | CZR | CAESARS ENTERTAINMENT INC | -- | $1,018,526.60 | 26,663 | BMWWGB0 |
| 0.24% | ACN | ACCENTURE PLC-CL A | -- | $1,015,600.40 | 3,205 | B4BNMY3 |
| 0.24% | CMCSA | COMCAST CORP-CLASS A | -- | $1,010,547.12 | 25,113 | 2044545 |
| 0.24% | ABNB | AIRBNB INC-CLASS A | -- | $1,005,394.86 | 6,486 | BMGYYH4 |
| 0.24% | DHI | DR HORTON INC | -- | $999,169.13 | 7,027 | 2250687 |
| 0.24% | -- | SOLVENTUM CORP | -- | $984,128.40 | 15,822 | BMTQB43 |
| 0.23% | MOH | MOLINA HEALTHCARE INC | -- | $952,979.36 | 2,593 | 2212706 |
| 0.22% | CE | CELANESE CORP | -- | $932,105.75 | 6,035 | B05MZT4 |
| 0.22% | RMD | RESMED INC | -- | $926,264.15 | 5,179 | 2732903 |
| 0.22% | BEN | FRANKLIN RESOURCES INC | -- | $925,293.65 | 36,791 | 2350684 |
| 0.22% | MKTX | MARKETAXESS HOLDINGS INC | -- | $909,476.58 | 4,458 | B03Q9D0 |
| 0.22% | FITB | FIFTH THIRD BANCORP | -- | $904,945.00 | 24,964 | 2336747 |
| 0.22% | FOXA | FOX CORP - CLASS A | -- | $896,310.06 | 28,554 | BJJMGL2 |
| 0.21% | UDR | UDR INC | -- | $886,849.60 | 24,364 | 2727910 |
| 0.21% | SJM | JM SMUCKER CO/THE | -- | $882,045.36 | 7,686 | 2951452 |
| 0.21% | GPC | GENUINE PARTS CO | -- | $871,871.91 | 5,369 | 2367480 |
| 0.21% | GL | GLOBE LIFE INC | -- | $866,952.60 | 12,990 | BK6YKG1 |
| 0.21% | KO | COCA-COLA CO/THE | -- | $859,047.09 | 14,277 | 2206657 |
| 0.21% | PYPL | PAYPAL HOLDINGS INC | -- | $854,706.27 | 13,717 | BYW36M8 |
| 0.20% | AMD | ADVANCED MICRO DEVICES | -- | $849,778.80 | 5,795 | 2007849 |
| 0.20% | K | KELLANOVA | -- | $839,756.30 | 14,635 | 2486813 |
| 0.20% | WELL | WELLTOWER INC | -- | $838,134.96 | 9,178 | BYVYHH4 |
| 0.20% | ON | ON SEMICONDUCTOR | -- | $832,576.94 | 13,714 | 2583576 |
| 0.20% | PAYC | PAYCOM SOFTWARE INC | -- | $825,174.75 | 4,503 | BL95MY0 |
| 0.20% | DAY | DAYFORCE INC | -- | $823,616.25 | 14,019 | BFX1V56 |
| 0.20% | F | FORD MOTOR CO | -- | $820,858.24 | 67,616 | 2615468 |
| 0.20% | LNT | ALLIANT ENERGY CORP | -- | $814,855.92 | 16,356 | 2973821 |
| 0.20% | TPR | TAPESTRY INC | -- | $814,065.42 | 20,041 | BF09HX3 |
| 0.19% | MSI | MOTOROLA SOLUTIONS INC | -- | $803,951.55 | 2,367 | B5BKPQ4 |
| 0.19% | CMA | COMERICA INC | -- | $796,859.80 | 15,455 | 2212870 |
| 0.19% | VICI | VICI PROPERTIES INC | -- | $781,784.59 | 28,031 | BYWH073 |
| 0.19% | CVX | CHEVRON CORP | -- | $774,080.00 | 4,838 | 2838555 |
| 0.18% | MNST | MONSTER BEVERAGE CORP | -- | $767,607.30 | 14,445 | BZ07BW4 |
| 0.18% | SRE | SEMPRA | -- | $764,362.56 | 10,907 | 2138158 |
| 0.18% | D | DOMINION ENERGY INC | -- | $760,060.00 | 15,250 | 2542049 |
| 0.18% | CPB | CAMPBELL SOUP CO | -- | $747,643.00 | 16,915 | 2162845 |
| 0.18% | SYK | STRYKER CORP | -- | $732,868.36 | 2,252 | 2853688 |
| 0.17% | BWA | BORGWARNER INC | -- | $724,092.80 | 22,076 | 2111955 |
| 0.17% | T | AT&T INC | -- | $716,847.69 | 43,419 | 2831811 |
| 0.17% | CFG | CITIZENS FINANCIAL GROUP | -- | $706,346.19 | 20,781 | BQRX1X3 |
| 0.17% | PFE | PFIZER INC | -- | $697,502.00 | 26,827 | 2684703 |
| 0.17% | EBAY | EBAY INC | -- | $691,753.92 | 13,728 | 2293819 |
| 0.16% | KMB | KIMBERLY-CLARK CORP | -- | $654,062.31 | 5,157 | 2491839 |
| 0.16% | WFC | WELLS FARGO & CO | -- | $647,012.35 | 10,721 | 2649100 |
| 0.16% | HCA | HCA HEALTHCARE INC | -- | $646,833.20 | 2,120 | B4MGBG6 |
| 0.15% | GEN | GEN DIGITAL INC | -- | $632,015.00 | 30,830 | BJN4XN5 |
| 0.15% | NFLX | NETFLIX INC | -- | $629,970.40 | 1,135 | 2857817 |
| 0.15% | KHC | KRAFT HEINZ CO/THE | -- | $624,276.72 | 16,524 | BYRY499 |
| 0.15% | WMT | WALMART INC | -- | $621,969.44 | 10,448 | 2936921 |
| 0.15% | TRV | TRAVELERS COS INC/THE | -- | $621,231.14 | 2,902 | 2769503 |
| 0.15% | PODD | INSULET CORP | -- | $614,460.00 | 3,696 | B1XGNW4 |
| 0.15% | IVZ | INVESCO LTD | -- | $614,431.12 | 39,976 | B28XP76 |
| 0.15% | ZTS | ZOETIS INC | -- | $612,663.00 | 4,182 | B95WG16 |
| 0.15% | MSCI | MSCI INC | -- | $611,573.93 | 1,199 | B2972D2 |
| 0.15% | SYY | SYSCO CORP | -- | $608,622.36 | 7,932 | 2868165 |
| 0.15% | LKQ | LKQ CORP | -- | $607,909.12 | 12,376 | 2971029 |
| 0.14% | CRL | CHARLES RIVER LABORATORIES | -- | $594,617.16 | 2,622 | 2604336 |
| 0.14% | IPG | INTERPUBLIC GROUP OF COS INC | -- | $593,633.28 | 19,324 | 2466321 |
| 0.14% | AKAM | AKAMAI TECHNOLOGIES INC | -- | $580,377.00 | 5,718 | 2507457 |
| 0.14% | WTW | WILLIS TOWERS WATSON PLC | -- | $576,918.12 | 2,181 | BDB6Q21 |
| 0.14% | JKHY | JACK HENRY & ASSOCIATES INC | -- | $562,212.00 | 3,395 | 2469193 |
| 0.13% | SPG | SIMON PROPERTY GROUP INC | -- | $557,968.12 | 3,973 | 2812452 |
| 0.13% | MCD | MCDONALD'S CORP | -- | $551,051.74 | 2,026 | 2550707 |
| 0.13% | ULTA | ULTA BEAUTY INC | -- | $546,647.00 | 1,322 | B28TS42 |
| 0.13% | PNW | PINNACLE WEST CAPITAL | -- | $544,682.40 | 7,321 | 2048804 |
| 0.13% | ALB | ALBEMARLE CORP | -- | $539,105.05 | 4,807 | 2046853 |
| 0.13% | MCHP | MICROCHIP TECHNOLOGY INC | -- | $532,226.88 | 6,516 | 2592174 |
| 0.13% | APD | AIR PRODUCTS & CHEMICALS INC | -- | $521,884.92 | 2,253 | 2011602 |
| 0.12% | NUE | NUCOR CORP | -- | $517,628.80 | 2,705 | 2651086 |
| 0.12% | -- | GE VERNOVA INC COMMON STOCK USD 0.01 | -- | $514,055.50 | 3,805 | -- |
| 0.12% | EMR | EMERSON ELECTRIC CO | -- | $508,697.30 | 4,685 | 2313405 |
| 0.12% | NWSA | NEWS CORP - CLASS A | -- | $506,557.78 | 21,089 | BBGVT40 |
| 0.12% | ALLE | ALLEGION PLC | -- | $504,220.67 | 4,027 | BFRT3W7 |
| 0.12% | BR | BROADRIDGE FINANCIAL SOLUTIO | -- | $500,660.82 | 2,589 | B1VP7R6 |
| 0.12% | BIIB | BIOGEN INC | -- | $499,945.36 | 2,572 | 2455965 |
| 0.12% | CAG | CONAGRA BRANDS INC | -- | $499,657.16 | 16,318 | 2215460 |
| 0.12% | DXCM | DEXCOM INC | -- | $495,783.03 | 3,793 | B0796X4 |
| 0.12% | CAT | CATERPILLAR INC | -- | $490,494.78 | 1,383 | 2180201 |
| 0.11% | TFC | TRUIST FINANCIAL CORP | -- | $472,696.00 | 12,845 | BKP7287 |
| 0.11% | BAX | BAXTER INTERNATIONAL INC | -- | $451,931.50 | 11,450 | 2085102 |
| 0.11% | FE | FIRSTENERGY CORP | -- | $449,146.39 | 11,767 | 2100920 |
| 0.11% | HOLX | HOLOGIC INC | -- | $437,128.62 | 5,799 | 2433530 |
| 0.10% | NCLH | NORWEGIAN CRUISE LINE HOLDIN | -- | $429,229.72 | 23,468 | B9CGTC3 |
| 0.10% | KMI | KINDER MORGAN INC | -- | $425,652.12 | 22,593 | B3NQ4P8 |
| 0.10% | DECK | DECKERS OUTDOOR CORP | -- | $424,201.40 | 530 | 2267278 |
| 0.10% | ANSS | ANSYS INC | -- | $422,930.43 | 1,313 | 2045623 |
| 0.10% | UHS | UNIVERSAL HEALTH SERVICES-B | -- | $409,579.47 | 2,601 | 2923785 |
| 0.10% | ISRG | INTUITIVE SURGICAL INC | -- | $400,775.96 | 1,094 | 2871301 |
| 0.10% | URI | UNITED RENTALS INC | -- | $398,367.56 | 634 | 2134781 |
| 0.09% | TMO | THERMO FISHER SCIENTIFIC INC | -- | $388,428.14 | 713 | 2886907 |
| 0.09% | VMC | VULCAN MATERIALS CO | -- | $386,912.10 | 1,535 | 2931205 |
| 0.09% | LIN | LINDE PLC | -- | $385,156.90 | 863 | BNZHB81 |
| 0.09% | DTE | DTE ENERGY COMPANY | -- | $383,469.24 | 3,532 | 2280220 |
| 0.09% | PEG | PUBLIC SERVICE ENTERPRISE GP | -- | $380,831.82 | 5,793 | 2707677 |
| 0.08% | FTV | FORTIVE CORP | -- | $349,756.00 | 4,400 | BYT3MK1 |
| 0.08% | AOS | SMITH (A.O.) CORP | -- | $344,796.42 | 4,006 | 2816023 |
| 0.08% | STLD | STEEL DYNAMICS INC | -- | $330,476.60 | 2,414 | 2849472 |
| 0.08% | FRT | FEDERAL REALTY INVS TRUST | -- | $320,561.01 | 3,213 | BN7P9B2 |
| 0.08% | HRL | HORMEL FOODS CORP | -- | $320,372.28 | 9,222 | 2437264 |
| 0.07% | DIS | WALT DISNEY CO/THE | -- | $291,997.73 | 2,593 | 2270726 |
| 0.07% | PAYX | PAYCHEX INC | -- | $289,836.00 | 2,425 | 2674458 |
| 0.07% | DLR | DIGITAL REALTY TRUST INC | -- | $280,775.16 | 2,052 | B03GQS4 |
| 0.07% | LYV | LIVE NATION ENTERTAINMENT IN | -- | $271,589.24 | 3,019 | B0T7YX2 |
| 0.07% | CHD | CHURCH & DWIGHT CO INC | -- | $270,579.55 | 2,593 | 2195841 |
| 0.06% | MKC | MCCORMICK & CO-NON VTG SHRS | -- | $260,863.68 | 3,529 | 2550161 |
| 0.06% | TECH | BIO-TECHNE CORP | -- | $258,294.96 | 4,158 | BSHZ3Q0 |
| 0.06% | ABT | ABBOTT LABORATORIES | -- | $257,686.56 | 2,402 | 2002305 |
| 0.06% | VZ | VERIZON COMMUNICATIONS INC | -- | $246,341.16 | 6,084 | 2090571 |
| 0.06% | PGR | PROGRESSIVE CORP | -- | $231,221.13 | 1,077 | 2705024 |
| 0.05% | SMCI | SUPER MICRO COMPUTER INC | -- | $221,231.50 | 310 | B1VQR35 |
| 0.05% | VRTX | VERTEX PHARMACEUTICALS INC | -- | $201,871.36 | 512 | 2931034 |
| 0.05% | DVN | DEVON ENERGY CORP | -- | $192,341.13 | 3,711 | 2480677 |
| 0.04% | WAT | WATERS CORP | -- | $184,470.30 | 623 | 2937689 |
| 0.04% | ROST | ROSS STORES INC | -- | $183,342.50 | 1,375 | 2746711 |
| 0.04% | RF | REGIONS FINANCIAL CORP | -- | $180,778.50 | 9,565 | B01R311 |
| 0.04% | TRMB | TRIMBLE INC | -- | $174,663.61 | 3,013 | 2903958 |
| 0.04% | EPAM | EPAM SYSTEMS INC | -- | $174,631.60 | 710 | B44Z3T8 |
| 0.04% | MMC | MARSH & MCLENNAN COS | -- | $170,834.04 | 844 | 2567741 |
| 0.04% | LOW | LOWE'S COS INC | -- | $166,233.28 | 722 | 2536763 |
| 0.04% | ORCL | ORACLE CORP | -- | $163,933.76 | 1,427 | 2661568 |
| 0.04% | J | JACOBS SOLUTIONS INC | -- | $163,390.88 | 1,136 | BNGC0D3 |
| 0.04% | AMGN | AMGEN INC | -- | $163,240.51 | 607 | 2023607 |
| 0.04% | WM | WASTE MANAGEMENT INC | -- | $160,893.39 | 777 | 2937667 |
| 0.04% | BDX | BECTON DICKINSON AND CO | -- | $160,372.20 | 685 | 2087807 |
| 0.04% | KVUE | KENVUE INC | -- | $159,107.08 | 8,126 | BQ84ZQ6 |
| 0.04% | IBM | INTL BUSINESS MACHINES CORP | -- | $157,974.60 | 870 | 2005973 |
| 0.04% | MAS | MASCO CORP | -- | $157,267.17 | 2,187 | 2570200 |
| 0.04% | PTC | PTC INC | -- | $156,969.30 | 890 | B95N910 |
| 0.04% | PKG | PACKAGING CORP OF AMERICA | -- | $156,864.08 | 872 | 2504566 |
| 0.04% | FSLR | FIRST SOLAR INC | -- | $152,984.96 | 874 | B1HMF22 |
| 0.04% | QCOM | QUALCOMM INC | -- | $152,743.47 | 969 | 2714923 |
| -- | -- | NET OTHER ASSETS (LIABILITIES) | -- | $10,242,049.07 | 10,242,049 | -- |
| -2.93% | -- | CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP SOCIETE GENERALE | -12,187,938 | -- | -4,304 | -- |
| -11.96% | -- | CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP UBS AG | -49,765,526 | -- | -17,574 | -- |
| -15.24% | -- | CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP GOLDMAN SACHS INTERNATIONAL | -63,411,826 | -- | -22,393 | -- |
Index
as of 12/31/2023
Long
- Total Number of Companies297
- Price/Earnings Ratio23.394
- Price/Book Ratio7.349
- Dividend Yield ( % )0.02
- Avg. Index Market Capitalization$117.62 billion
Short
- Total Number of Companies147
- Price/Earnings Ratio23.973
- Price/Book Ratio5.184
- Dividend Yield ( % )0.02
- Avg. Index Market Capitalization$37.64 billion
About the Index
The Credit Suisse 130/30 Large Cap Index is designed to replicate an investment strategy that establishes either long or short positions in certain of the 500 largest U.S. market cap equities (the "Universe") by applying a rules-based ranking and weighting methodology detailed below. The design intends to provide an indexed representation of a quantitatively constructed 130/30 U.S. large cap equity strategy. This results in the Index having total long exposure of 130% and total short exposure of 30% at each monthly reconstitution date. The Index will have risk characteristics similar to the Universe and will generally rise and fall with the Universe, with the goal, but not guarantee, of incremental risk-adjusted outperformance as compared to the Universe.
Derivative contracts are priced to reflect the underlying index yield and will not generate dividend income. Because ProShares invest in derivatives, they will not have dividend distributions that reflect those of their applicable indexes.
Distributions
For
2024
- 2024
- 2023
- 2022
- 2021
- 2020
- 2019
- 2018
- 2017
- 2016
- 2015
| Ex-Dividend Date | Record Date | Payable Date | Dividend | Long-Term Capital Gain | Short-Term Capital Gain | Return of Capital |
|---|
Sources: Morningstar, Bloomberg, ProShares. The majority of active equity funds in the large-cap category underperformed the S&P 500 over trailing 3-year, 5-year, 10-year and 15-year periods (SPIVA U.S. Scorecard, (3/31/24). For the number of months a fund outperformed a benchmark over a given period, CSM ranked 59 in the Large Blend category (915 funds) as of 3/31/24. CSM has the 4th longest track record out of 33 smart beta, multi-factor U.S. funds in Morningstar's Large Value, Large Growth and Large Blend categories. Past performance is no guarantee of future results.
ProShares Insights and Research
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