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 2/28/2023
| Fund + Index | 1m | 3m | 6m | YTD | 1Y | 3Y | 5Y | 10Y | Since Inception | Inception Date |
|---|---|---|---|---|---|---|---|---|---|---|
| CSM Market Price | -2.15% | -1.48% | 1.91% | 5.63% | -7.92% | 12.44% | 8.40% | 11.96% | 13.46% | 07/13/2009 |
| CSM NAV | -2.37% | -1.92% | 1.91% | 5.14% | -8.20% | 12.17% | 8.36% | 11.93% | 13.45% | 07/13/2009 |
| Credit Suisse 130/30 Large Cap Index | -2.31% | -1.75% | 2.28% | 5.27% | -7.52% | 12.96% | 9.09% | 12.62% | 14.29% | -- |
| Fund + Index | 1m | 3m | 6m | YTD | 1Y | 3Y | 5Y | 10Y | Since Inception | Inception Date |
|---|---|---|---|---|---|---|---|---|---|---|
| CSM Market Price | -6.73% | 6.78% | 1.45% | -18.26% | -18.26% | 6.48% | 7.52% | 12.12% | 13.17% | 07/13/2009 |
| CSM NAV | -6.72% | 7.14% | 1.50% | -17.85% | -17.85% | 6.57% | 7.59% | 12.17% | 13.20% | 07/13/2009 |
| Credit Suisse 130/30 Large Cap Index | -6.67% | 7.33% | 1.87% | -17.26% | -17.26% | 7.30% | 8.31% | 12.87% | 14.04% | -- |
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
- Unitary Expense Ratio 0.45%*
- NAV Calculation Time 4:00 p.m. ET
- Distributions Quarterly
Characteristics
as of 2/28/2023- 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 1.69%
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 1.32%
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 3/31/2023- NAV $47.70
- NAV Change $+0.65
- Market Price $0.00
- Market Price Change $0.00
- Trading Volume (M) 0
- 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 2/28/2023- 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 1.69%
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 1.32%
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 3/31/2023- NAV $47.70
- NAV Change $+0.65
- Market Price $0.00
- Market Price Change $0.00
- Trading Volume (M) 0
- 30-Day Median Bid Ask Spread 0.00%
- View Premium / Discount
Exposures
Index as of 12/31/2022
Holdings
as of 3/30/2023
| Weight | Ticker | Description | Exposure Value (Notional + GL) |
Market Value | Shares/Contracts | SEDOL Number |
|---|---|---|---|---|---|---|
| 21.28% | -- | CREDIT SUISSE 130/30 LARGE CAP LONG SUB-INDEX SWAP SOCIETE GENERALE | 90,832,757 | -- | 30,782 | -- |
| 14.21% | -- | CREDIT SUISSE 130/30 LARGE CAP LONG SUB-INDEX SWAP UBS AG | 60,648,615 | -- | 20,553 | -- |
| 4.98% | AAPL | APPLE INC | -- | $21,238,473.96 | 130,811 | 2046251 |
| 4.33% | MSFT | MICROSOFT CORP | -- | $18,474,612.00 | 65,040 | 2588173 |
| 2.04% | AMZN | AMAZON.COM INC | -- | $8,711,820.00 | 85,410 | 2000019 |
| 1.13% | XOM | EXXON MOBIL CORP | -- | $4,813,399.38 | 43,962 | 2326618 |
| 1.12% | UNH | UNITEDHEALTH GROUP INC | -- | $4,800,722.78 | 10,213 | 2917766 |
| 1.11% | NVDA | NVIDIA CORP | -- | $4,745,473.90 | 17,330 | 2379504 |
| 1.09% | GOOGL | ALPHABET INC-CL A | -- | $4,632,767.91 | 45,919 | BYVY8G0 |
| 1.08% | V | VISA INC-CLASS A SHARES | -- | $4,612,635.84 | 20,744 | B2PZN04 |
| 0.98% | TSLA | TESLA INC | -- | $4,176,648.64 | 21,388 | B616C79 |
| 0.92% | BRK/B | BERKSHIRE HATHAWAY INC-CL B | -- | $3,921,193.24 | 12,853 | 2073390 |
| 0.86% | GOOG | ALPHABET INC-CL C | -- | $3,663,832.52 | 36,161 | BYY88Y7 |
| 0.72% | PFE | PFIZER INC | -- | $3,066,457.20 | 75,940 | 2684703 |
| 0.70% | JNJ | JOHNSON & JOHNSON | -- | $3,002,318.24 | 19,568 | 2475833 |
| 0.69% | META | META PLATFORMS INC-CLASS A | -- | $2,965,253.28 | 14,267 | B7TL820 |
| 0.64% | ABT | ABBOTT LABORATORIES | -- | $2,729,158.60 | 27,545 | 2002305 |
| 0.64% | ABBV | ABBVIE INC | -- | $2,713,223.52 | 17,181 | B92SR70 |
| 0.56% | JPM | JPMORGAN CHASE & CO | -- | $2,391,917.50 | 18,578 | 2190385 |
| 0.56% | BA | BOEING CO/THE | -- | $2,385,385.12 | 11,303 | 2108601 |
| 0.53% | LMT | LOCKHEED MARTIN CORP | -- | $2,261,327.22 | 4,779 | 2522096 |
| 0.52% | DHR | DANAHER CORP | -- | $2,230,963.80 | 8,931 | 2250870 |
| 0.50% | ELV | ELEVANCE HEALTH INC | -- | $2,147,286.68 | 4,679 | BSPHGL4 |
| 0.50% | PG | PROCTER & GAMBLE CO/THE | -- | $2,128,440.75 | 14,435 | 2704407 |
| 0.49% | CVS | CVS HEALTH CORP | -- | $2,097,576.00 | 28,080 | 2577609 |
| 0.48% | VRTX | VERTEX PHARMACEUTICALS INC | -- | $2,046,208.80 | 6,555 | 2931034 |
| 0.48% | MA | MASTERCARD INC - A | -- | $2,038,081.98 | 5,673 | B121557 |
| 0.47% | COP | CONOCOPHILLIPS | -- | $2,024,799.25 | 20,401 | 2685717 |
| 0.46% | C | CITIGROUP INC | -- | $1,979,489.69 | 42,967 | 2297907 |
| 0.46% | ADBE | ADOBE INC | -- | $1,956,855.60 | 5,124 | 2008154 |
| 0.46% | TJX | TJX COMPANIES INC | -- | $1,950,053.05 | 25,355 | 2989301 |
| 0.45% | CVX | CHEVRON CORP | -- | $1,932,765.78 | 11,902 | 2838555 |
| 0.45% | MPC | MARATHON PETROLEUM CORP | -- | $1,909,046.82 | 14,253 | B3K3L40 |
| 0.44% | INTU | INTUIT INC | -- | $1,898,988.35 | 4,315 | 2459020 |
| 0.44% | PLD | PROLOGIS INC | -- | $1,873,422.72 | 15,366 | B44WZD7 |
| 0.44% | NOC | NORTHROP GRUMMAN CORP | -- | $1,872,961.74 | 4,063 | 2648806 |
| 0.44% | CI | THE CIGNA GROUP | -- | $1,872,389.21 | 7,369 | BHJ0775 |
| 0.44% | CRM | SALESFORCE INC | -- | $1,863,964.60 | 9,481 | 2310525 |
| 0.43% | CDNS | CADENCE DESIGN SYS INC | -- | $1,818,168.83 | 8,783 | 2302232 |
| 0.42% | HD | HOME DEPOT INC | -- | $1,807,470.24 | 6,334 | 2434209 |
| 0.42% | CME | CME GROUP INC | -- | $1,802,581.13 | 9,541 | 2965839 |
| 0.42% | MCK | MCKESSON CORP | -- | $1,801,422.30 | 5,035 | 2378534 |
| 0.42% | CSX | CSX CORP | -- | $1,788,644.00 | 60,632 | 2160753 |
| 0.41% | HUM | HUMANA INC | -- | $1,750,282.24 | 3,584 | 2445063 |
| 0.41% | QCOM | QUALCOMM INC | -- | $1,733,531.80 | 13,607 | 2714923 |
| 0.41% | GILD | GILEAD SCIENCES INC | -- | $1,732,034.25 | 21,265 | 2369174 |
| 0.41% | ANET | ARISTA NETWORKS INC | -- | $1,729,218.58 | 10,642 | BN33VM5 |
| 0.40% | FTNT | FORTINET INC | -- | $1,724,880.10 | 26,210 | B5B2106 |
| 0.39% | PSA | PUBLIC STORAGE | -- | $1,662,358.88 | 5,642 | 2852533 |
| 0.39% | ADM | ARCHER-DANIELS-MIDLAND CO | -- | $1,651,625.01 | 20,783 | 2047317 |
| 0.39% | APD | AIR PRODUCTS & CHEMICALS INC | -- | $1,650,627.72 | 5,901 | 2011602 |
| 0.38% | MCHP | MICROCHIP TECHNOLOGY INC | -- | $1,638,050.64 | 19,788 | 2592174 |
| 0.38% | ADI | ANALOG DEVICES INC | -- | $1,624,955.07 | 8,367 | 2032067 |
| 0.38% | CTAS | CINTAS CORP | -- | $1,607,746.32 | 3,438 | 2197137 |
| 0.38% | ED | CONSOLIDATED EDISON INC | -- | $1,604,367.36 | 16,938 | 2216850 |
| 0.38% | PSX | PHILLIPS 66 | -- | $1,602,339.75 | 16,025 | B78C4Y8 |
| 0.38% | BAC | BANK OF AMERICA CORP | -- | $1,601,780.00 | 56,600 | 2295677 |
| 0.37% | TT | TRANE TECHNOLOGIES PLC | -- | $1,590,219.54 | 8,694 | BK9ZQ96 |
| 0.37% | MAR | MARRIOTT INTERNATIONAL -CL A | -- | $1,583,429.78 | 9,734 | 2210614 |
| 0.37% | KR | KROGER CO | -- | $1,579,241.40 | 32,190 | 2497406 |
| 0.37% | MTD | METTLER-TOLEDO INTERNATIONAL | -- | $1,571,727.52 | 1,048 | 2126249 |
| 0.37% | WST | WEST PHARMACEUTICAL SERVICES | -- | $1,568,002.00 | 4,600 | 2950482 |
| 0.36% | RSG | REPUBLIC SERVICES INC | -- | $1,549,561.35 | 11,491 | 2262530 |
| 0.36% | HSY | HERSHEY CO/THE | -- | $1,549,121.64 | 6,116 | 2422806 |
| 0.36% | PCAR | PACCAR INC | -- | $1,540,816.98 | 21,338 | 2665861 |
| 0.36% | EIX | EDISON INTERNATIONAL | -- | $1,529,640.00 | 21,852 | 2829515 |
| 0.36% | HLT | HILTON WORLDWIDE HOLDINGS IN | -- | $1,516,321.26 | 11,031 | BYVMW06 |
| 0.35% | KEYS | KEYSIGHT TECHNOLOGIES IN | -- | $1,513,046.04 | 9,572 | BQZJ0Q9 |
| 0.35% | ON | ON SEMICONDUCTOR | -- | $1,512,954.87 | 18,489 | 2583576 |
| 0.35% | AME | AMETEK INC | -- | $1,506,999.33 | 10,551 | 2089212 |
| 0.35% | WBD | WARNER BROS DISCOVERY INC | -- | $1,504,884.15 | 101,339 | BM8JYX3 |
| 0.35% | TRV | TRAVELERS COS INC/THE | -- | $1,494,675.00 | 8,750 | 2769503 |
| 0.35% | HPE | HEWLETT PACKARD ENTERPRISE | -- | $1,490,586.12 | 94,821 | BYVYWS0 |
| 0.35% | AWK | AMERICAN WATER WORKS CO INC | -- | $1,490,266.35 | 10,215 | B2R3PV1 |
| 0.35% | CNC | CENTENE CORP | -- | $1,486,789.92 | 23,184 | 2807061 |
| 0.35% | CNP | CENTERPOINT ENERGY INC | -- | $1,481,112.54 | 50,481 | 2440637 |
| 0.34% | NFLX | NETFLIX INC | -- | $1,471,155.21 | 4,347 | 2857817 |
| 0.34% | JNPR | JUNIPER NETWORKS INC | -- | $1,461,915.88 | 42,947 | 2431846 |
| 0.34% | DTE | DTE ENERGY COMPANY | -- | $1,459,489.32 | 13,428 | 2280220 |
| 0.34% | TYL | TYLER TECHNOLOGIES INC | -- | $1,447,628.70 | 4,207 | 2909644 |
| 0.34% | NSC | NORFOLK SOUTHERN CORP | -- | $1,442,040.20 | 6,905 | 2641894 |
| 0.34% | XEL | XCEL ENERGY INC | -- | $1,435,754.78 | 21,458 | 2614807 |
| 0.34% | MPWR | MONOLITHIC POWER SYSTEMS INC | -- | $1,435,128.57 | 2,883 | B01Z7J1 |
| 0.34% | XYL | XYLEM INC | -- | $1,430,220.80 | 13,967 | B3P2CN8 |
| 0.33% | LW | LAMB WESTON HOLDINGS INC | -- | $1,426,771.06 | 13,871 | BDQZFJ3 |
| 0.33% | PAYC | PAYCOM SOFTWARE INC | -- | $1,417,747.65 | 4,785 | BL95MY0 |
| 0.33% | PHM | PULTEGROUP INC | -- | $1,417,739.82 | 24,969 | 2708841 |
| 0.33% | EXR | EXTRA SPACE STORAGE INC | -- | $1,409,616.25 | 8,875 | B02HWR9 |
| 0.33% | TSN | TYSON FOODS INC-CL A | -- | $1,405,162.08 | 24,094 | 2909730 |
| 0.33% | ABC | AMERISOURCEBERGEN CORP | -- | $1,396,137.08 | 8,762 | 2795393 |
| 0.32% | WY | WEYERHAEUSER CO | -- | $1,386,420.75 | 47,399 | 2958936 |
| 0.32% | SJM | JM SMUCKER CO/THE | -- | $1,381,625.80 | 8,770 | 2951452 |
| 0.32% | PKG | PACKAGING CORP OF AMERICA | -- | $1,364,931.18 | 9,921 | 2504566 |
| 0.32% | MRK | MERCK & CO. INC. | -- | $1,362,766.72 | 12,866 | 2778844 |
| 0.32% | MAA | MID-AMERICA APARTMENT COMM | -- | $1,345,080.32 | 9,059 | 2589132 |
| 0.31% | HIG | HARTFORD FINANCIAL SVCS GRP | -- | $1,343,756.70 | 19,503 | 2476193 |
| 0.31% | HWM | HOWMET AEROSPACE INC | -- | $1,343,254.32 | 32,028 | BKLJ8V2 |
| 0.31% | TXT | TEXTRON INC | -- | $1,341,956.70 | 19,089 | 2885937 |
| 0.31% | STT | STATE STREET CORP | -- | $1,341,675.00 | 17,889 | 2842040 |
| 0.31% | BRO | BROWN & BROWN INC | -- | $1,341,554.28 | 23,694 | 2692687 |
| 0.31% | ETR | ENTERGY CORP | -- | $1,341,422.22 | 12,539 | 2317087 |
| 0.31% | IQV | IQVIA HOLDINGS INC | -- | $1,341,061.05 | 6,879 | BDR73G1 |
| 0.31% | AVB | AVALONBAY COMMUNITIES INC | -- | $1,339,385.04 | 8,204 | 2131179 |
| 0.31% | ALB | ALBEMARLE CORP | -- | $1,338,199.04 | 6,016 | 2046853 |
| 0.31% | MGM | MGM RESORTS INTERNATIONAL | -- | $1,330,620.97 | 30,709 | 2547419 |
| 0.31% | AIG | AMERICAN INTERNATIONAL GROUP | -- | $1,324,066.14 | 26,577 | 2027342 |
| 0.31% | LLY | ELI LILLY & CO | -- | $1,317,448.23 | 3,867 | 2516152 |
| 0.31% | MET | METLIFE INC | -- | $1,314,260.85 | 23,037 | 2573209 |
| 0.31% | IP | INTERNATIONAL PAPER CO | -- | $1,314,064.36 | 37,289 | 2465254 |
| 0.31% | CDAY | CERIDIAN HCM HOLDING INC | -- | $1,312,787.10 | 18,714 | BFX1V56 |
| 0.31% | BWA | BORGWARNER INC | -- | $1,311,794.10 | 27,210 | 2111955 |
| 0.31% | NRG | NRG ENERGY INC | -- | $1,306,958.40 | 39,072 | 2212922 |
| 0.31% | MRO | MARATHON OIL CORP | -- | $1,304,642.75 | 55,025 | 2910970 |
| 0.31% | L | LOEWS CORP | -- | $1,303,918.80 | 22,756 | 2523022 |
| 0.31% | CSCO | CISCO SYSTEMS INC | -- | $1,302,413.32 | 25,324 | 2198163 |
| 0.30% | DOV | DOVER CORP | -- | $1,300,016.25 | 8,775 | 2278407 |
| 0.30% | IPG | INTERPUBLIC GROUP OF COS INC | -- | $1,297,976.00 | 35,600 | 2466321 |
| 0.30% | EPAM | EPAM SYSTEMS INC | -- | $1,297,816.11 | 4,419 | B44Z3T8 |
| 0.30% | GM | GENERAL MOTORS CO | -- | $1,296,755.69 | 36,031 | B665KZ5 |
| 0.30% | TMUS | T-MOBILE US INC | -- | $1,291,443.81 | 8,933 | B94Q9V0 |
| 0.30% | PNR | PENTAIR PLC | -- | $1,287,283.20 | 23,945 | BLS09M3 |
| 0.30% | ATO | ATMOS ENERGY CORP | -- | $1,278,802.56 | 11,424 | 2315359 |
| 0.30% | NI | NISOURCE INC | -- | $1,275,740.16 | 45,824 | 2645409 |
| 0.30% | RL | RALPH LAUREN CORP | -- | $1,275,136.24 | 11,158 | B4V9661 |
| 0.30% | AIZ | ASSURANT INC | -- | $1,274,419.65 | 10,741 | 2331430 |
| 0.30% | DAL | DELTA AIR LINES INC | -- | $1,271,996.01 | 37,291 | B1W9D46 |
| 0.30% | LDOS | LEIDOS HOLDINGS INC | -- | $1,271,360.79 | 13,881 | BDV82B8 |
| 0.30% | MTB | M & T BANK CORP | -- | $1,266,936.46 | 10,594 | 2340168 |
| 0.30% | HST | HOST HOTELS & RESORTS INC | -- | $1,266,910.65 | 80,235 | 2567503 |
| 0.29% | BK | BANK OF NEW YORK MELLON CORP | -- | $1,257,334.70 | 28,003 | B1Z77F6 |
| 0.29% | VTR | VENTAS INC | -- | $1,254,172.14 | 28,209 | 2927925 |
| 0.29% | UDR | UDR INC | -- | $1,252,232.00 | 31,400 | 2727910 |
| 0.29% | WHR | WHIRLPOOL CORP | -- | $1,241,826.30 | 9,649 | 2960384 |
| 0.29% | EQR | EQUITY RESIDENTIAL | -- | $1,241,655.42 | 21,214 | 2319157 |
| 0.29% | BBY | BEST BUY CO INC | -- | $1,241,424.24 | 16,482 | 2094670 |
| 0.29% | VNT | VONTIER CORP | -- | $1,240,713.18 | 46,278 | BH4GV32 |
| 0.29% | CPT | CAMDEN PROPERTY TRUST | -- | $1,239,242.47 | 12,007 | 2166320 |
| 0.29% | CCL | CARNIVAL CORP | -- | $1,236,675.20 | 121,720 | 2523044 |
| 0.29% | ADSK | AUTODESK INC | -- | $1,235,062.86 | 6,126 | 2065159 |
| 0.29% | WRK | WESTROCK CO | -- | $1,233,496.08 | 41,337 | BYR0914 |
| 0.29% | TXN | TEXAS INSTRUMENTS INC | -- | $1,230,538.96 | 6,679 | 2885409 |
| 0.29% | CHRW | C.H. ROBINSON WORLDWIDE INC | -- | $1,222,815.80 | 12,652 | 2116228 |
| 0.29% | NDAQ | NASDAQ INC | -- | $1,218,646.65 | 22,555 | 2965107 |
| 0.28% | PRU | PRUDENTIAL FINANCIAL INC | -- | $1,211,289.75 | 14,817 | 2819118 |
| 0.28% | DXCM | DEXCOM INC | -- | $1,202,344.00 | 10,510 | B0796X4 |
| 0.28% | FRT | FEDERAL REALTY INVS TRUST | -- | $1,201,971.36 | 12,594 | BN7P9B2 |
| 0.28% | DVN | DEVON ENERGY CORP | -- | $1,196,400.00 | 24,000 | 2480677 |
| 0.28% | DXC | DXC TECHNOLOGY CO | -- | $1,194,058.88 | 47,648 | BYXD7B3 |
| 0.28% | MOS | MOSAIC CO/THE | -- | $1,186,988.76 | 26,226 | B3NPHP6 |
| 0.28% | LNT | ALLIANT ENERGY CORP | -- | $1,180,475.01 | 22,311 | 2973821 |
| 0.28% | WBA | WALGREENS BOOTS ALLIANCE INC | -- | $1,178,735.94 | 34,038 | BTN1Y44 |
| 0.28% | AAL | AMERICAN AIRLINES GROUP INC | -- | $1,176,396.53 | 81,299 | BCV7KT2 |
| 0.27% | INCY | INCYTE CORP | -- | $1,172,941.44 | 16,511 | 2471950 |
| 0.27% | K | KELLOGG CO | -- | $1,169,949.66 | 17,551 | 2486813 |
| 0.27% | ESS | ESSEX PROPERTY TRUST INC | -- | $1,166,684.52 | 5,714 | 2316619 |
| 0.27% | CF | CF INDUSTRIES HOLDINGS INC | -- | $1,166,181.12 | 16,224 | B0G4K50 |
| 0.27% | CFG | CITIZENS FINANCIAL GROUP | -- | $1,153,967.31 | 37,503 | BQRX1X3 |
| 0.27% | REG | REGENCY CENTERS CORP | -- | $1,149,614.18 | 19,318 | 2726177 |
| 0.27% | FITB | FIFTH THIRD BANCORP | -- | $1,149,420.72 | 43,671 | 2336747 |
| 0.27% | WRB | WR BERKLEY CORP | -- | $1,143,342.00 | 18,441 | 2093644 |
| 0.27% | UAL | UNITED AIRLINES HOLDINGS INC | -- | $1,140,568.74 | 26,094 | B4QG225 |
| 0.27% | HII | HUNTINGTON INGALLS INDUSTRIE | -- | $1,138,335.00 | 5,500 | B40SSC9 |
| 0.27% | VTRS | VIATRIS INC | -- | $1,134,963.20 | 118,720 | BMWS3X9 |
| 0.26% | BEN | FRANKLIN RESOURCES INC | -- | $1,128,024.56 | 42,956 | 2350684 |
| 0.26% | ACN | ACCENTURE PLC-CL A | -- | $1,126,965.42 | 3,987 | B4BNMY3 |
| 0.26% | AVGO | BROADCOM INC | -- | $1,124,906.25 | 1,775 | BDZ78H9 |
| 0.26% | NWSA | NEWS CORP - CLASS A | -- | $1,115,760.53 | 65,749 | BBGVT40 |
| 0.26% | IEX | IDEX CORP | -- | $1,114,373.60 | 4,910 | 2456612 |
| 0.26% | PEP | PEPSICO INC | -- | $1,109,934.54 | 6,138 | 2681511 |
| 0.26% | GPC | GENUINE PARTS CO | -- | $1,104,402.03 | 6,719 | 2367480 |
| 0.26% | DIS | WALT DISNEY CO/THE | -- | $1,102,742.10 | 11,241 | 2270726 |
| 0.26% | ODFL | OLD DOMINION FREIGHT LINE | -- | $1,093,573.58 | 3,278 | 2656423 |
| 0.25% | EA | ELECTRONIC ARTS INC | -- | $1,087,502.10 | 9,131 | 2310194 |
| 0.25% | LUMN | LUMEN TECHNOLOGIES INC | -- | $1,082,452.48 | 422,833 | BMDH249 |
| 0.25% | KO | COCA-COLA CO/THE | -- | $1,064,314.80 | 17,208 | 2206657 |
| 0.25% | RJF | RAYMOND JAMES FINANCIAL INC | -- | $1,060,369.38 | 11,502 | 2718992 |
| 0.25% | POOL | POOL CORP | -- | $1,056,633.36 | 3,153 | 2781585 |
| 0.24% | MOH | MOLINA HEALTHCARE INC | -- | $1,042,571.57 | 3,919 | 2212706 |
| 0.24% | TMO | THERMO FISHER SCIENTIFIC INC | -- | $1,038,116.68 | 1,844 | 2886907 |
| 0.24% | FOXA | FOX CORP - CLASS A | -- | $1,029,022.54 | 30,562 | BJJMGL2 |
| 0.24% | DISH | DISH NETWORK CORP-A | -- | $1,026,923.76 | 113,976 | 2303581 |
| 0.24% | DRI | DARDEN RESTAURANTS INC | -- | $1,025,764.08 | 6,666 | 2289874 |
| 0.24% | CPB | CAMPBELL SOUP CO | -- | $1,023,699.20 | 18,818 | 2162845 |
| 0.24% | HRL | HORMEL FOODS CORP | -- | $1,023,339.96 | 26,079 | 2437264 |
| 0.24% | HBAN | HUNTINGTON BANCSHARES INC | -- | $1,012,024.44 | 90,846 | 2445966 |
| 0.23% | CMCSA | COMCAST CORP-CLASS A | -- | $995,657.15 | 26,801 | 2044545 |
| 0.23% | BXP | BOSTON PROPERTIES INC | -- | $990,900.30 | 18,591 | 2019479 |
| 0.23% | T | AT&T INC | -- | $976,037.40 | 51,155 | 2831811 |
| 0.23% | BIIB | BIOGEN INC | -- | $975,060.72 | 3,544 | 2455965 |
| 0.23% | LNC | LINCOLN NATIONAL CORP | -- | $966,392.27 | 44,269 | 2516378 |
| 0.22% | ZTS | ZOETIS INC | -- | $959,292.60 | 5,844 | B95WG16 |
| 0.22% | SLB | SCHLUMBERGER LTD | -- | $956,814.94 | 19,631 | 2779201 |
| 0.22% | IDXX | IDEXX LABORATORIES INC | -- | $939,225.65 | 1,903 | 2459202 |
| 0.22% | JKHY | JACK HENRY & ASSOCIATES INC | -- | $937,305.32 | 6,334 | 2469193 |
| 0.22% | PYPL | PAYPAL HOLDINGS INC | -- | $932,553.04 | 12,536 | BYW36M8 |
| 0.22% | ENPH | ENPHASE ENERGY INC | -- | $929,873.10 | 4,530 | B65SQW4 |
| 0.22% | NXPI | NXP SEMICONDUCTORS NV | -- | $929,531.16 | 5,118 | B505PN7 |
| 0.22% | MSI | MOTOROLA SOLUTIONS INC | -- | $917,615.70 | 3,258 | B5BKPQ4 |
| 0.21% | MAS | MASCO CORP | -- | $909,079.53 | 18,771 | 2570200 |
| 0.20% | QRVO | QORVO INC | -- | $872,006.72 | 8,644 | BR9YYP4 |
| 0.20% | SYY | SYSCO CORP | -- | $864,805.60 | 11,240 | 2868165 |
| 0.20% | ZION | ZIONS BANCORP NA | -- | $854,126.70 | 28,189 | 2989828 |
| 0.20% | KMB | KIMBERLY-CLARK CORP | -- | $845,810.59 | 6,359 | 2491839 |
| 0.20% | TGT | TARGET CORP | -- | $844,302.36 | 5,268 | 2259101 |
| 0.20% | HES | HESS CORP | -- | $836,415.58 | 6,314 | 2023748 |
| 0.19% | WELL | WELLTOWER INC | -- | $830,256.90 | 11,702 | BYVYHH4 |
| 0.19% | WAT | WATERS CORP | -- | $827,788.39 | 2,717 | 2937689 |
| 0.19% | CE | CELANESE CORP | -- | $824,096.94 | 7,746 | B05MZT4 |
| 0.19% | RF | REGIONS FINANCIAL CORP | -- | $822,320.46 | 44,862 | B01R311 |
| 0.19% | SWKS | SKYWORKS SOLUTIONS INC | -- | $821,122.68 | 6,999 | 2961053 |
| 0.19% | KLAC | KLA CORP | -- | $820,574.16 | 2,072 | 2480138 |
| 0.19% | LKQ | LKQ CORP | -- | $817,876.00 | 14,710 | 2971029 |
| 0.19% | EXPE | EXPEDIA GROUP INC | -- | $813,355.93 | 8,461 | B748CK2 |
| 0.19% | ALK | ALASKA AIR GROUP INC | -- | $804,519.36 | 19,632 | 2012605 |
| 0.19% | COST | COSTCO WHOLESALE CORP | -- | $804,061.28 | 1,636 | 2701271 |
| 0.18% | TDY | TELEDYNE TECHNOLOGIES INC | -- | $788,261.18 | 1,798 | 2503477 |
| 0.18% | APH | AMPHENOL CORP-CL A | -- | $787,644.90 | 9,765 | 2145084 |
| 0.18% | BAX | BAXTER INTERNATIONAL INC | -- | $782,538.03 | 19,413 | 2085102 |
| 0.18% | PM | PHILIP MORRIS INTERNATIONAL | -- | $774,795.78 | 8,019 | B2PKRQ3 |
| 0.18% | HPQ | HP INC | -- | $769,086.80 | 26,612 | BYX4D52 |
| 0.18% | CTSH | COGNIZANT TECH SOLUTIONS-A | -- | $765,268.95 | 12,795 | 2257019 |
| 0.17% | PTC | PTC INC | -- | $740,757.92 | 5,894 | B95N910 |
| 0.17% | WMT | WALMART INC | -- | $739,275.25 | 5,075 | 2936921 |
| 0.17% | PNW | PINNACLE WEST CAPITAL | -- | $738,542.42 | 9,338 | 2048804 |
| 0.17% | URI | UNITED RENTALS INC | -- | $734,938.60 | 1,903 | 2134781 |
| 0.17% | FANG | DIAMONDBACK ENERGY INC | -- | $727,684.70 | 5,459 | B7Y8YR3 |
| 0.17% | COF | CAPITAL ONE FINANCIAL CORP | -- | $720,382.82 | 7,649 | 2654461 |
| 0.17% | NWL | NEWELL BRANDS INC | -- | $709,143.96 | 58,899 | 2635701 |
| 0.16% | NOW | SERVICENOW INC | -- | $690,219.10 | 1,570 | B80NXX8 |
| 0.16% | TFX | TELEFLEX INC | -- | $664,696.50 | 2,670 | 2881407 |
| 0.16% | AMP | AMERIPRISE FINANCIAL INC | -- | $663,490.41 | 2,207 | B0J7D57 |
| 0.16% | ANSS | ANSYS INC | -- | $662,187.24 | 2,031 | 2045623 |
| 0.15% | TPR | TAPESTRY INC | -- | $660,709.35 | 15,705 | BF09HX3 |
| 0.15% | GEN | GEN DIGITAL INC | -- | $655,997.32 | 39,094 | BJN4XN5 |
| 0.15% | WEC | WEC ENERGY GROUP INC | -- | $637,254.15 | 6,747 | BYY8XK8 |
| 0.15% | KHC | KRAFT HEINZ CO/THE | -- | $635,189.36 | 16,354 | BYRY499 |
| 0.15% | CRL | CHARLES RIVER LABORATORIES | -- | $627,161.01 | 3,167 | 2604336 |
| 0.14% | MCD | MCDONALD'S CORP | -- | $609,193.47 | 2,193 | 2550707 |
| 0.14% | ADP | AUTOMATIC DATA PROCESSING | -- | $608,645.77 | 2,773 | 2065308 |
| 0.14% | OKE | ONEOK INC | -- | $606,603.53 | 9,701 | 2130109 |
| 0.14% | AXP | AMERICAN EXPRESS CO | -- | $602,541.10 | 3,710 | 2026082 |
| 0.14% | FE | FIRSTENERGY CORP | -- | $594,768.66 | 15,027 | 2100920 |
| 0.14% | ALL | ALLSTATE CORP | -- | $580,467.89 | 5,321 | 2019952 |
| 0.13% | UPS | UNITED PARCEL SERVICE-CL B | -- | $575,563.08 | 3,012 | 2517382 |
| 0.13% | MMM | 3M CO | -- | $564,776.10 | 5,495 | 2595708 |
| 0.13% | SPG | SIMON PROPERTY GROUP INC | -- | $551,245.00 | 5,125 | 2812452 |
| 0.13% | BDX | BECTON DICKINSON AND CO | -- | $548,690.46 | 2,238 | 2087807 |
| 0.13% | HOLX | HOLOGIC INC | -- | $540,799.00 | 6,718 | 2433530 |
| 0.12% | AES | AES CORP | -- | $532,092.75 | 22,575 | 2002479 |
| 0.12% | J | JACOBS SOLUTIONS INC | -- | $530,038.08 | 4,563 | BNGC0D3 |
| 0.12% | DHI | DR HORTON INC | -- | $526,145.75 | 5,525 | 2250687 |
| 0.12% | APA | APA CORP | -- | $523,022.54 | 14,783 | BNNF1C1 |
| 0.12% | PPG | PPG INDUSTRIES INC | -- | $518,670.85 | 3,995 | 2698470 |
| 0.12% | OTIS | OTIS WORLDWIDE CORP | -- | $516,985.47 | 6,219 | BK531S8 |
| 0.12% | NUE | NUCOR CORP | -- | $502,212.48 | 3,318 | 2651086 |
| 0.12% | SNPS | SYNOPSYS INC | -- | $491,729.52 | 1,308 | 2867719 |
| 0.11% | STZ | CONSTELLATION BRANDS INC-A | -- | $481,982.13 | 2,143 | 2170473 |
| 0.11% | WFC | WELLS FARGO & CO | -- | $479,024.70 | 12,815 | 2649100 |
| 0.11% | TEL | TE CONNECTIVITY LTD | -- | $456,122.48 | 3,532 | B62B7C3 |
| 0.11% | VFC | VF CORP | -- | $448,177.40 | 20,170 | 2928683 |
| 0.10% | EVRG | EVERGY INC | -- | $447,390.45 | 7,401 | BFMXGR0 |
| 0.10% | TFC | TRUIST FINANCIAL CORP | -- | $434,227.80 | 12,828 | BKP7287 |
| 0.10% | PXD | PIONEER NATURAL RESOURCES CO | -- | $426,952.78 | 2,113 | 2690830 |
| 0.10% | AMD | ADVANCED MICRO DEVICES | -- | $415,304.84 | 4,243 | 2007849 |
| 0.09% | SYF | SYNCHRONY FINANCIAL | -- | $402,497.90 | 14,098 | BP96PS6 |
| 0.09% | BBWI | BATH & BODY WORKS INC | -- | $392,695.29 | 10,827 | BNNTGJ5 |
| 0.09% | LIN | LINDE PLC | -- | $387,045.54 | 1,101 | BNZHB81 |
| 0.09% | VZ | VERIZON COMMUNICATIONS INC | -- | $386,368.04 | 9,994 | 2090571 |
| 0.09% | UHS | UNIVERSAL HEALTH SERVICES-B | -- | $372,375.00 | 2,979 | 2923785 |
| 0.09% | TECH | BIO-TECHNE CORP | -- | $370,624.31 | 5,117 | BSHZ3Q0 |
| 0.09% | CHTR | CHARTER COMMUNICATIONS INC-A | -- | $363,710.10 | 1,042 | BZ6VT82 |
| 0.08% | RHI | ROBERT HALF INTL INC | -- | $345,162.60 | 4,428 | 2110703 |
| 0.08% | HAL | HALLIBURTON CO | -- | $344,424.34 | 11,089 | 2405302 |
| 0.08% | PAYX | PAYCHEX INC | -- | $341,755.40 | 3,010 | 2674458 |
| 0.08% | CMA | COMERICA INC | -- | $334,106.98 | 7,583 | 2212870 |
| 0.08% | BMY | BRISTOL-MYERS SQUIBB CO | -- | $333,566.20 | 4,891 | 2126335 |
| 0.08% | NEE | NEXTERA ENERGY INC | -- | $325,967.04 | 4,256 | 2328915 |
| 0.07% | CLX | CLOROX COMPANY | -- | $313,358.76 | 2,029 | 2204026 |
| 0.06% | A | AGILENT TECHNOLOGIES INC | -- | $269,383.47 | 2,003 | 2520153 |
| 0.06% | ROL | ROLLINS INC | -- | $261,367.20 | 7,026 | 2747305 |
| 0.06% | NKE | NIKE INC -CL B | -- | $240,920.60 | 2,006 | 2640147 |
| 0.05% | ICE | INTERCONTINENTAL EXCHANGE IN | -- | $231,142.50 | 2,250 | BFSSDS9 |
| 0.05% | F | FORD MOTOR CO | -- | $230,056.51 | 18,719 | 2615468 |
| 0.05% | PH | PARKER HANNIFIN CORP | -- | $216,077.94 | 642 | 2671501 |
| 0.05% | AMGN | AMGEN INC | -- | $214,693.50 | 889 | 2023607 |
| 0.05% | BR | BROADRIDGE FINANCIAL SOLUTIO | -- | $210,409.50 | 1,450 | B1VP7R6 |
| 0.05% | FDS | FACTSET RESEARCH SYSTEMS INC | -- | $209,036.12 | 509 | 2329770 |
| 0.05% | TRMB | TRIMBLE INC | -- | $204,111.18 | 3,978 | 2903958 |
| 0.05% | GEHC | GE HEALTHCARE TECHNOLOGY | -- | $195,575.34 | 2,381 | BL6JPG8 |
| 0.04% | GNRC | GENERAC HOLDINGS INC | -- | $191,244.76 | 1,708 | B6197Q2 |
| 0.04% | ULTA | ULTA BEAUTY INC | -- | $184,511.28 | 344 | B28TS42 |
| 0.04% | GE | GENERAL ELECTRIC CO | -- | $183,961.80 | 1,956 | BL59CR9 |
| 0.04% | IVZ | INVESCO LTD | -- | $182,316.87 | 11,317 | B28XP76 |
| 0.04% | CAH | CARDINAL HEALTH INC | -- | $179,935.80 | 2,388 | 2175672 |
| 0.04% | MTCH | MATCH GROUP INC | -- | $175,939.58 | 4,678 | BK80XH9 |
| 0.04% | ORCL | ORACLE CORP | -- | $174,141.24 | 1,924 | 2661568 |
| 0.04% | CAG | CONAGRA BRANDS INC | -- | $168,666.29 | 4,511 | 2215460 |
| 0.04% | OMC | OMNICOM GROUP | -- | $164,242.54 | 1,771 | 2279303 |
| 0.04% | RTX | RAYTHEON TECHNOLOGIES CORP | -- | $162,023.68 | 1,664 | BM5M5Y3 |
| 0.04% | AKAM | AKAMAI TECHNOLOGIES INC | -- | $160,984.65 | 2,103 | 2507457 |
| 0.04% | IBM | INTL BUSINESS MACHINES CORP | -- | $158,036.06 | 1,223 | 2005973 |
| 0.04% | NWS | NEWS CORP - CLASS B | -- | $157,928.69 | 9,241 | BBGVT51 |
| 0.04% | OXY | OCCIDENTAL PETROLEUM CORP | -- | $156,672.48 | 2,514 | 2655408 |
| 0.04% | DLTR | DOLLAR TREE INC | -- | $155,595.05 | 1,105 | 2272476 |
| 0.04% | LOW | LOWE'S COS INC | -- | $153,156.75 | 795 | 2536763 |
| 0.04% | HON | HONEYWELL INTERNATIONAL INC | -- | $151,106.88 | 799 | 2020459 |
| 0.01% | FRC | FIRST REPUBLIC BANK/CA | -- | $45,765.67 | 3,343 | B4WHY15 |
| -- | -- | NET OTHER ASSETS (LIABILITIES) | -- | $23,738,583.43 | 23,738,583 | -- |
| -3.42% | -- | CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP SOCIETE GENERALE | -14,588,185 | -- | -5,580 | -- |
| -12.60% | -- | CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP GOLDMAN SACHS INTERNATIONAL | -53,759,290 | -- | -20,563 | -- |
| -13.94% | -- | CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP UBS AG | -59,497,832 | -- | -22,758 | -- |
Index
as of 12/31/2022
Long
- Total Number of Companies314
- Price/Earnings Ratio20.268
- Price/Book Ratio6.31
- Dividend Yield ( % )1.96
- Avg. Index Market Capitalization$90.03 billion
Short
- Total Number of Companies145
- Price/Earnings Ratio23.299
- Price/Book Ratio4.878
- Dividend Yield ( % )1.81
- Avg. Index Market Capitalization$35.56 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 deerivatives, they will not have dividend distributions that reflect those of their applicable indexes.
Distributions
For
2023
- 2023
- 2022
- 2021
- 2020
- 2019
- 2018
- 2017
- 2016
- 2015
- 2014
| 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, 06/30/22). For the number of months a fund outperformed a benchmark over a given period, CSM ranked 67 in the Large Blend category (915 funds) as of 12/31/22. 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 Research & Insights
Are Dividend Aristocrats a Relative Bargain?
Major U.S. equity benchmarks kept marching higher during the first eight months of 2021, with the S&P 500 closing at multiple record highs throughout the year.
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