CSM
Large Cap Core Plus
Why Invest in CSM?
-
Outperformance is rare in large cap 94% 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.
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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 94% 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 8/31/2022
| Fund + Index | 1m | 3m | 6m | YTD | 1Y | 3Y | 5Y | 10Y | Since Inception | Inception Date |
|---|---|---|---|---|---|---|---|---|---|---|
| CSM Market Price | -3.10% | -5.79% | -9.65% | -15.28% | -9.64% | 11.97% | 10.30% | 12.74% | 13.84% | 07/13/2009 |
| CSM NAV | -3.49% | -5.85% | -9.92% | -15.25% | -9.79% | 11.88% | 10.27% | 12.72% | 13.83% | 07/13/2009 |
| Credit Suisse 130/30 Large Cap Index | -3.43% | -5.67% | -9.59% | -14.84% | -9.16% | 12.63% | 11.00% | 13.43% | 14.67% | -- |
| Fund + Index | 1m | 3m | 6m | YTD | 1Y | 3Y | 5Y | 10Y | Since Inception | Inception Date |
|---|---|---|---|---|---|---|---|---|---|---|
| CSM Market Price | -10.41% | -16.85% | -19.43% | -19.43% | -9.24% | 9.53% | 9.65% | 12.68% | 13.59% | 07/13/2009 |
| CSM NAV | -10.09% | -16.45% | -19.06% | -19.06% | -8.98% | 9.62% | 9.75% | 12.70% | 13.61% | 07/13/2009 |
| Credit Suisse 130/30 Large Cap Index | -10.03% | -16.30% | -18.78% | -18.78% | -8.36% | 10.34% | 10.46% | 13.42% | 14.46% | -- |
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 8/31/2022- Distribution Yield 1.24%
Distribution Yield represents the annualized yield based on the last income distribution.
- 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.
Price
as of 9/30/2022- NAV $42.22
- NAV Change $-0.65
- Market Price $0.00
- Market Price Change $0.00
- Trading Volume (M) 0
- 30-Day Median Bid Ask Spread 0.13%
- 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 8/31/2022- Distribution Yield 1.24%
Distribution Yield represents the annualized yield based on the last income distribution.
- 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.
Price
as of 9/30/2022- NAV $42.22
- NAV Change $-0.65
- Market Price $0.00
- Market Price Change $0.00
- Trading Volume (M) 0
- 30-Day Median Bid Ask Spread 0.13%
- View Premium / Discount
Exposures
Index as of 6/30/2022
Holdings
as of 9/30/2022
| Weight | Ticker | Description | Exposure Value (Notional + GL) |
Market Value | Shares/Contracts | SEDOL Number |
|---|---|---|---|---|---|---|
| 22.56% | -- | CREDIT SUISSE 130/30 LARGE CAP LONG SUB-INDEX SWAP SOCIETE GENERALE | 88,101,657 | -- | 33,572 | -- |
| 13.01% | -- | CREDIT SUISSE 130/30 LARGE CAP LONG SUB-INDEX SWAP UBS AG | 50,824,043 | -- | 19,367 | -- |
| 4.87% | AAPL | APPLE INC | -- | $19,030,831.00 | 137,705 | 2046251 |
| 4.01% | MSFT | MICROSOFT CORP | -- | $15,643,893.00 | 67,170 | 2588173 |
| 2.08% | AMZN | AMAZON.COM INC | -- | $8,114,982.00 | 71,814 | 2000019 |
| 1.32% | TSLA | TESLA INC | -- | $5,166,274.25 | 19,477 | B616C79 |
| 1.21% | XOM | EXXON MOBIL CORP | -- | $4,718,756.26 | 54,046 | 2326618 |
| 1.10% | GOOGL | ALPHABET INC-CL A | -- | $4,296,215.40 | 44,916 | BYVY8G0 |
| 0.98% | GOOG | ALPHABET INC-CL C | -- | $3,846,288.45 | 40,003 | BYY88Y7 |
| 0.98% | V | VISA INC-CLASS A SHARES | -- | $3,836,351.75 | 21,595 | B2PZN04 |
| 0.92% | JNJ | JOHNSON & JOHNSON | -- | $3,604,865.12 | 22,067 | 2475833 |
| 0.90% | PFE | PFIZER INC | -- | $3,526,355.84 | 80,584 | 2684703 |
| 0.87% | BRK/B | BERKSHIRE HATHAWAY INC-CL B | -- | $3,391,421.02 | 12,701 | 2073390 |
| 0.85% | MRK | MERCK & CO. INC. | -- | $3,323,198.56 | 38,588 | 2778844 |
| 0.85% | UNH | UNITEDHEALTH GROUP INC | -- | $3,322,658.16 | 6,579 | 2917766 |
| 0.69% | ABT | ABBOTT LABORATORIES | -- | $2,678,123.28 | 27,678 | 2002305 |
| 0.68% | ABBV | ABBVIE INC | -- | $2,639,239.65 | 19,665 | B92SR70 |
| 0.66% | META | META PLATFORMS INC-CLASS A | -- | $2,578,191.36 | 19,002 | B7TL820 |
| 0.61% | DHR | DANAHER CORP | -- | $2,395,898.04 | 9,276 | 2250870 |
| 0.61% | CVS | CVS HEALTH CORP | -- | $2,366,225.07 | 24,811 | 2577609 |
| 0.55% | PG | PROCTER & GAMBLE CO/THE | -- | $2,150,921.25 | 17,037 | 2704407 |
| 0.54% | COP | CONOCOPHILLIPS | -- | $2,096,639.58 | 20,487 | 2685717 |
| 0.52% | REGN | REGENERON PHARMACEUTICALS | -- | $2,048,699.38 | 2,974 | 2730190 |
| 0.51% | LMT | LOCKHEED MARTIN CORP | -- | $1,998,278.17 | 5,173 | 2522096 |
| 0.49% | JPM | JPMORGAN CHASE & CO | -- | $1,928,129.50 | 18,451 | 2190385 |
| 0.49% | GILD | GILEAD SCIENCES INC | -- | $1,913,377.04 | 31,016 | 2369174 |
| 0.48% | TJX | TJX COMPANIES INC | -- | $1,855,213.80 | 29,865 | 2989301 |
| 0.47% | HD | HOME DEPOT INC | -- | $1,820,100.24 | 6,596 | 2434209 |
| 0.47% | VZ | VERIZON COMMUNICATIONS INC | -- | $1,817,737.81 | 47,873 | 2090571 |
| 0.46% | CI | CIGNA CORP | -- | $1,812,156.57 | 6,531 | BHJ0775 |
| 0.45% | C | CITIGROUP INC | -- | $1,752,223.50 | 42,050 | 2297907 |
| 0.45% | NVDA | NVIDIA CORP | -- | $1,740,247.04 | 14,336 | 2379504 |
| 0.44% | BKNG | BOOKING HOLDINGS INC | -- | $1,728,656.92 | 1,052 | BDRXDB4 |
| 0.44% | PM | PHILIP MORRIS INTERNATIONAL | -- | $1,723,121.58 | 20,758 | B2PKRQ3 |
| 0.44% | PLD | PROLOGIS INC | -- | $1,706,981.60 | 16,801 | B44WZD7 |
| 0.43% | GE | GENERAL ELECTRIC CO | -- | $1,695,838.72 | 27,392 | BL59CR9 |
| 0.43% | CVX | CHEVRON CORP | -- | $1,660,250.52 | 11,556 | 2838555 |
| 0.42% | MA | MASTERCARD INC - A | -- | $1,632,395.94 | 5,741 | B121557 |
| 0.42% | APD | AIR PRODUCTS & CHEMICALS INC | -- | $1,625,851.78 | 6,986 | 2011602 |
| 0.41% | MCK | MCKESSON CORP | -- | $1,603,166.79 | 4,717 | 2378534 |
| 0.41% | CDNS | CADENCE DESIGN SYS INC | -- | $1,592,298.49 | 9,743 | 2302232 |
| 0.41% | ADM | ARCHER-DANIELS-MIDLAND CO | -- | $1,588,404.80 | 19,744 | 2047317 |
| 0.40% | CSX | CSX CORP | -- | $1,580,444.64 | 59,326 | 2160753 |
| 0.40% | MET | METLIFE INC | -- | $1,552,929.00 | 25,550 | 2573209 |
| 0.40% | NSC | NORFOLK SOUTHERN CORP | -- | $1,550,571.40 | 7,396 | 2641894 |
| 0.39% | PXD | PIONEER NATURAL RESOURCES CO | -- | $1,536,063.82 | 7,094 | 2690830 |
| 0.39% | QCOM | QUALCOMM INC | -- | $1,524,778.08 | 13,496 | 2714923 |
| 0.39% | FTNT | FORTINET INC | -- | $1,522,342.18 | 30,986 | B5B2106 |
| 0.39% | HSY | HERSHEY CO/THE | -- | $1,514,187.96 | 6,868 | 2422806 |
| 0.38% | PSA | PUBLIC STORAGE | -- | $1,501,822.49 | 5,129 | 2852533 |
| 0.38% | EMR | EMERSON ELECTRIC CO | -- | $1,481,167.38 | 20,229 | 2313405 |
| 0.38% | MAR | MARRIOTT INTERNATIONAL -CL A | -- | $1,476,655.18 | 10,537 | 2210614 |
| 0.38% | MU | MICRON TECHNOLOGY INC | -- | $1,470,936.00 | 29,360 | 2588184 |
| 0.38% | HLT | HILTON WORLDWIDE HOLDINGS IN | -- | $1,467,704.16 | 12,168 | BYVMW06 |
| 0.37% | DVN | DEVON ENERGY CORP | -- | $1,461,700.17 | 24,309 | 2480677 |
| 0.37% | PCAR | PACCAR INC | -- | $1,461,394.78 | 17,462 | 2665861 |
| 0.37% | CTAS | CINTAS CORP | -- | $1,459,594.40 | 3,760 | 2197137 |
| 0.37% | MCHP | MICROCHIP TECHNOLOGY INC | -- | $1,455,809.62 | 23,854 | 2592174 |
| 0.37% | TRV | TRAVELERS COS INC/THE | -- | $1,454,327.60 | 9,493 | 2769503 |
| 0.37% | ADBE | ADOBE INC | -- | $1,440,121.60 | 5,233 | 2008154 |
| 0.37% | KEYS | KEYSIGHT TECHNOLOGIES IN | -- | $1,435,437.92 | 9,122 | BQZJ0Q9 |
| 0.37% | ALL | ALLSTATE CORP | -- | $1,434,959.19 | 11,523 | 2019952 |
| 0.36% | VLO | VALERO ENERGY CORP | -- | $1,424,096.80 | 13,328 | 2041364 |
| 0.36% | ZTS | ZOETIS INC | -- | $1,416,021.21 | 9,549 | B95WG16 |
| 0.36% | AIG | AMERICAN INTERNATIONAL GROUP | -- | $1,409,918.60 | 29,695 | 2027342 |
| 0.36% | AME | AMETEK INC | -- | $1,408,779.02 | 12,422 | 2089212 |
| 0.36% | PSX | PHILLIPS 66 | -- | $1,408,160.40 | 17,445 | B78C4Y8 |
| 0.36% | IT | GARTNER INC | -- | $1,386,493.59 | 5,011 | 2372763 |
| 0.35% | KR | KROGER CO | -- | $1,374,712.50 | 31,422 | 2497406 |
| 0.35% | RJF | RAYMOND JAMES FINANCIAL INC | -- | $1,358,577.36 | 13,748 | 2718992 |
| 0.35% | K | KELLOGG CO | -- | $1,357,185.78 | 19,483 | 2486813 |
| 0.35% | NVR | NVR INC | -- | $1,351,620.12 | 339 | 2637785 |
| 0.34% | ABC | AMERISOURCEBERGEN CORP | -- | $1,346,398.17 | 9,949 | 2795393 |
| 0.34% | AVB | AVALONBAY COMMUNITIES INC | -- | $1,344,402.81 | 7,299 | 2131179 |
| 0.34% | FITB | FIFTH THIRD BANCORP | -- | $1,340,114.76 | 41,931 | 2336747 |
| 0.34% | PRU | PRUDENTIAL FINANCIAL INC | -- | $1,332,935.42 | 15,539 | 2819118 |
| 0.34% | RF | REGIONS FINANCIAL CORP | -- | $1,330,360.02 | 66,286 | B01R311 |
| 0.34% | MAA | MID-AMERICA APARTMENT COMM | -- | $1,315,924.02 | 8,486 | 2589132 |
| 0.33% | TSN | TYSON FOODS INC-CL A | -- | $1,308,051.20 | 19,840 | 2909730 |
| 0.33% | HRL | HORMEL FOODS CORP | -- | $1,301,219.84 | 28,636 | 2437264 |
| 0.33% | INCY | INCYTE CORP | -- | $1,291,616.48 | 19,382 | 2471950 |
| 0.33% | NFLX | NETFLIX INC | -- | $1,289,269.44 | 5,476 | 2857817 |
| 0.33% | WRB | WR BERKLEY CORP | -- | $1,285,981.54 | 19,913 | 2093644 |
| 0.33% | HOLX | HOLOGIC INC | -- | $1,285,625.52 | 19,926 | 2433530 |
| 0.33% | HII | HUNTINGTON INGALLS INDUSTRIE | -- | $1,281,820.50 | 5,787 | B40SSC9 |
| 0.33% | EXR | EXTRA SPACE STORAGE INC | -- | $1,279,090.26 | 7,406 | B02HWR9 |
| 0.33% | DTE | DTE ENERGY COMPANY | -- | $1,276,709.85 | 11,097 | 2280220 |
| 0.33% | CPT | CAMDEN PROPERTY TRUST | -- | $1,270,948.00 | 10,640 | 2166320 |
| 0.32% | WY | WEYERHAEUSER CO | -- | $1,261,895.04 | 44,184 | 2958936 |
| 0.32% | HIG | HARTFORD FINANCIAL SVCS GRP | -- | $1,260,231.24 | 20,346 | 2476193 |
| 0.32% | LYB | LYONDELLBASELL INDU-CL A | -- | $1,255,820.96 | 16,682 | B3SPXZ3 |
| 0.32% | MTD | METTLER-TOLEDO INTERNATIONAL | -- | $1,255,410.96 | 1,158 | 2126249 |
| 0.32% | ETR | ENTERGY CORP | -- | $1,254,554.21 | 12,467 | 2317087 |
| 0.32% | AWK | AMERICAN WATER WORKS CO INC | -- | $1,251,748.72 | 9,617 | B2R3PV1 |
| 0.32% | EIX | EDISON INTERNATIONAL | -- | $1,246,004.76 | 22,022 | 2829515 |
| 0.32% | NRG | NRG ENERGY INC | -- | $1,244,770.02 | 32,526 | 2212922 |
| 0.32% | SJM | JM SMUCKER CO/THE | -- | $1,239,300.79 | 9,019 | 2951452 |
| 0.32% | HST | HOST HOTELS & RESORTS INC | -- | $1,238,131.84 | 77,968 | 2567503 |
| 0.32% | LKQ | LKQ CORP | -- | $1,236,791.65 | 26,231 | 2971029 |
| 0.32% | GLW | CORNING INC | -- | $1,233,495.10 | 42,505 | 2224701 |
| 0.32% | BXP | BOSTON PROPERTIES INC | -- | $1,230,482.61 | 16,413 | 2019479 |
| 0.31% | LNC | LINCOLN NATIONAL CORP | -- | $1,230,006.92 | 28,012 | 2516378 |
| 0.31% | ATO | ATMOS ENERGY CORP | -- | $1,222,200.00 | 12,000 | 2315359 |
| 0.31% | EQR | EQUITY RESIDENTIAL | -- | $1,222,059.60 | 18,180 | 2319157 |
| 0.31% | CRM | SALESFORCE INC | -- | $1,219,619.36 | 8,479 | 2310525 |
| 0.31% | MPWR | MONOLITHIC POWER SYSTEMS INC | -- | $1,218,480.20 | 3,353 | B01Z7J1 |
| 0.31% | NDAQ | NASDAQ INC | -- | $1,215,049.16 | 21,437 | 2965107 |
| 0.31% | DXC | DXC TECHNOLOGY CO | -- | $1,214,893.44 | 49,628 | BYXD7B3 |
| 0.31% | MGM | MGM RESORTS INTERNATIONAL | -- | $1,213,437.88 | 40,829 | 2547419 |
| 0.31% | DRI | DARDEN RESTAURANTS INC | -- | $1,213,429.92 | 9,606 | 2289874 |
| 0.31% | HWM | HOWMET AEROSPACE INC | -- | $1,212,301.35 | 39,195 | BKLJ8V2 |
| 0.31% | L | LOEWS CORP | -- | $1,209,317.76 | 24,264 | 2523022 |
| 0.31% | CMS | CMS ENERGY CORP | -- | $1,208,829.44 | 20,756 | 2219224 |
| 0.31% | JBHT | HUNT (JB) TRANSPRT SVCS INC | -- | $1,208,813.76 | 7,728 | 2445416 |
| 0.31% | IQV | IQVIA HOLDINGS INC | -- | $1,205,848.98 | 6,657 | BDR73G1 |
| 0.31% | WST | WEST PHARMACEUTICAL SERVICES | -- | $1,205,053.76 | 4,897 | 2950482 |
| 0.31% | ADSK | AUTODESK INC | -- | $1,194,772.80 | 6,396 | 2065159 |
| 0.30% | VTR | VENTAS INC | -- | $1,184,291.94 | 29,482 | 2927925 |
| 0.30% | CHRW | C.H. ROBINSON WORLDWIDE INC | -- | $1,182,783.11 | 12,281 | 2116228 |
| 0.30% | LNT | ALLIANT ENERGY CORP | -- | $1,180,670.19 | 22,281 | 2973821 |
| 0.30% | REG | REGENCY CENTERS CORP | -- | $1,168,437.30 | 21,698 | 2726177 |
| 0.30% | RCL | ROYAL CARIBBEAN CRUISES LTD | -- | $1,167,850.60 | 30,814 | 2754907 |
| 0.30% | PEAK | HEALTHPEAK PROPERTIES INC | -- | $1,157,276.64 | 50,492 | BJBLRK3 |
| 0.30% | UAL | UNITED AIRLINES HOLDINGS INC | -- | $1,156,474.03 | 35,551 | B4QG225 |
| 0.30% | NWS | NEWS CORP - CLASS B | -- | $1,154,572.50 | 74,875 | BBGVT51 |
| 0.30% | DD | DUPONT DE NEMOURS INC | -- | $1,152,849.60 | 22,874 | BK0VN47 |
| 0.29% | ADI | ANALOG DEVICES INC | -- | $1,151,645.10 | 8,265 | 2032067 |
| 0.29% | NLOK | NORTONLIFELOCK INC | -- | $1,147,899.44 | 56,996 | BJN4XN5 |
| 0.29% | LYV | LIVE NATION ENTERTAINMENT IN | -- | $1,146,683.20 | 15,080 | B0T7YX2 |
| 0.29% | SPG | SIMON PROPERTY GROUP INC | -- | $1,142,158.50 | 12,726 | 2812452 |
| 0.29% | AMD | ADVANCED MICRO DEVICES | -- | $1,138,135.68 | 17,963 | 2007849 |
| 0.29% | BK | BANK OF NEW YORK MELLON CORP | -- | $1,135,723.68 | 29,484 | B1Z77F6 |
| 0.29% | RL | RALPH LAUREN CORP | -- | $1,135,089.45 | 13,365 | B4V9661 |
| 0.29% | LW | LAMB WESTON HOLDINGS INC | -- | $1,133,307.48 | 14,646 | BDQZFJ3 |
| 0.29% | CTRA | COTERRA ENERGY INC | -- | $1,132,902.76 | 43,373 | 2162340 |
| 0.29% | BAC | BANK OF AMERICA CORP | -- | $1,128,302.20 | 37,361 | 2295677 |
| 0.29% | CE | CELANESE CORP | -- | $1,123,468.24 | 12,436 | B05MZT4 |
| 0.29% | PKG | PACKAGING CORP OF AMERICA | -- | $1,116,387.18 | 9,942 | 2504566 |
| 0.28% | LLY | ELI LILLY & CO | -- | $1,093,893.05 | 3,383 | 2516152 |
| 0.28% | CHD | CHURCH & DWIGHT CO INC | -- | $1,092,746.24 | 15,296 | 2195841 |
| 0.28% | HPE | HEWLETT PACKARD ENTERPRISE | -- | $1,091,389.98 | 91,101 | BYVYWS0 |
| 0.28% | AIZ | ASSURANT INC | -- | $1,080,082.45 | 7,435 | 2331430 |
| 0.28% | VTRS | VIATRIS INC | -- | $1,077,924.84 | 126,517 | BMWS3X9 |
| 0.28% | BEN | FRANKLIN RESOURCES INC | -- | $1,076,301.28 | 50,014 | 2350684 |
| 0.28% | BAX | BAXTER INTERNATIONAL INC | -- | $1,075,476.48 | 19,968 | 2085102 |
| 0.27% | UDR | UDR INC | -- | $1,073,907.37 | 25,747 | 2727910 |
| 0.27% | SNA | SNAP-ON INC | -- | $1,073,598.20 | 5,332 | 2818740 |
| 0.27% | NWSA | NEWS CORP - CLASS A | -- | $1,069,531.13 | 70,783 | BBGVT40 |
| 0.27% | WBA | WALGREENS BOOTS ALLIANCE INC | -- | $1,068,636.20 | 34,033 | BTN1Y44 |
| 0.27% | EA | ELECTRONIC ARTS INC | -- | $1,066,383.36 | 9,216 | 2310194 |
| 0.27% | POOL | POOL CORP | -- | $1,063,776.03 | 3,343 | 2781585 |
| 0.27% | NCLH | NORWEGIAN CRUISE LINE HOLDIN | -- | $1,062,171.36 | 93,501 | B9CGTC3 |
| 0.27% | ACN | ACCENTURE PLC-CL A | -- | $1,059,046.80 | 4,116 | B4BNMY3 |
| 0.27% | PEP | PEPSICO INC | -- | $1,057,271.76 | 6,476 | 2681511 |
| 0.27% | JKHY | JACK HENRY & ASSOCIATES INC | -- | $1,052,426.98 | 5,774 | 2469193 |
| 0.27% | ANET | ARISTA NETWORKS INC | -- | $1,045,022.73 | 9,257 | BN33VM5 |
| 0.26% | PH | PARKER HANNIFIN CORP | -- | $1,031,513.67 | 4,257 | 2671501 |
| 0.26% | TXN | TEXAS INSTRUMENTS INC | -- | $1,027,893.98 | 6,641 | 2885409 |
| 0.26% | DOV | DOVER CORP | -- | $1,023,106.08 | 8,776 | 2278407 |
| 0.26% | CSCO | CISCO SYSTEMS INC | -- | $1,013,880.00 | 25,347 | 2198163 |
| 0.26% | KEY | KEYCORP | -- | $1,005,623.46 | 62,773 | 2490911 |
| 0.26% | BWA | BORGWARNER INC | -- | $1,004,172.00 | 31,980 | 2111955 |
| 0.26% | ON | ON SEMICONDUCTOR | -- | $1,003,513.00 | 16,100 | 2583576 |
| 0.26% | TMO | THERMO FISHER SCIENTIFIC INC | -- | $1,002,207.44 | 1,976 | 2886907 |
| 0.25% | IVZ | INVESCO LTD | -- | $993,811.70 | 72,541 | B28XP76 |
| 0.25% | CPB | CAMPBELL SOUP CO | -- | $990,745.12 | 21,026 | 2162845 |
| 0.25% | KO | COCA-COLA CO/THE | -- | $988,921.06 | 17,653 | 2206657 |
| 0.25% | AAL | AMERICAN AIRLINES GROUP INC | -- | $980,910.84 | 81,471 | BCV7KT2 |
| 0.25% | RE | EVEREST RE GROUP LTD | -- | $980,738.28 | 3,737 | 2556868 |
| 0.25% | QRVO | QORVO INC | -- | $976,822.41 | 12,301 | BR9YYP4 |
| 0.25% | RHI | ROBERT HALF INTL INC | -- | $971,473.50 | 12,699 | 2110703 |
| 0.25% | DIS | WALT DISNEY CO/THE | -- | $970,938.69 | 10,293 | 2270726 |
| 0.25% | FANG | DIAMONDBACK ENERGY INC | -- | $969,823.46 | 8,051 | B7Y8YR3 |
| 0.25% | CCL | CARNIVAL CORP | -- | $965,465.05 | 137,335 | 2523044 |
| 0.25% | KHC | KRAFT HEINZ CO/THE | -- | $964,948.90 | 28,934 | BYRY499 |
| 0.24% | IPG | INTERPUBLIC GROUP OF COS INC | -- | $952,422.40 | 37,204 | 2466321 |
| 0.24% | TMUS | T-MOBILE US INC | -- | $939,458.34 | 7,002 | B94Q9V0 |
| 0.24% | PAYC | PAYCOM SOFTWARE INC | -- | $937,171.60 | 2,840 | BL95MY0 |
| 0.23% | MAS | MASCO CORP | -- | $917,458.50 | 19,650 | 2570200 |
| 0.23% | VNT | VONTIER CORP | -- | $906,734.73 | 54,263 | BH4GV32 |
| 0.23% | WAT | WATERS CORP | -- | $906,698.92 | 3,364 | 2937689 |
| 0.23% | LUMN | LUMEN TECHNOLOGIES INC | -- | $901,154.80 | 123,785 | BMDH249 |
| 0.23% | ZBRA | ZEBRA TECHNOLOGIES CORP-CL A | -- | $901,052.39 | 3,439 | 2989356 |
| 0.23% | CF | CF INDUSTRIES HOLDINGS INC | -- | $895,991.25 | 9,309 | B0G4K50 |
| 0.22% | CHTR | CHARTER COMMUNICATIONS INC-A | -- | $878,198.25 | 2,895 | BZ6VT82 |
| 0.22% | IDXX | IDEXX LABORATORIES INC | -- | $860,763.60 | 2,642 | 2459202 |
| 0.22% | TFX | TELEFLEX INC | -- | $848,146.60 | 4,210 | 2881407 |
| 0.22% | PVH | PVH CORP | -- | $847,795.20 | 18,924 | B3V9F12 |
| 0.21% | COST | COSTCO WHOLESALE CORP | -- | $838,279.25 | 1,775 | 2701271 |
| 0.21% | LIN | LINDE PLC | -- | $838,155.31 | 3,109 | BZ12WP8 |
| 0.21% | CNC | CENTENE CORP | -- | $825,719.72 | 10,612 | 2807061 |
| 0.21% | VRTX | VERTEX PHARMACEUTICALS INC | -- | $821,714.52 | 2,838 | 2931034 |
| 0.21% | TGT | TARGET CORP | -- | $810,951.35 | 5,465 | 2259101 |
| 0.21% | EXPE | EXPEDIA GROUP INC | -- | $806,951.97 | 8,613 | B748CK2 |
| 0.21% | ROL | ROLLINS INC | -- | $806,448.72 | 23,254 | 2747305 |
| 0.21% | SYY | SYSCO CORP | -- | $802,841.34 | 11,354 | 2868165 |
| 0.20% | T | AT&T INC | -- | $793,706.94 | 51,741 | 2831811 |
| 0.20% | CMCSA | COMCAST CORP-CLASS A | -- | $778,652.84 | 26,548 | 2044545 |
| 0.20% | ALK | ALASKA AIR GROUP INC | -- | $771,842.25 | 19,715 | 2012605 |
| 0.20% | INTU | INTUIT INC | -- | $763,407.72 | 1,971 | 2459020 |
| 0.19% | PNR | PENTAIR PLC | -- | $760,634.23 | 18,721 | BLS09M3 |
| 0.19% | MSI | MOTOROLA SOLUTIONS INC | -- | $759,258.30 | 3,390 | B5BKPQ4 |
| 0.19% | KMB | KIMBERLY-CLARK CORP | -- | $755,481.02 | 6,713 | 2491839 |
| 0.19% | AVGO | BROADCOM INC | -- | $749,932.89 | 1,689 | BDZ78H9 |
| 0.18% | VNO | VORNADO REALTY TRUST | -- | $720,461.28 | 31,108 | 2933632 |
| 0.18% | TYL | TYLER TECHNOLOGIES INC | -- | $716,545.00 | 2,062 | 2909644 |
| 0.18% | SLB | SCHLUMBERGER LTD | -- | $709,922.50 | 19,775 | 2779201 |
| 0.18% | CB | CHUBB LTD | -- | $700,601.76 | 3,852 | B3BQMF6 |
| 0.18% | COF | CAPITAL ONE FINANCIAL CORP | -- | $699,385.96 | 7,588 | 2654461 |
| 0.17% | APH | AMPHENOL CORP-CL A | -- | $681,652.80 | 10,180 | 2145084 |
| 0.17% | F | FORD MOTOR CO | -- | $677,264.00 | 60,470 | 2615468 |
| 0.17% | OMC | OMNICOM GROUP | -- | $673,927.38 | 10,682 | 2279303 |
| 0.17% | SO | SOUTHERN CO/THE | -- | $671,500.00 | 9,875 | 2829601 |
| 0.17% | PHM | PULTEGROUP INC | -- | $663,862.50 | 17,703 | 2708841 |
| 0.17% | TROW | T ROWE PRICE GROUP INC | -- | $658,622.72 | 6,272 | 2702337 |
| 0.17% | WDC | WESTERN DIGITAL CORP | -- | $654,255.00 | 20,100 | 2954699 |
| 0.17% | HPQ | HP INC | -- | $651,583.24 | 26,147 | BYX4D52 |
| 0.17% | EBAY | EBAY INC | -- | $647,856.00 | 17,600 | 2293819 |
| 0.17% | KLAC | KLA CORP | -- | $644,601.90 | 2,130 | 2480138 |
| 0.16% | ADP | AUTOMATIC DATA PROCESSING | -- | $641,927.22 | 2,838 | 2065308 |
| 0.16% | HCA | HCA HEALTHCARE INC | -- | $641,059.52 | 3,488 | B4MGBG6 |
| 0.16% | PTC | PTC INC | -- | $636,281.80 | 6,083 | B95N910 |
| 0.16% | AMAT | APPLIED MATERIALS INC | -- | $632,745.39 | 7,723 | 2046552 |
| 0.16% | MMM | 3M CO | -- | $630,734.00 | 5,708 | 2595708 |
| 0.16% | WELL | WELLTOWER INC | -- | $627,184.32 | 9,751 | BYVYHH4 |
| 0.16% | PNW | PINNACLE WEST CAPITAL | -- | $623,166.60 | 9,660 | 2048804 |
| 0.16% | WMT | WALMART INC | -- | $622,430.30 | 4,799 | 2936921 |
| 0.16% | NOW | SERVICENOW INC | -- | $620,035.62 | 1,642 | B80NXX8 |
| 0.16% | TDY | TELEDYNE TECHNOLOGIES INC | -- | $619,594.92 | 1,836 | 2503477 |
| 0.16% | WRK | WESTROCK CO | -- | $608,687.45 | 19,705 | BYR0914 |
| 0.16% | CME | CME GROUP INC | -- | $606,315.99 | 3,423 | 2965839 |
| 0.15% | SWKS | SKYWORKS SOLUTIONS INC | -- | $600,130.26 | 7,038 | 2961053 |
| 0.15% | WEC | WEC ENERGY GROUP INC | -- | $595,067.22 | 6,654 | BYY8XK8 |
| 0.15% | CDAY | CERIDIAN HCM HOLDING INC | -- | $584,001.88 | 10,451 | BFX1V56 |
| 0.15% | AMP | AMERIPRISE FINANCIAL INC | -- | $579,233.05 | 2,299 | B0J7D57 |
| 0.14% | FE | FIRSTENERGY CORP | -- | $565,693.00 | 15,289 | 2100920 |
| 0.14% | INTC | INTEL CORP | -- | $553,977.69 | 21,497 | 2463247 |
| 0.14% | DOW | DOW INC | -- | $547,938.89 | 12,473 | BHXCF84 |
| 0.14% | PPG | PPG INDUSTRIES INC | -- | $546,255.15 | 4,935 | 2698470 |
| 0.14% | DISH | DISH NETWORK CORP-A | -- | $531,486.90 | 38,430 | 2303581 |
| 0.14% | URI | UNITED RENTALS INC | -- | $530,785.80 | 1,965 | 2134781 |
| 0.13% | ODFL | OLD DOMINION FREIGHT LINE | -- | $522,168.23 | 2,099 | 2656423 |
| 0.13% | MPC | MARATHON PETROLEUM CORP | -- | $517,906.62 | 5,214 | B3K3L40 |
| 0.13% | PYPL | PAYPAL HOLDINGS INC | -- | $517,711.05 | 6,015 | BYW36M8 |
| 0.13% | WFC | WELLS FARGO & CO | -- | $513,931.16 | 12,778 | 2649100 |
| 0.13% | STZ | CONSTELLATION BRANDS INC-A | -- | $511,038.00 | 2,225 | 2170473 |
| 0.13% | AXP | AMERICAN EXPRESS CO | -- | $509,959.80 | 3,780 | 2026082 |
| 0.13% | BDX | BECTON DICKINSON AND CO | -- | $509,166.55 | 2,285 | 2087807 |
| 0.13% | OKE | ONEOK INC | -- | $503,176.80 | 9,820 | 2130109 |
| 0.13% | MS | MORGAN STANLEY | -- | $500,923.40 | 6,340 | 2262314 |
| 0.13% | UPS | UNITED PARCEL SERVICE-CL B | -- | $498,997.06 | 3,089 | 2517382 |
| 0.13% | J | JACOBS SOLUTIONS INC | -- | $494,822.89 | 4,561 | BNGC0D3 |
| 0.12% | MCD | MCDONALD'S CORP | -- | $482,938.82 | 2,093 | 2550707 |
| 0.12% | APA | APA CORP | -- | $470,283.45 | 13,755 | BNNF1C1 |
| 0.12% | ANSS | ANSYS INC | -- | $466,235.10 | 2,103 | 2045623 |
| 0.11% | ORCL | ORACLE CORP | -- | $444,589.60 | 7,280 | 2661568 |
| 0.11% | TPR | TAPESTRY INC | -- | $436,485.79 | 15,353 | BF09HX3 |
| 0.11% | EVRG | EVERGY INC | -- | $433,679.40 | 7,301 | BFMXGR0 |
| 0.11% | BBY | BEST BUY CO INC | -- | $432,358.84 | 6,826 | 2094670 |
| 0.11% | OGN | ORGANON & CO | -- | $422,604.00 | 18,060 | BLDC8J4 |
| 0.11% | SNPS | SYNOPSYS INC | -- | $414,271.56 | 1,356 | 2867719 |
| 0.11% | DHI | DR HORTON INC | -- | $413,596.35 | 6,141 | 2250687 |
| 0.10% | OTIS | OTIS WORLDWIDE CORP | -- | $409,596.00 | 6,420 | BK531S8 |
| 0.10% | SYF | SYNCHRONY FINANCIAL | -- | $409,544.32 | 14,528 | BP96PS6 |
| 0.10% | TXT | TEXTRON INC | -- | $401,527.92 | 6,892 | 2885937 |
| 0.10% | WBD | WARNER BROS DISCOVERY INC | -- | $396,543.00 | 34,482 | BM8JYX3 |
| 0.10% | TEL | TE CONNECTIVITY LTD | -- | $389,901.88 | 3,533 | B62B7C3 |
| 0.10% | EMBC | EMBECTA CORP | -- | $387,110.34 | 13,446 | BMXWYR1 |
| 0.10% | PKI | PERKINELMER INC | -- | $385,898.31 | 3,207 | 2305844 |
| 0.09% | NUE | NUCOR CORP | -- | $364,193.96 | 3,404 | 2651086 |
| 0.09% | DVA | DAVITA INC | -- | $363,360.30 | 4,390 | 2898087 |
| 0.09% | FRT | FEDERAL REALTY INVS TRUST | -- | $343,627.56 | 3,813 | BN7P9B2 |
| 0.09% | IFF | INTL FLAVORS & FRAGRANCES | -- | $342,974.08 | 3,776 | 2464165 |
| 0.09% | DLR | DIGITAL REALTY TRUST INC | -- | $341,675.10 | 3,445 | B03GQS4 |
| 0.09% | BBWI | BATH & BODY WORKS INC | -- | $332,976.40 | 10,214 | BNNTGJ5 |
| 0.08% | HUM | HUMANA INC | -- | $331,869.96 | 684 | 2445063 |
| 0.08% | NEE | NEXTERA ENERGY INC | -- | $331,517.48 | 4,228 | 2328915 |
| 0.08% | MOS | MOSAIC CO/THE | -- | $316,561.50 | 6,550 | B3NPHP6 |
| 0.08% | XRAY | DENTSPLY SIRONA INC | -- | $315,904.05 | 11,143 | BYNPPC6 |
| 0.08% | AOS | SMITH (A.O.) CORP | -- | $305,762.52 | 6,294 | 2816023 |
| 0.08% | BMY | BRISTOL-MYERS SQUIBB CO | -- | $296,587.48 | 4,172 | 2126335 |
| 0.07% | CFG | CITIZENS FINANCIAL GROUP | -- | $284,672.60 | 8,285 | BQRX1X3 |
| 0.07% | ESS | ESSEX PROPERTY TRUST INC | -- | $282,924.64 | 1,168 | 2316619 |
| 0.07% | SIVB | SVB FINANCIAL GROUP | -- | $275,003.82 | 819 | 2808053 |
| 0.07% | NKE | NIKE INC -CL B | -- | $274,877.84 | 3,307 | 2640147 |
| 0.07% | CLX | CLOROX COMPANY | -- | $271,930.02 | 2,118 | 2204026 |
| 0.07% | ELV | ELEVANCE HEALTH INC | -- | $258,462.56 | 569 | BSPHGL4 |
| 0.07% | HAL | HALLIBURTON CO | -- | $256,491.16 | 10,418 | 2405302 |
| 0.06% | IP | INTERNATIONAL PAPER CO | -- | $250,937.20 | 7,916 | 2465254 |
| 0.06% | FBHS | FORTUNE BRANDS HOME & SECURI | -- | $230,544.86 | 4,294 | B3MC7D6 |
| 0.06% | TER | TERADYNE INC | -- | $221,467.05 | 2,947 | 2884183 |
| 0.06% | NWL | NEWELL BRANDS INC | -- | $221,087.13 | 15,917 | 2635701 |
| 0.05% | BR | BROADRIDGE FINANCIAL SOLUTIO | -- | $209,841.28 | 1,454 | B1VP7R6 |
| 0.05% | TRMB | TRIMBLE INC | -- | $206,985.78 | 3,814 | 2903958 |
| 0.05% | ICE | INTERCONTINENTAL EXCHANGE IN | -- | $204,823.45 | 2,267 | BFSSDS9 |
| 0.05% | DAL | DELTA AIR LINES INC | -- | $202,593.20 | 7,220 | B1W9D46 |
| 0.05% | WHR | WHIRLPOOL CORP | -- | $201,406.14 | 1,494 | 2960384 |
| 0.05% | PENN | PENN ENTERTAINMENT INC | -- | $198,292.08 | 7,208 | 2682105 |
| 0.05% | A | AGILENT TECHNOLOGIES INC | -- | $193,750.70 | 1,594 | 2520153 |
| 0.05% | MDT | MEDTRONIC PLC | -- | $189,520.25 | 2,347 | BTN1Y11 |
| 0.04% | BSX | BOSTON SCIENTIFIC CORP | -- | $175,679.28 | 4,536 | 2113434 |
| 0.04% | GNRC | GENERAC HOLDINGS INC | -- | $174,933.48 | 982 | B6197Q2 |
| 0.04% | MOH | MOLINA HEALTHCARE INC | -- | $174,815.20 | 530 | 2212706 |
| 0.04% | NI | NISOURCE INC | -- | $174,138.47 | 6,913 | 2645409 |
| 0.04% | LOW | LOWE'S COS INC | -- | $163,019.08 | 868 | 2536763 |
| 0.04% | UNP | UNION PACIFIC CORP | -- | $161,700.60 | 830 | 2914734 |
| 0.04% | CPRT | COPART INC | -- | $157,259.20 | 1,478 | 2208073 |
| 0.04% | AMGN | AMGEN INC | -- | $154,399.00 | 685 | 2023607 |
| 0.04% | FOXA | FOX CORP - CLASS A | -- | $148,215.08 | 4,831 | BJJMGL2 |
| 0.04% | RTX | RAYTHEON TECHNOLOGIES CORP | -- | $147,839.16 | 1,806 | BM5M5Y3 |
| 0.04% | ULTA | ULTA BEAUTY INC | -- | $144,428.40 | 360 | B28TS42 |
| 0.04% | CBRE | CBRE GROUP INC - A | -- | $142,851.16 | 2,116 | B6WVMH3 |
| 0.04% | AKAM | AKAMAI TECHNOLOGIES INC | -- | $140,158.40 | 1,745 | 2507457 |
| 0.04% | STT | STATE STREET CORP | -- | $137,004.93 | 2,253 | 2842040 |
| 0.03% | ALGN | ALIGN TECHNOLOGY INC | -- | $129,650.86 | 626 | 2679204 |
| 0.03% | VFC | VF CORP | -- | $111,295.11 | 3,721 | 2928683 |
| -- | -- | NET OTHER ASSETS (LIABILITIES) | -- | $22,775,036.10 | 22,775,036 | -- |
| -4.62% | -- | CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP SOCIETE GENERALE | -18,034,059 | -- | -7,959 | -- |
| -11.93% | -- | CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP GOLDMAN SACHS INTERNATIONAL | -46,593,085 | -- | -20,563 | -- |
| -13.24% | -- | CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP UBS AG | -51,707,153 | -- | -22,820 | -- |
Index
as of 6/30/2022
Long
- Total Number of Companies317
- Price/Earnings Ratio20.423
- Price/Book Ratio6.314
- Dividend Yield ( % )1.84
- Avg. Index Market Capitalization$91.84 billion
Short
- Total Number of Companies149
- Price/Earnings Ratio20.959
- Price/Book Ratio4.412
- Dividend Yield ( % )1.79
- Avg. Index Market Capitalization$33.60 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
2022
- 2022
- 2021
- 2020
- 2019
- 2018
- 2017
- 2016
- 2015
- 2014
- 2013
| 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, 06/30/21). For the number of months a fund outperformed a benchmark over a given period, CSM ranked 112 in the Large Blend category (972 funds) as of 12/31/21. CSM has the 5th 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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