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 10/31/2022
| Fund + Index | 1m | 3m | 6m | YTD | 1Y | 3Y | 5Y | 10Y | Since Inception | Inception Date |
|---|---|---|---|---|---|---|---|---|---|---|
| CSM Market Price | 9.09% | -4.49% | -6.36% | -16.49% | -12.51% | 9.93% | 9.05% | 12.43% | 13.53% | 07/13/2009 |
| CSM NAV | 9.16% | -4.70% | -6.41% | -16.30% | -12.43% | 9.85% | 9.06% | 12.45% | 13.53% | 07/13/2009 |
| Credit Suisse 130/30 Large Cap Index | 9.22% | -4.52% | -6.05% | -15.80% | -11.80% | 10.60% | 9.78% | 13.15% | 14.38% | -- |
| Fund + Index | 1m | 3m | 6m | YTD | 1Y | 3Y | 5Y | 10Y | Since Inception | Inception Date |
|---|---|---|---|---|---|---|---|---|---|---|
| CSM Market Price | -9.65% | -4.99% | -21.01% | -23.45% | -14.68% | 7.30% | 7.59% | 11.35% | 12.88% | 07/13/2009 |
| CSM NAV | -9.53% | -5.26% | -20.85% | -23.32% | -14.87% | 7.30% | 7.56% | 11.35% | 12.88% | 07/13/2009 |
| Credit Suisse 130/30 Large Cap Index | -9.48% | -5.09% | -20.56% | -22.91% | -14.27% | 8.02% | 8.27% | 12.05% | 13.71% | -- |
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 10/31/2022- Distribution Yield 1.34%
Distribution Yield represents the annualized yield based on the last income distribution.
- SEC 30-Day Yield 1.36%
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 11/25/2022- NAV $47.84
- NAV Change $+0.05
- 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 10/31/2022- Distribution Yield 1.34%
Distribution Yield represents the annualized yield based on the last income distribution.
- SEC 30-Day Yield 1.36%
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 11/25/2022- NAV $47.84
- NAV Change $+0.05
- 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 9/30/2022
Holdings
as of 11/25/2022
| Weight | Ticker | Description | Exposure Value (Notional + GL) |
Market Value | Shares/Contracts | SEDOL Number |
|---|---|---|---|---|---|---|
| 21.23% | -- | CREDIT SUISSE 130/30 LARGE CAP LONG SUB-INDEX SWAP SOCIETE GENERALE | 95,249,368 | -- | 31,901 | -- |
| 13.89% | -- | CREDIT SUISSE 130/30 LARGE CAP LONG SUB-INDEX SWAP UBS AG | 62,316,214 | -- | 20,871 | -- |
| 4.57% | AAPL | APPLE INC | -- | $20,525,824.35 | 138,585 | 2046251 |
| 3.69% | MSFT | MICROSOFT CORP | -- | $16,544,953.99 | 66,851 | 2588173 |
| 2.11% | AMZN | AMAZON.COM INC | -- | $9,488,774.62 | 101,582 | 2000019 |
| 1.32% | XOM | EXXON MOBIL CORP | -- | $5,929,939.80 | 52,380 | 2326618 |
| 1.13% | TSLA | TESLA INC | -- | $5,089,359.52 | 27,832 | B616C79 |
| 1.06% | V | VISA INC-CLASS A SHARES | -- | $4,774,572.07 | 22,333 | B2PZN04 |
| 0.99% | GOOGL | ALPHABET INC-CL A | -- | $4,435,112.22 | 45,507 | BYVY8G0 |
| 0.92% | BRK/B | BERKSHIRE HATHAWAY INC-CL B | -- | $4,149,444.96 | 13,072 | 2073390 |
| 0.88% | GOOG | ALPHABET INC-CL C | -- | $3,950,262.40 | 40,474 | BYY88Y7 |
| 0.87% | PFE | PFIZER INC | -- | $3,924,595.92 | 79,752 | 2684703 |
| 0.86% | MRK | MERCK & CO. INC. | -- | $3,856,670.00 | 35,876 | 2778844 |
| 0.81% | UNH | UNITEDHEALTH GROUP INC | -- | $3,651,515.04 | 6,792 | 2917766 |
| 0.80% | JNJ | JOHNSON & JOHNSON | -- | $3,593,363.76 | 20,274 | 2475833 |
| 0.71% | ABBV | ABBVIE INC | -- | $3,183,940.14 | 19,947 | B92SR70 |
| 0.67% | ABT | ABBOTT LABORATORIES | -- | $3,006,324.72 | 28,107 | 2002305 |
| 0.59% | NVDA | NVIDIA CORP | -- | $2,645,176.60 | 16,258 | 2379504 |
| 0.59% | COP | CONOCOPHILLIPS | -- | $2,632,195.17 | 20,757 | 2685717 |
| 0.57% | JPM | JPMORGAN CHASE & CO | -- | $2,557,721.70 | 18,705 | 2190385 |
| 0.57% | DHR | DANAHER CORP | -- | $2,553,703.52 | 9,563 | 2250870 |
| 0.56% | CVS | CVS HEALTH CORP | -- | $2,520,057.62 | 24,887 | 2577609 |
| 0.56% | PG | PROCTER & GAMBLE CO/THE | -- | $2,494,240.00 | 17,000 | 2704407 |
| 0.51% | LMT | LOCKHEED MARTIN CORP | -- | $2,308,521.50 | 4,775 | 2522096 |
| 0.49% | CVX | CHEVRON CORP | -- | $2,198,337.90 | 11,967 | 2838555 |
| 0.49% | HD | HOME DEPOT INC | -- | $2,195,231.88 | 6,726 | 2434209 |
| 0.49% | C | CITIGROUP INC | -- | $2,192,704.03 | 45,407 | 2297907 |
| 0.48% | TJX | TJX COMPANIES INC | -- | $2,146,241.61 | 26,487 | 2989301 |
| 0.48% | CI | CIGNA CORP | -- | $2,144,865.80 | 6,622 | BHJ0775 |
| 0.46% | PM | PHILIP MORRIS INTERNATIONAL | -- | $2,066,197.50 | 21,030 | B2PKRQ3 |
| 0.46% | MA | MASTERCARD INC - A | -- | $2,062,423.59 | 5,871 | B121557 |
| 0.45% | META | META PLATFORMS INC-CLASS A | -- | $2,022,759.96 | 18,156 | B7TL820 |
| 0.45% | APD | AIR PRODUCTS & CHEMICALS INC | -- | $1,999,229.41 | 6,451 | 2011602 |
| 0.44% | CSX | CSX CORP | -- | $1,982,806.48 | 61,924 | 2160753 |
| 0.44% | PLD | PROLOGIS INC | -- | $1,971,181.04 | 16,936 | B44WZD7 |
| 0.43% | SO | SOUTHERN CO/THE | -- | $1,947,817.01 | 29,111 | 2829601 |
| 0.42% | NSC | NORFOLK SOUTHERN CORP | -- | $1,904,763.68 | 7,549 | 2641894 |
| 0.42% | GILD | GILEAD SCIENCES INC | -- | $1,890,905.46 | 21,921 | 2369174 |
| 0.42% | VZ | VERIZON COMMUNICATIONS INC | -- | $1,888,724.08 | 48,404 | 2090571 |
| 0.41% | EMR | EMERSON ELECTRIC CO | -- | $1,841,274.72 | 19,156 | 2313405 |
| 0.40% | CDNS | CADENCE DESIGN SYS INC | -- | $1,813,640.40 | 10,840 | 2302232 |
| 0.40% | ADM | ARCHER-DANIELS-MIDLAND CO | -- | $1,807,159.60 | 18,554 | 2047317 |
| 0.40% | PSX | PHILLIPS 66 | -- | $1,800,839.68 | 16,256 | B78C4Y8 |
| 0.40% | MU | MICRON TECHNOLOGY INC | -- | $1,788,222.15 | 30,615 | 2588184 |
| 0.40% | MCHP | MICROCHIP TECHNOLOGY INC | -- | $1,784,449.94 | 23,582 | 2592174 |
| 0.40% | MET | METLIFE INC | -- | $1,777,006.35 | 23,093 | 2573209 |
| 0.39% | BKNG | BOOKING HOLDINGS INC | -- | $1,768,305.33 | 891 | BDRXDB4 |
| 0.39% | CME | CME GROUP INC | -- | $1,765,925.00 | 10,091 | 2965839 |
| 0.39% | ADBE | ADOBE INC | -- | $1,756,077.90 | 5,253 | 2008154 |
| 0.39% | MAR | MARRIOTT INTERNATIONAL -CL A | -- | $1,744,597.02 | 10,734 | 2210614 |
| 0.39% | CMG | CHIPOTLE MEXICAN GRILL INC | -- | $1,739,449.60 | 1,148 | B0X7DZ3 |
| 0.39% | MCK | MCKESSON CORP | -- | $1,733,463.48 | 4,522 | 2378534 |
| 0.38% | PSA | PUBLIC STORAGE | -- | $1,723,875.53 | 5,773 | 2852533 |
| 0.38% | QCOM | QUALCOMM INC | -- | $1,714,350.15 | 13,887 | 2714923 |
| 0.38% | AIG | AMERICAN INTERNATIONAL GROUP | -- | $1,714,026.96 | 28,062 | 2027342 |
| 0.38% | CTAS | CINTAS CORP | -- | $1,700,974.56 | 3,728 | 2197137 |
| 0.38% | TRV | TRAVELERS COS INC/THE | -- | $1,690,933.41 | 8,951 | 2769503 |
| 0.38% | CNC | CENTENE CORP | -- | $1,688,883.72 | 19,902 | 2807061 |
| 0.37% | ED | CONSOLIDATED EDISON INC | -- | $1,677,682.50 | 17,207 | 2216850 |
| 0.37% | PRU | PRUDENTIAL FINANCIAL INC | -- | $1,660,843.47 | 15,411 | 2819118 |
| 0.37% | DVN | DEVON ENERGY CORP | -- | $1,658,171.00 | 24,260 | 2480677 |
| 0.37% | HLT | HILTON WORLDWIDE HOLDINGS IN | -- | $1,654,299.50 | 11,966 | BYVMW06 |
| 0.37% | KEYS | KEYSIGHT TECHNOLOGIES IN | -- | $1,638,503.74 | 9,277 | BQZJ0Q9 |
| 0.36% | BBY | BEST BUY CO INC | -- | $1,625,331.07 | 20,009 | 2094670 |
| 0.36% | PCAR | PACCAR INC | -- | $1,623,973.86 | 15,462 | 2665861 |
| 0.36% | FTNT | FORTINET INC | -- | $1,600,633.32 | 30,252 | B5B2106 |
| 0.35% | AME | AMETEK INC | -- | $1,589,227.79 | 11,147 | 2089212 |
| 0.35% | IQV | IQVIA HOLDINGS INC | -- | $1,588,255.60 | 7,220 | BDR73G1 |
| 0.35% | EIX | EDISON INTERNATIONAL | -- | $1,569,909.66 | 24,442 | 2829515 |
| 0.35% | ATO | ATMOS ENERGY CORP | -- | $1,562,425.92 | 13,112 | 2315359 |
| 0.34% | ABC | AMERISOURCEBERGEN CORP | -- | $1,537,138.20 | 9,166 | 2795393 |
| 0.34% | LYB | LYONDELLBASELL INDU-CL A | -- | $1,534,186.83 | 17,677 | B3SPXZ3 |
| 0.34% | CDAY | CERIDIAN HCM HOLDING INC | -- | $1,528,538.00 | 22,780 | BFX1V56 |
| 0.34% | RSG | REPUBLIC SERVICES INC | -- | $1,526,348.88 | 11,151 | 2262530 |
| 0.34% | AVB | AVALONBAY COMMUNITIES INC | -- | $1,525,438.20 | 8,970 | 2131179 |
| 0.34% | LLY | ELI LILLY & CO | -- | $1,524,918.75 | 4,175 | 2516152 |
| 0.34% | FITB | FIFTH THIRD BANCORP | -- | $1,524,097.92 | 41,779 | 2336747 |
| 0.34% | HIG | HARTFORD FINANCIAL SVCS GRP | -- | $1,521,223.28 | 20,024 | 2476193 |
| 0.34% | STT | STATE STREET CORP | -- | $1,512,379.56 | 19,626 | 2842040 |
| 0.34% | HSY | HERSHEY CO/THE | -- | $1,511,959.68 | 6,468 | 2422806 |
| 0.34% | TYL | TYLER TECHNOLOGIES INC | -- | $1,505,834.88 | 4,551 | 2909644 |
| 0.34% | CHD | CHURCH & DWIGHT CO INC | -- | $1,503,406.73 | 19,057 | 2195841 |
| 0.33% | LNC | LINCOLN NATIONAL CORP | -- | $1,498,910.70 | 38,582 | 2516378 |
| 0.33% | WBA | WALGREENS BOOTS ALLIANCE INC | -- | $1,497,968.62 | 35,957 | BTN1Y44 |
| 0.33% | EQR | EQUITY RESIDENTIAL | -- | $1,497,783.28 | 23,576 | 2319157 |
| 0.33% | VTR | VENTAS INC | -- | $1,496,530.02 | 32,898 | 2927925 |
| 0.33% | ETR | ENTERGY CORP | -- | $1,493,765.00 | 13,132 | 2317087 |
| 0.33% | AWK | AMERICAN WATER WORKS CO INC | -- | $1,490,010.50 | 9,745 | B2R3PV1 |
| 0.33% | KR | KROGER CO | -- | $1,482,479.20 | 30,230 | 2497406 |
| 0.33% | CTRA | COTERRA ENERGY INC | -- | $1,480,917.57 | 53,637 | 2162340 |
| 0.33% | CCL | CARNIVAL CORP | -- | $1,476,566.42 | 151,754 | 2523044 |
| 0.33% | TSN | TYSON FOODS INC-CL A | -- | $1,472,776.42 | 21,874 | 2909730 |
| 0.33% | WY | WEYERHAEUSER CO | -- | $1,472,560.56 | 45,576 | 2958936 |
| 0.33% | NDAQ | NASDAQ INC | -- | $1,470,047.80 | 21,892 | 2965107 |
| 0.33% | PKG | PACKAGING CORP OF AMERICA | -- | $1,466,526.13 | 11,029 | 2504566 |
| 0.33% | ZTS | ZOETIS INC | -- | $1,466,326.90 | 9,769 | B95WG16 |
| 0.33% | MPWR | MONOLITHIC POWER SYSTEMS INC | -- | $1,466,041.60 | 3,970 | B01Z7J1 |
| 0.33% | RL | RALPH LAUREN CORP | -- | $1,465,037.01 | 13,383 | B4V9661 |
| 0.32% | PNR | PENTAIR PLC | -- | $1,456,786.41 | 31,539 | BLS09M3 |
| 0.32% | MAA | MID-AMERICA APARTMENT COMM | -- | $1,452,655.62 | 8,997 | 2589132 |
| 0.32% | JBHT | HUNT (JB) TRANSPRT SVCS INC | -- | $1,450,209.20 | 7,942 | 2445416 |
| 0.32% | HPE | HEWLETT PACKARD ENTERPRISE | -- | $1,448,904.07 | 91,529 | BYVYWS0 |
| 0.32% | -- | EXTRA SPACE STORAGE INC | -- | $1,445,087.32 | 9,286 | B02HWR9 |
| 0.32% | HOLX | HOLOGIC INC | -- | $1,444,350.68 | 19,276 | 2433530 |
| 0.32% | EQT | EQT CORP | -- | $1,440,257.13 | 33,471 | 2319414 |
| 0.32% | ADI | ANALOG DEVICES INC | -- | $1,438,477.81 | 8,609 | 2032067 |
| 0.32% | UDR | UDR INC | -- | $1,432,637.02 | 35,174 | 2727910 |
| 0.32% | CPT | CAMDEN PROPERTY TRUST | -- | $1,431,735.60 | 12,120 | 2166320 |
| 0.32% | AMD | ADVANCED MICRO DEVICES | -- | $1,428,411.40 | 19,010 | 2007849 |
| 0.32% | SIVB | SVB FINANCIAL GROUP | -- | $1,426,866.00 | 6,410 | 2808053 |
| 0.32% | BAC | BANK OF AMERICA CORP | -- | $1,422,835.70 | 37,741 | 2295677 |
| 0.32% | HST | HOST HOTELS & RESORTS INC | -- | $1,422,675.28 | 77,068 | 2567503 |
| 0.32% | RJF | RAYMOND JAMES FINANCIAL INC | -- | $1,417,622.92 | 11,857 | 2718992 |
| 0.31% | UAL | UNITED AIRLINES HOLDINGS INC | -- | $1,407,225.60 | 31,680 | B4QG225 |
| 0.31% | MGM | MGM RESORTS INTERNATIONAL | -- | $1,407,190.32 | 39,384 | 2547419 |
| 0.31% | HWM | HOWMET AEROSPACE INC | -- | $1,406,833.32 | 36,983 | BKLJ8V2 |
| 0.31% | BK | BANK OF NEW YORK MELLON CORP | -- | $1,405,128.89 | 30,767 | B1Z77F6 |
| 0.31% | LKQ | LKQ CORP | -- | $1,403,922.26 | 25,591 | 2971029 |
| 0.31% | BEN | FRANKLIN RESOURCES INC | -- | $1,400,820.56 | 52,328 | 2350684 |
| 0.31% | NWS | NEWS CORP - CLASS B | -- | $1,394,466.16 | 75,052 | BBGVT51 |
| 0.31% | REG | REGENCY CENTERS CORP | -- | $1,390,742.22 | 20,986 | 2726177 |
| 0.31% | L | LOEWS CORP | -- | $1,389,322.00 | 24,200 | 2523022 |
| 0.31% | WRB | WR BERKLEY CORP | -- | $1,388,383.35 | 18,465 | 2093644 |
| 0.31% | SJM | JM SMUCKER CO/THE | -- | $1,384,936.56 | 9,156 | 2951452 |
| 0.31% | VTRS | VIATRIS INC | -- | $1,379,432.78 | 123,827 | BMWS3X9 |
| 0.31% | HRL | HORMEL FOODS CORP | -- | $1,378,143.72 | 27,892 | 2437264 |
| 0.31% | GLW | CORNING INC | -- | $1,376,298.44 | 40,337 | 2224701 |
| 0.31% | ESS | ESSEX PROPERTY TRUST INC | -- | $1,376,224.53 | 6,473 | 2316619 |
| 0.31% | BWA | BORGWARNER INC | -- | $1,370,688.00 | 32,450 | 2111955 |
| 0.30% | INCY | INCYTE CORP | -- | $1,368,610.88 | 17,488 | 2471950 |
| 0.30% | NWSA | NEWS CORP - CLASS A | -- | $1,360,733.10 | 74,357 | BBGVT40 |
| 0.30% | ANET | ARISTA NETWORKS INC | -- | $1,358,550.32 | 10,007 | BN33VM5 |
| 0.30% | PH | PARKER HANNIFIN CORP | -- | $1,354,488.78 | 4,426 | 2671501 |
| 0.30% | DXC | DXC TECHNOLOGY CO | -- | $1,350,796.16 | 45,512 | BYXD7B3 |
| 0.30% | AAL | AMERICAN AIRLINES GROUP INC | -- | $1,350,066.00 | 93,108 | BCV7KT2 |
| 0.30% | DRI | DARDEN RESTAURANTS INC | -- | $1,349,161.88 | 9,092 | 2289874 |
| 0.30% | CRM | SALESFORCE INC | -- | $1,346,106.30 | 8,778 | 2310525 |
| 0.30% | CE | CELANESE CORP | -- | $1,342,949.76 | 12,834 | B05MZT4 |
| 0.30% | AIZ | ASSURANT INC | -- | $1,338,351.84 | 10,416 | 2331430 |
| 0.30% | CHRW | C.H. ROBINSON WORLDWIDE INC | -- | $1,335,729.00 | 13,525 | 2116228 |
| 0.30% | CMS | CMS ENERGY CORP | -- | $1,332,833.82 | 21,757 | 2219224 |
| 0.30% | K | KELLOGG CO | -- | $1,330,347.20 | 18,274 | 2486813 |
| 0.30% | NFLX | NETFLIX INC | -- | $1,327,189.92 | 4,648 | 2857817 |
| 0.30% | BXP | BOSTON PROPERTIES INC | -- | $1,327,172.95 | 18,523 | 2019479 |
| 0.29% | DTE | DTE ENERGY COMPANY | -- | $1,317,215.28 | 11,476 | 2280220 |
| 0.29% | SNA | SNAP-ON INC | -- | $1,305,428.06 | 5,377 | 2818740 |
| 0.29% | NI | NISOURCE INC | -- | $1,304,216.39 | 47,791 | 2645409 |
| 0.29% | LNT | ALLIANT ENERGY CORP | -- | $1,303,148.25 | 23,085 | 2973821 |
| 0.29% | PEAK | HEALTHPEAK PROPERTIES INC | -- | $1,298,714.60 | 51,010 | BJBLRK3 |
| 0.29% | NRG | NRG ENERGY INC | -- | $1,298,612.32 | 30,802 | 2212922 |
| 0.29% | DOV | DOVER CORP | -- | $1,291,056.71 | 9,029 | 2278407 |
| 0.29% | ADSK | AUTODESK INC | -- | $1,290,444.46 | 6,431 | 2065159 |
| 0.29% | VRTX | VERTEX PHARMACEUTICALS INC | -- | $1,290,416.54 | 4,123 | 2931034 |
| 0.29% | IPG | INTERPUBLIC GROUP OF COS INC | -- | $1,284,331.50 | 37,227 | 2466321 |
| 0.28% | VLO | VALERO ENERGY CORP | -- | $1,265,944.80 | 9,147 | 2041364 |
| 0.28% | LW | LAMB WESTON HOLDINGS INC | -- | $1,262,959.00 | 14,660 | BDQZFJ3 |
| 0.28% | HII | HUNTINGTON INGALLS INDUSTRIE | -- | $1,261,221.00 | 5,475 | B40SSC9 |
| 0.28% | CSCO | CISCO SYSTEMS INC | -- | $1,253,463.20 | 25,898 | 2198163 |
| 0.28% | WST | WEST PHARMACEUTICAL SERVICES | -- | $1,252,467.90 | 5,526 | 2950482 |
| 0.28% | ON | ON SEMICONDUCTOR | -- | $1,249,121.20 | 17,018 | 2583576 |
| 0.28% | ACN | ACCENTURE PLC-CL A | -- | $1,243,990.80 | 4,197 | B4BNMY3 |
| 0.28% | GEN | GEN DIGITAL INC | -- | $1,243,618.43 | 53,813 | BJN4XN5 |
| 0.27% | QRVO | QORVO INC | -- | $1,226,209.14 | 12,781 | BR9YYP4 |
| 0.27% | KEY | KEYCORP | -- | $1,226,102.90 | 64,430 | 2490911 |
| 0.27% | EA | ELECTRONIC ARTS INC | -- | $1,219,631.00 | 9,418 | 2310194 |
| 0.27% | TXN | TEXAS INSTRUMENTS INC | -- | $1,208,502.75 | 6,825 | 2885409 |
| 0.26% | PEP | PEPSICO INC | -- | $1,176,094.68 | 6,388 | 2681511 |
| 0.26% | JKHY | JACK HENRY & ASSOCIATES INC | -- | $1,171,107.56 | 6,118 | 2469193 |
| 0.26% | DIS | WALT DISNEY CO/THE | -- | $1,165,578.43 | 11,789 | 2270726 |
| 0.26% | BAX | BAXTER INTERNATIONAL INC | -- | $1,154,160.00 | 20,610 | 2085102 |
| 0.25% | POOL | POOL CORP | -- | $1,132,456.08 | 3,444 | 2781585 |
| 0.25% | KHC | KRAFT HEINZ CO/THE | -- | $1,121,953.80 | 28,842 | BYRY499 |
| 0.25% | KO | COCA-COLA CO/THE | -- | $1,105,788.91 | 17,639 | 2206657 |
| 0.25% | CPB | CAMPBELL SOUP CO | -- | $1,103,709.36 | 20,809 | 2162845 |
| 0.25% | TMO | THERMO FISHER SCIENTIFIC INC | -- | $1,101,397.50 | 1,998 | 2886907 |
| 0.24% | TMUS | T-MOBILE US INC | -- | $1,097,378.25 | 7,265 | B94Q9V0 |
| 0.24% | PAYC | PAYCOM SOFTWARE INC | -- | $1,085,317.80 | 3,318 | BL95MY0 |
| 0.24% | IDXX | IDEXX LABORATORIES INC | -- | $1,084,344.96 | 2,636 | 2459202 |
| 0.24% | LIN | LINDE PLC | -- | $1,068,390.84 | 3,102 | BZ12WP8 |
| 0.23% | VNT | VONTIER CORP | -- | $1,053,717.28 | 53,816 | BH4GV32 |
| 0.23% | CF | CF INDUSTRIES HOLDINGS INC | -- | $1,048,726.10 | 9,655 | B0G4K50 |
| 0.23% | LUMN | LUMEN TECHNOLOGIES INC | -- | $1,038,305.28 | 177,792 | BMDH249 |
| 0.23% | RF | REGIONS FINANCIAL CORP | -- | $1,036,674.23 | 45,329 | B01R311 |
| 0.23% | SLB | SCHLUMBERGER LTD | -- | $1,026,257.70 | 20,190 | 2779201 |
| 0.23% | FOXA | FOX CORP - CLASS A | -- | $1,025,999.10 | 32,790 | BJJMGL2 |
| 0.23% | MAS | MASCO CORP | -- | $1,016,410.01 | 19,957 | 2570200 |
| 0.22% | T | AT&T INC | -- | $1,008,828.56 | 52,763 | 2831811 |
| 0.22% | WDC | WESTERN DIGITAL CORP | -- | $1,001,981.56 | 26,834 | 2954699 |
| 0.22% | SBNY | SIGNATURE BANK | -- | $999,911.20 | 7,130 | B00JQL9 |
| 0.22% | SYY | SYSCO CORP | -- | $991,840.85 | 11,473 | 2868165 |
| 0.22% | WAT | WATERS CORP | -- | $979,272.91 | 2,897 | 2937689 |
| 0.22% | CNP | CENTERPOINT ENERGY INC | -- | $971,707.20 | 31,305 | 2440637 |
| 0.22% | TFX | TELEFLEX INC | -- | $971,175.24 | 4,306 | 2881407 |
| 0.21% | COST | COSTCO WHOLESALE CORP | -- | $961,655.32 | 1,802 | 2701271 |
| 0.21% | CMCSA | COMCAST CORP-CLASS A | -- | $958,771.10 | 26,894 | 2044545 |
| 0.21% | TGT | TARGET CORP | -- | $942,212.46 | 5,767 | 2259101 |
| 0.21% | ALK | ALASKA AIR GROUP INC | -- | $929,464.20 | 19,818 | 2012605 |
| 0.21% | ZBRA | ZEBRA TECHNOLOGIES CORP-CL A | -- | $923,916.20 | 3,398 | 2989356 |
| 0.21% | MSI | MOTOROLA SOLUTIONS INC | -- | $923,667.63 | 3,441 | B5BKPQ4 |
| 0.20% | AVGO | BROADCOM INC | -- | $917,804.12 | 1,732 | BDZ78H9 |
| 0.20% | KMB | KIMBERLY-CLARK CORP | -- | $898,219.56 | 6,652 | 2491839 |
| 0.20% | F | FORD MOTOR CO | -- | $876,620.80 | 62,260 | 2615468 |
| 0.19% | MOS | MOSAIC CO/THE | -- | $870,719.63 | 16,819 | B3NPHP6 |
| 0.19% | EXPE | EXPEDIA GROUP INC | -- | $865,998.00 | 8,532 | B748CK2 |
| 0.19% | HCA | HCA HEALTHCARE INC | -- | $852,396.57 | 3,561 | B4MGBG6 |
| 0.19% | WELL | WELLTOWER INC | -- | $847,292.58 | 12,186 | BYVYHH4 |
| 0.19% | DVA | DAVITA INC | -- | $845,053.44 | 11,432 | 2898087 |
| 0.19% | CB | CHUBB LTD | -- | $841,567.16 | 3,892 | B3BQMF6 |
| 0.19% | FANG | DIAMONDBACK ENERGY INC | -- | $840,223.64 | 5,627 | B7Y8YR3 |
| 0.19% | OMC | OMNICOM GROUP | -- | $839,464.90 | 10,606 | 2279303 |
| 0.19% | TROW | T ROWE PRICE GROUP INC | -- | $839,460.65 | 6,713 | 2702337 |
| 0.19% | APH | AMPHENOL CORP-CL A | -- | $837,624.84 | 10,426 | 2145084 |
| 0.19% | KLAC | KLA CORP | -- | $834,143.90 | 2,195 | 2480138 |
| 0.18% | NWL | NEWELL BRANDS INC | -- | $820,491.00 | 61,460 | 2635701 |
| 0.18% | HPQ | HP INC | -- | $818,542.35 | 27,149 | BYX4D52 |
| 0.18% | PHM | PULTEGROUP INC | -- | $812,356.44 | 18,247 | 2708841 |
| 0.18% | COF | CAPITAL ONE FINANCIAL CORP | -- | $803,486.28 | 7,899 | 2654461 |
| 0.18% | VNO | VORNADO REALTY TRUST | -- | $801,080.28 | 31,941 | 2933632 |
| 0.18% | CTSH | COGNIZANT TECH SOLUTIONS-A | -- | $796,529.00 | 13,075 | 2257019 |
| 0.18% | INTU | INTUIT INC | -- | $790,042.11 | 2,013 | 2459020 |
| 0.17% | AMP | AMERIPRISE FINANCIAL INC | -- | $785,152.42 | 2,362 | B0J7D57 |
| 0.17% | WMT | WALMART INC | -- | $776,677.18 | 5,074 | 2936921 |
| 0.17% | TDY | TELEDYNE TECHNOLOGIES INC | -- | $776,474.16 | 1,848 | 2503477 |
| 0.17% | ADP | AUTOMATIC DATA PROCESSING | -- | $767,830.55 | 2,909 | 2065308 |
| 0.17% | PTC | PTC INC | -- | $764,480.42 | 6,134 | B95N910 |
| 0.17% | WRK | WESTROCK CO | -- | $759,952.60 | 20,260 | BYR0914 |
| 0.17% | MMM | 3M CO | -- | $741,850.96 | 5,749 | 2595708 |
| 0.17% | PNW | PINNACLE WEST CAPITAL | -- | $741,744.00 | 9,696 | 2048804 |
| 0.17% | EPAM | EPAM SYSTEMS INC | -- | $740,547.15 | 2,121 | B44Z3T8 |
| 0.16% | RE | EVEREST RE GROUP LTD | -- | $740,071.46 | 2,213 | 2556868 |
| 0.16% | URI | UNITED RENTALS INC | -- | $728,112.84 | 2,028 | 2134781 |
| 0.16% | MCD | MCDONALD'S CORP | -- | $712,250.00 | 2,590 | 2550707 |
| 0.15% | SWKS | SKYWORKS SOLUTIONS INC | -- | $690,971.67 | 7,437 | 2961053 |
| 0.15% | NOW | SERVICENOW INC | -- | $689,813.74 | 1,694 | B80NXX8 |
| 0.15% | WEC | WEC ENERGY GROUP INC | -- | $687,068.24 | 6,964 | BYY8XK8 |
| 0.15% | APA | APA CORP | -- | $681,406.68 | 14,676 | BNNF1C1 |
| 0.15% | PPG | PPG INDUSTRIES INC | -- | $676,668.64 | 5,074 | 2698470 |
| 0.15% | DISH | DISH NETWORK CORP-A | -- | $674,096.00 | 42,131 | 2303581 |
| 0.15% | SPG | SIMON PROPERTY GROUP INC | -- | $670,971.30 | 5,559 | 2812452 |
| 0.15% | OKE | ONEOK INC | -- | $661,069.10 | 10,105 | 2130109 |
| 0.15% | MPC | MARATHON PETROLEUM CORP | -- | $659,553.60 | 5,268 | B3K3L40 |
| 0.14% | FE | FIRSTENERGY CORP | -- | $625,124.38 | 15,683 | 2100920 |
| 0.14% | WFC | WELLS FARGO & CO | -- | $615,818.64 | 12,981 | 2649100 |
| 0.14% | ODFL | OLD DOMINION FREIGHT LINE | -- | $615,615.06 | 2,094 | 2656423 |
| 0.13% | RHI | ROBERT HALF INTL INC | -- | $601,237.87 | 7,727 | 2110703 |
| 0.13% | AXP | AMERICAN EXPRESS CO | -- | $600,414.25 | 3,895 | 2026082 |
| 0.13% | J | JACOBS SOLUTIONS INC | -- | $585,835.18 | 4,739 | BNGC0D3 |
| 0.13% | UPS | UNITED PARCEL SERVICE-CL B | -- | $577,128.24 | 3,162 | 2517382 |
| 0.13% | STZ | CONSTELLATION BRANDS INC-A | -- | $576,520.11 | 2,239 | 2170473 |
| 0.13% | TPR | TAPESTRY INC | -- | $575,697.10 | 15,530 | BF09HX3 |
| 0.13% | MTD | METTLER-TOLEDO INTERNATIONAL | -- | $566,828.79 | 391 | 2126249 |
| 0.12% | PXD | PIONEER NATURAL RESOURCES CO | -- | $554,787.62 | 2,183 | 2690830 |
| 0.12% | BDX | BECTON DICKINSON AND CO | -- | $551,346.96 | 2,316 | 2087807 |
| 0.12% | SYF | SYNCHRONY FINANCIAL | -- | $546,635.70 | 14,754 | BP96PS6 |
| 0.12% | CHTR | CHARTER COMMUNICATIONS INC-A | -- | $532,890.26 | 1,366 | BZ6VT82 |
| 0.12% | ANSS | ANSYS INC | -- | $518,016.88 | 2,102 | 2045623 |
| 0.12% | NUE | NUCOR CORP | -- | $517,987.68 | 3,472 | 2651086 |
| 0.11% | DHI | DR HORTON INC | -- | $509,044.52 | 6,068 | 2250687 |
| 0.11% | OTIS | OTIS WORLDWIDE CORP | -- | $508,522.88 | 6,464 | BK531S8 |
| 0.11% | TXT | TEXTRON INC | -- | $504,219.92 | 7,054 | 2885937 |
| 0.11% | PYPL | PAYPAL HOLDINGS INC | -- | $491,611.12 | 6,139 | BYW36M8 |
| 0.11% | DD | DUPONT DE NEMOURS INC | -- | $472,387.50 | 6,630 | BK0VN47 |
| 0.10% | TEL | TE CONNECTIVITY LTD | -- | $470,107.27 | 3,673 | B62B7C3 |
| 0.10% | EVRG | EVERGY INC | -- | $457,209.48 | 7,748 | BFMXGR0 |
| 0.10% | SNPS | SYNOPSYS INC | -- | $456,049.44 | 1,371 | 2867719 |
| 0.10% | BBWI | BATH & BODY WORKS INC | -- | $445,886.65 | 11,045 | BNNTGJ5 |
| 0.10% | OGN | ORGANON & CO | -- | $443,743.92 | 17,672 | BLDC8J4 |
| 0.10% | FRT | FEDERAL REALTY INVS TRUST | -- | $431,077.50 | 3,910 | BN7P9B2 |
| 0.09% | GNRC | GENERAC HOLDINGS INC | -- | $421,947.25 | 4,009 | B6197Q2 |
| 0.09% | FRC | FIRST REPUBLIC BANK/CA | -- | $421,444.53 | 3,393 | B4WHY15 |
| 0.09% | WBD | WARNER BROS DISCOVERY INC | -- | $401,128.84 | 34,972 | BM8JYX3 |
| 0.09% | HAL | HALLIBURTON CO | -- | $400,941.72 | 11,027 | 2405302 |
| 0.09% | AOS | SMITH (A.O.) CORP | -- | $396,027.72 | 6,402 | 2816023 |
| 0.09% | BMY | BRISTOL-MYERS SQUIBB CO | -- | $395,169.88 | 4,987 | 2126335 |
| 0.09% | PAYX | PAYCHEX INC | -- | $384,045.57 | 3,117 | 2674458 |
| 0.09% | PKI | PERKINELMER INC | -- | $381,486.98 | 2,786 | 2305844 |
| 0.08% | NEE | NEXTERA ENERGY INC | -- | $376,690.76 | 4,414 | 2328915 |
| 0.08% | HUM | HUMANA INC | -- | $376,501.20 | 696 | 2445063 |
| 0.08% | NKE | NIKE INC -CL B | -- | $354,012.36 | 3,341 | 2640147 |
| 0.08% | CFG | CITIZENS FINANCIAL GROUP | -- | $352,211.64 | 8,404 | BQRX1X3 |
| 0.08% | XRAY | DENTSPLY SIRONA INC | -- | $343,635.68 | 10,916 | BYNPPC6 |
| 0.07% | CLX | CLOROX COMPANY | -- | $318,883.50 | 2,133 | 2204026 |
| 0.07% | DOW | DOW INC | -- | $309,566.24 | 6,004 | BHXCF84 |
| 0.07% | ELV | ELEVANCE HEALTH INC | -- | $303,691.26 | 591 | BSPHGL4 |
| 0.07% | IP | INTERNATIONAL PAPER CO | -- | $293,245.92 | 7,986 | 2465254 |
| 0.06% | FBHS | FORTUNE BRANDS HOME & SECURI | -- | $289,046.92 | 4,318 | B3MC7D6 |
| 0.06% | AMGN | AMGEN INC | -- | $258,770.88 | 912 | 2023607 |
| 0.06% | A | AGILENT TECHNOLOGIES INC | -- | $253,019.52 | 1,612 | 2520153 |
| 0.06% | DAL | DELTA AIR LINES INC | -- | $250,403.40 | 7,134 | B1W9D46 |
| 0.06% | ICE | INTERCONTINENTAL EXCHANGE IN | -- | $248,732.64 | 2,322 | BFSSDS9 |
| 0.05% | WHR | WHIRLPOOL CORP | -- | $227,766.87 | 1,531 | 2960384 |
| 0.05% | TRMB | TRIMBLE INC | -- | $226,959.58 | 3,877 | 2903958 |
| 0.05% | BR | BROADRIDGE FINANCIAL SOLUTIO | -- | $224,859.28 | 1,514 | B1VP7R6 |
| 0.04% | CPRT | COPART INC | -- | $195,204.91 | 2,999 | 2208073 |
| 0.04% | VFC | VF CORP | -- | $193,917.98 | 5,647 | 2928683 |
| 0.04% | MDT | MEDTRONIC PLC | -- | $191,391.28 | 2,419 | BTN1Y11 |
| 0.04% | EQIX | EQUINIX INC | -- | $186,880.82 | 277 | BVLZX12 |
| 0.04% | LOW | LOWE'S COS INC | -- | $186,708.45 | 885 | 2536763 |
| 0.04% | IVZ | INVESCO LTD | -- | $185,326.68 | 9,548 | B28XP76 |
| 0.04% | ALB | ALBEMARLE CORP | -- | $180,334.02 | 661 | 2046853 |
| 0.04% | MOH | MOLINA HEALTHCARE INC | -- | $179,894.00 | 550 | 2212706 |
| 0.04% | UNP | UNION PACIFIC CORP | -- | $177,703.89 | 833 | 2914734 |
| 0.04% | XEL | XCEL ENERGY INC | -- | $172,125.36 | 2,472 | 2614807 |
| 0.04% | AMT | AMERICAN TOWER CORP | -- | $171,882.48 | 781 | B7FBFL2 |
| 0.04% | ALGN | ALIGN TECHNOLOGY INC | -- | $169,362.90 | 870 | 2679204 |
| 0.04% | CBRE | CBRE GROUP INC - A | -- | $167,465.76 | 2,167 | B6WVMH3 |
| 0.04% | TFC | TRUIST FINANCIAL CORP | -- | $166,941.36 | 3,558 | BKP7287 |
| 0.04% | ORCL | ORACLE CORP | -- | $166,101.76 | 2,008 | 2661568 |
| 0.04% | ULTA | ULTA BEAUTY INC | -- | $164,544.45 | 367 | B28TS42 |
| 0.04% | GE | GENERAL ELECTRIC CO | -- | $161,031.78 | 1,827 | BL59CR9 |
| 0.04% | ALL | ALLSTATE CORP | -- | $160,743.54 | 1,187 | 2019952 |
| 0.04% | HON | HONEYWELL INTERNATIONAL INC | -- | $160,196.40 | 728 | 2020459 |
| 0.04% | AKAM | AKAMAI TECHNOLOGIES INC | -- | $158,024.16 | 1,708 | 2507457 |
| 0.03% | RTX | RAYTHEON TECHNOLOGIES CORP | -- | $155,659.59 | 1,597 | BM5M5Y3 |
| -- | -- | NET OTHER ASSETS (LIABILITIES) | -- | $24,286,972.18 | 24,286,972 | -- |
| -3.51% | -- | CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP SOCIETE GENERALE | -15,739,360 | -- | -5,981 | -- |
| -12.06% | -- | CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP GOLDMAN SACHS INTERNATIONAL | -54,112,768 | -- | -20,563 | -- |
| -14.15% | -- | CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP UBS AG | -63,512,701 | -- | -24,135 | -- |
Index
as of 9/30/2022
Long
- Total Number of Companies314
- Price/Earnings Ratio19.791
- Price/Book Ratio6.285
- Dividend Yield ( % )2.06
- Avg. Index Market Capitalization$85.88 billion
Short
- Total Number of Companies145
- Price/Earnings Ratio22.03
- Price/Book Ratio4.882
- Dividend Yield ( % )1.86
- Avg. Index Market Capitalization$31.69 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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