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 8/31/2023
| Fund + Index | 1m | 3m | 6m | YTD | 1Y | 3Y | 5Y | 10Y | Since Inception | Inception Date |
|---|---|---|---|---|---|---|---|---|---|---|
| CSM Market Price | -2.48% | 8.14% | 9.36% | 15.52% | 11.45% | 10.33% | 8.84% | 11.88% | 13.67% | 07/13/2009 |
| CSM NAV | -2.49% | 8.30% | 9.47% | 15.10% | 11.56% | 10.22% | 8.84% | 11.86% | 13.66% | 07/13/2009 |
| Credit Suisse 130/30 Large Cap Index | -2.42% | 8.53% | 9.89% | 15.69% | 12.40% | 11.01% | 9.58% | 12.56% | 14.51% | -- |
| Fund + Index | 1m | 3m | 6m | YTD | 1Y | 3Y | 5Y | 10Y | Since Inception | Inception Date |
|---|---|---|---|---|---|---|---|---|---|---|
| CSM Market Price | 6.98% | 7.34% | 14.29% | 14.29% | 15.95% | 14.17% | 10.06% | 11.94% | 13.76% | 07/13/2009 |
| CSM NAV | 7.16% | 7.18% | 13.88% | 13.88% | 15.58% | 14.13% | 10.04% | 11.96% | 13.75% | 07/13/2009 |
| Credit Suisse 130/30 Large Cap Index | 7.23% | 7.38% | 14.30% | 14.30% | 16.44% | 14.94% | 10.79% | 12.66% | 14.60% | -- |
The performance quoted represents past performance and does not guarantee future results. Investment return and principal value of an investment will fluctuate so that an investor's shares, when sold or redeemed, may be worth more or less than the original cost. Shares are bought and sold at market price (not NAV) and are not individually redeemed from the fund. Market price returns are based upon the midpoint of the bid/ask spread at 4:00 p.m. ET (when NAV is normally determined for most funds) and do not represent the returns you would receive if you traded shares at other times. Your brokerage commissions will reduce returns. Current performance may be lower or higher than the performance quoted. For standardized returns and performance data current to the most recent month end, see above.
About the Fund
Snapshot
- Ticker CSM
- Intraday Ticker CSM.IV
- CUSIP 74347R248
- Inception Date 7/13/09
- Expense Ratio 0.45%
- NAV Calculation Time 4:00 p.m. ET
- Distributions Quarterly
Characteristics
as of 7/31/2023- 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 1.11%
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 1.12%
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 9/29/2023- NAV $48.80
- NAV Change $-0.15
- Market Price $48.81
- Market Price Change $-0.13
- Trading Volume (M) 8,529
- 30-Day Median Bid Ask Spread 0.12%
- 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 7/31/2023- 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 1.11%
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 1.12%
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 9/29/2023- NAV $48.80
- NAV Change $-0.15
- Market Price $48.81
- Market Price Change $-0.13
- Trading Volume (M) 8,529
- 30-Day Median Bid Ask Spread 0.12%
- View Premium / Discount
Exposures
Index as of 6/30/2023
Holdings
as of 9/29/2023
| Weight | Ticker | Description | Exposure Value (Notional + GL) |
Market Value | Shares/Contracts | SEDOL Number |
|---|---|---|---|---|---|---|
| 21.45% | -- | CREDIT SUISSE 130/30 LARGE CAP LONG SUB-INDEX SWAP SOCIETE GENERALE | 79,966,130 | -- | 26,415 | -- |
| 16.76% | -- | CREDIT SUISSE 130/30 LARGE CAP LONG SUB-INDEX SWAP UBS AG | 62,477,417 | -- | 20,638 | -- |
| 4.85% | AAPL | APPLE INC | -- | $18,100,321.20 | 105,720 | 2046251 |
| 4.32% | MSFT | MICROSOFT CORP | -- | $16,097,882.25 | 50,983 | 2588173 |
| 2.05% | AMZN | AMAZON.COM INC | -- | $7,632,666.16 | 60,043 | 2000019 |
| 1.98% | NVDA | NVIDIA CORP | -- | $7,368,730.60 | 16,940 | 2379504 |
| 1.25% | GOOGL | ALPHABET INC-CL A | -- | $4,652,465.58 | 35,553 | BYVY8G0 |
| 1.05% | META | META PLATFORMS INC-CLASS A | -- | $3,913,537.56 | 13,036 | B7TL820 |
| 1.05% | TSLA | TESLA INC | -- | $3,912,940.36 | 15,638 | B616C79 |
| 1.04% | GOOG | ALPHABET INC-CL C | -- | $3,892,871.25 | 29,525 | BYY88Y7 |
| 1.03% | BRK/B | BERKSHIRE HATHAWAY INC-CL B | -- | $3,842,440.70 | 10,969 | 2073390 |
| 1.00% | V | VISA INC-CLASS A SHARES | -- | $3,726,162.00 | 16,200 | B2PZN04 |
| 0.78% | AVGO | BROADCOM INC | -- | $2,925,302.76 | 3,522 | BDZ78H9 |
| 0.64% | UNH | UNITEDHEALTH GROUP INC | -- | $2,378,264.23 | 4,717 | 2917766 |
| 0.62% | XOM | EXXON MOBIL CORP | -- | $2,310,682.16 | 19,652 | 2326618 |
| 0.57% | JPM | JPMORGAN CHASE & CO | -- | $2,112,506.34 | 14,567 | 2190385 |
| 0.54% | ABBV | ABBVIE INC | -- | $2,028,855.66 | 13,611 | B92SR70 |
| 0.54% | LLY | ELI LILLY & CO | -- | $2,023,905.84 | 3,768 | 2516152 |
| 0.53% | ABT | ABBOTT LABORATORIES | -- | $1,981,938.40 | 20,464 | 2002305 |
| 0.50% | GS | GOLDMAN SACHS GROUP INC | -- | $1,866,998.90 | 5,770 | 2407966 |
| 0.50% | JNJ | JOHNSON & JOHNSON | -- | $1,862,147.00 | 11,956 | 2475833 |
| 0.49% | TJX | TJX COMPANIES INC | -- | $1,826,306.24 | 20,548 | 2989301 |
| 0.48% | ISRG | INTUITIVE SURGICAL INC | -- | $1,783,845.87 | 6,103 | 2871301 |
| 0.47% | BA | BOEING CO/THE | -- | $1,769,206.40 | 9,230 | 2108601 |
| 0.47% | CI | THE CIGNA GROUP | -- | $1,739,877.74 | 6,082 | BHJ0775 |
| 0.47% | TMUS | T-MOBILE US INC | -- | $1,739,701.10 | 12,422 | B94Q9V0 |
| 0.44% | LMT | LOCKHEED MARTIN CORP | -- | $1,648,517.76 | 4,031 | 2522096 |
| 0.44% | CVS | CVS HEALTH CORP | -- | $1,642,724.96 | 23,528 | 2577609 |
| 0.44% | SLB | SCHLUMBERGER LTD | -- | $1,640,795.20 | 28,144 | 2779201 |
| 0.42% | MCK | MCKESSON CORP | -- | $1,582,419.15 | 3,639 | 2378534 |
| 0.41% | CRM | SALESFORCE INC | -- | $1,531,800.12 | 7,554 | 2310525 |
| 0.41% | CME | CME GROUP INC | -- | $1,527,478.38 | 7,629 | 2965839 |
| 0.40% | CDNS | CADENCE DESIGN SYS INC | -- | $1,504,908.90 | 6,423 | 2302232 |
| 0.40% | PG | PROCTER & GAMBLE CO/THE | -- | $1,500,899.40 | 10,290 | 2704407 |
| 0.39% | ELV | ELEVANCE HEALTH INC | -- | $1,471,719.60 | 3,380 | BSPHGL4 |
| 0.39% | PCAR | PACCAR INC | -- | $1,443,044.46 | 16,973 | 2665861 |
| 0.39% | CSX | CSX CORP | -- | $1,440,668.25 | 46,851 | 2160753 |
| 0.38% | NOC | NORTHROP GRUMMAN CORP | -- | $1,423,574.46 | 3,234 | 2648806 |
| 0.38% | CNC | CENTENE CORP | -- | $1,422,440.88 | 20,651 | 2807061 |
| 0.38% | TT | TRANE TECHNOLOGIES PLC | -- | $1,420,775.82 | 7,002 | BK9ZQ96 |
| 0.38% | APH | AMPHENOL CORP-CL A | -- | $1,408,260.33 | 16,767 | 2145084 |
| 0.38% | NXPI | NXP SEMICONDUCTORS NV | -- | $1,408,236.48 | 7,044 | B505PN7 |
| 0.38% | GE | GENERAL ELECTRIC CO | -- | $1,407,854.25 | 12,735 | BL59CR9 |
| 0.37% | WMB | WILLIAMS COS INC | -- | $1,392,171.87 | 41,323 | 2967181 |
| 0.37% | PSA | PUBLIC STORAGE | -- | $1,379,527.20 | 5,235 | 2852533 |
| 0.37% | GM | GENERAL MOTORS CO | -- | $1,361,792.88 | 41,304 | B665KZ5 |
| 0.37% | MA | MASTERCARD INC - A | -- | $1,361,138.58 | 3,438 | B121557 |
| 0.36% | HLT | HILTON WORLDWIDE HOLDINGS IN | -- | $1,358,528.28 | 9,046 | BYVMW06 |
| 0.36% | NFLX | NETFLIX INC | -- | $1,354,828.80 | 3,588 | 2857817 |
| 0.36% | HAL | HALLIBURTON CO | -- | $1,350,391.50 | 33,343 | 2405302 |
| 0.36% | ALL | ALLSTATE CORP | -- | $1,343,047.55 | 12,055 | 2019952 |
| 0.36% | MMM | 3M CO | -- | $1,341,012.88 | 14,324 | 2595708 |
| 0.36% | COR | CENCORA INC | -- | $1,337,537.04 | 7,432 | 2795393 |
| 0.36% | ACGL | ARCH CAPITAL GROUP LTD | -- | $1,334,185.98 | 16,738 | 2740542 |
| 0.35% | FTNT | FORTINET INC | -- | $1,307,097.00 | 22,275 | B5B2106 |
| 0.35% | GILD | GILEAD SCIENCES INC | -- | $1,305,829.50 | 17,425 | 2369174 |
| 0.35% | OKE | ONEOK INC | -- | $1,303,169.35 | 20,545 | 2130109 |
| 0.35% | MNST | MONSTER BEVERAGE CORP | -- | $1,300,452.00 | 24,560 | BZ07BW4 |
| 0.35% | KR | KROGER CO | -- | $1,295,825.75 | 28,957 | 2497406 |
| 0.35% | PANW | PALO ALTO NETWORKS INC | -- | $1,294,343.24 | 5,521 | B87ZMX0 |
| 0.34% | A | AGILENT TECHNOLOGIES INC | -- | $1,279,891.72 | 11,446 | 2520153 |
| 0.34% | APD | AIR PRODUCTS & CHEMICALS INC | -- | $1,272,182.60 | 4,489 | 2011602 |
| 0.34% | MCHP | MICROCHIP TECHNOLOGY INC | -- | $1,262,380.70 | 16,174 | 2592174 |
| 0.34% | DHI | DR HORTON INC | -- | $1,259,225.99 | 11,717 | 2250687 |
| 0.34% | KEYS | KEYSIGHT TECHNOLOGIES IN | -- | $1,254,828.04 | 9,484 | BQZJ0Q9 |
| 0.33% | ON | ON SEMICONDUCTOR | -- | $1,241,719.05 | 13,359 | 2583576 |
| 0.33% | ADM | ARCHER-DANIELS-MIDLAND CO | -- | $1,240,809.84 | 16,452 | 2047317 |
| 0.33% | PSX | PHILLIPS 66 | -- | $1,235,502.45 | 10,283 | B78C4Y8 |
| 0.33% | HPE | HEWLETT PACKARD ENTERPRISE | -- | $1,234,329.57 | 71,061 | BYVYWS0 |
| 0.33% | HD | HOME DEPOT INC | -- | $1,232,208.48 | 4,078 | 2434209 |
| 0.33% | TXT | TEXTRON INC | -- | $1,232,189.66 | 15,769 | 2885937 |
| 0.33% | PEG | PUBLIC SERVICE ENTERPRISE GP | -- | $1,231,646.22 | 21,642 | 2707677 |
| 0.33% | EG | EVEREST GROUP LTD | -- | $1,225,024.32 | 3,296 | 2556868 |
| 0.33% | AME | AMETEK INC | -- | $1,224,191.60 | 8,285 | 2089212 |
| 0.33% | AVB | AVALONBAY COMMUNITIES INC | -- | $1,222,960.54 | 7,121 | 2131179 |
| 0.33% | VRSN | VERISIGN INC | -- | $1,213,964.82 | 5,994 | 2142922 |
| 0.33% | L | LOEWS CORP | -- | $1,212,069.95 | 19,145 | 2523022 |
| 0.32% | MTD | METTLER-TOLEDO INTERNATIONAL | -- | $1,198,931.74 | 1,082 | 2126249 |
| 0.32% | CAH | CARDINAL HEALTH INC | -- | $1,198,029.18 | 13,799 | 2175672 |
| 0.32% | XEL | XCEL ENERGY INC | -- | $1,191,606.50 | 20,825 | 2614807 |
| 0.32% | RSG | REPUBLIC SERVICES INC | -- | $1,188,960.93 | 8,343 | 2262530 |
| 0.32% | AIZ | ASSURANT INC | -- | $1,182,237.72 | 8,234 | 2331430 |
| 0.32% | IR | INGERSOLL-RAND INC | -- | $1,179,775.80 | 18,515 | BL5GZ82 |
| 0.32% | TSN | TYSON FOODS INC-CL A | -- | $1,178,790.03 | 23,347 | 2909730 |
| 0.31% | BRO | BROWN & BROWN INC | -- | $1,170,029.52 | 16,753 | 2692687 |
| 0.31% | IDXX | IDEXX LABORATORIES INC | -- | $1,169,259.98 | 2,674 | 2459202 |
| 0.31% | ED | CONSOLIDATED EDISON INC | -- | $1,165,260.72 | 13,624 | 2216850 |
| 0.31% | WRK | WESTROCK CO | -- | $1,163,571.60 | 32,502 | BYR0914 |
| 0.31% | ANSS | ANSYS INC | -- | $1,161,635.20 | 3,904 | 2045623 |
| 0.31% | BAC | BANK OF AMERICA CORP | -- | $1,160,419.16 | 42,382 | 2295677 |
| 0.31% | VTRS | VIATRIS INC | -- | $1,157,702.04 | 117,414 | BMWS3X9 |
| 0.31% | VTR | VENTAS INC | -- | $1,157,353.23 | 27,471 | 2927925 |
| 0.31% | VRTX | VERTEX PHARMACEUTICALS INC | -- | $1,155,192.28 | 3,322 | 2931034 |
| 0.31% | PRU | PRUDENTIAL FINANCIAL INC | -- | $1,153,103.28 | 12,152 | 2819118 |
| 0.31% | LEN | LENNAR CORP-A | -- | $1,152,153.18 | 10,266 | 2511920 |
| 0.31% | NDAQ | NASDAQ INC | -- | $1,148,327.47 | 23,633 | 2965107 |
| 0.31% | HWM | HOWMET AEROSPACE INC | -- | $1,145,936.25 | 24,777 | BKLJ8V2 |
| 0.31% | LW | LAMB WESTON HOLDINGS INC | -- | $1,142,528.22 | 12,357 | BDQZFJ3 |
| 0.31% | PHM | PULTEGROUP INC | -- | $1,142,517.45 | 15,429 | 2708841 |
| 0.31% | EPAM | EPAM SYSTEMS INC | -- | $1,140,888.78 | 4,462 | B44Z3T8 |
| 0.31% | ADI | ANALOG DEVICES INC | -- | $1,140,186.08 | 6,512 | 2032067 |
| 0.31% | HSY | HERSHEY CO/THE | -- | $1,137,254.72 | 5,684 | 2422806 |
| 0.30% | MTB | M & T BANK CORP | -- | $1,136,532.60 | 8,988 | 2340168 |
| 0.30% | ALB | ALBEMARLE CORP | -- | $1,133,656.68 | 6,667 | 2046853 |
| 0.30% | SNA | SNAP-ON INC | -- | $1,132,976.52 | 4,442 | 2818740 |
| 0.30% | CSCO | CISCO SYSTEMS INC | -- | $1,129,605.12 | 21,012 | 2198163 |
| 0.30% | WY | WEYERHAEUSER CO | -- | $1,129,085.16 | 36,826 | 2958936 |
| 0.30% | PCG | P G & E CORP | -- | $1,118,712.28 | 69,356 | 2689560 |
| 0.30% | ES | EVERSOURCE ENERGY | -- | $1,106,013.00 | 19,020 | BVVN4Q8 |
| 0.30% | HIG | HARTFORD FINANCIAL SVCS GRP | -- | $1,105,557.81 | 15,591 | 2476193 |
| 0.29% | ROL | ROLLINS INC | -- | $1,097,875.30 | 29,410 | 2747305 |
| 0.29% | MAA | MID-AMERICA APARTMENT COMM | -- | $1,086,191.95 | 8,443 | 2589132 |
| 0.29% | MRK | MERCK & CO. INC. | -- | $1,084,063.50 | 10,530 | 2778844 |
| 0.29% | NSC | NORFOLK SOUTHERN CORP | -- | $1,082,721.14 | 5,498 | 2641894 |
| 0.29% | CDAY | CERIDIAN HCM HOLDING INC | -- | $1,081,054.05 | 15,933 | BFX1V56 |
| 0.29% | UDR | UDR INC | -- | $1,079,302.86 | 30,258 | 2727910 |
| 0.29% | ORCL | ORACLE CORP | -- | $1,078,265.60 | 10,180 | 2661568 |
| 0.29% | CVX | CHEVRON CORP | -- | $1,076,638.70 | 6,385 | 2838555 |
| 0.29% | HST | HOST HOTELS & RESORTS INC | -- | $1,073,267.09 | 66,787 | 2567503 |
| 0.29% | CCL | CARNIVAL CORP | -- | $1,072,862.84 | 78,197 | 2523044 |
| 0.29% | PNR | PENTAIR PLC | -- | $1,071,159.25 | 16,543 | BLS09M3 |
| 0.29% | LVS | LAS VEGAS SANDS CORP | -- | $1,066,330.08 | 23,262 | B02T2J7 |
| 0.29% | HII | HUNTINGTON INGALLS INDUSTRIE | -- | $1,065,861.80 | 5,210 | B40SSC9 |
| 0.29% | IQV | IQVIA HOLDINGS INC | -- | $1,062,646.75 | 5,401 | BDR73G1 |
| 0.28% | UAL | UNITED AIRLINES HOLDINGS INC | -- | $1,058,472.90 | 25,023 | B4QG225 |
| 0.28% | EMN | EASTMAN CHEMICAL CO | -- | $1,057,278.32 | 13,781 | 2298386 |
| 0.28% | CHRW | C.H. ROBINSON WORLDWIDE INC | -- | $1,054,145.07 | 12,239 | 2116228 |
| 0.28% | NWSA | NEWS CORP - CLASS A | -- | $1,053,591.32 | 52,522 | BBGVT40 |
| 0.28% | STT | STATE STREET CORP | -- | $1,047,656.16 | 15,646 | 2842040 |
| 0.28% | CMG | CHIPOTLE MEXICAN GRILL INC | -- | $1,044,143.10 | 570 | B0X7DZ3 |
| 0.28% | LNC | LINCOLN NATIONAL CORP | -- | $1,042,041.45 | 42,205 | 2516378 |
| 0.28% | IP | INTERNATIONAL PAPER CO | -- | $1,039,696.64 | 29,312 | 2465254 |
| 0.28% | MKTX | MARKETAXESS HOLDINGS INC | -- | $1,039,358.60 | 4,865 | B03Q9D0 |
| 0.28% | DAL | DELTA AIR LINES INC | -- | $1,039,330.00 | 28,090 | B1W9D46 |
| 0.28% | AAL | AMERICAN AIRLINES GROUP INC | -- | $1,038,916.62 | 81,102 | BCV7KT2 |
| 0.28% | CMI | CUMMINS INC | -- | $1,037,665.32 | 4,542 | 2240202 |
| 0.28% | RL | RALPH LAUREN CORP | -- | $1,026,699.96 | 8,844 | B4V9661 |
| 0.27% | HUM | HUMANA INC | -- | $1,023,151.56 | 2,103 | 2445063 |
| 0.27% | PAYC | PAYCOM SOFTWARE INC | -- | $1,018,931.10 | 3,930 | BL95MY0 |
| 0.27% | ADSK | AUTODESK INC | -- | $1,018,617.93 | 4,923 | 2065159 |
| 0.27% | ANET | ARISTA NETWORKS INC | -- | $1,018,236.48 | 5,536 | BN33VM5 |
| 0.27% | CPT | CAMDEN PROPERTY TRUST | -- | $1,011,343.94 | 10,693 | 2166320 |
| 0.27% | CAG | CONAGRA BRANDS INC | -- | $1,006,560.78 | 36,709 | 2215460 |
| 0.27% | CLX | CLOROX COMPANY | -- | $1,002,609.00 | 7,650 | 2204026 |
| 0.27% | XYL | XYLEM INC | -- | $1,000,965.88 | 10,996 | B3P2CN8 |
| 0.27% | CZR | CAESARS ENTERTAINMENT INC | -- | $998,193.60 | 21,536 | BMWWGB0 |
| 0.27% | OGN | ORGANON & CO | -- | $991,759.44 | 57,129 | BLDC8J4 |
| 0.27% | EQR | EQUITY RESIDENTIAL | -- | $990,848.67 | 16,877 | 2319157 |
| 0.27% | WHR | WHIRLPOOL CORP | -- | $988,845.20 | 7,396 | 2960384 |
| 0.26% | NKE | NIKE INC -CL B | -- | $988,041.46 | 10,333 | 2640147 |
| 0.26% | EIX | EDISON INTERNATIONAL | -- | $979,222.88 | 15,472 | 2829515 |
| 0.26% | DTE | DTE ENERGY COMPANY | -- | $976,120.96 | 9,832 | 2280220 |
| 0.26% | CNP | CENTERPOINT ENERGY INC | -- | $973,017.15 | 36,239 | 2440637 |
| 0.26% | PFE | PFIZER INC | -- | $969,326.91 | 29,223 | 2684703 |
| 0.26% | BK | BANK OF NEW YORK MELLON CORP | -- | $968,666.80 | 22,712 | B1Z77F6 |
| 0.26% | ACN | ACCENTURE PLC-CL A | -- | $959,104.53 | 3,123 | B4BNMY3 |
| 0.25% | INTU | INTUIT INC | -- | $944,728.06 | 1,849 | 2459020 |
| 0.25% | BBY | BEST BUY CO INC | -- | $944,097.30 | 13,590 | 2094670 |
| 0.25% | ESS | ESSEX PROPERTY TRUST INC | -- | $941,467.51 | 4,439 | 2316619 |
| 0.25% | MGM | MGM RESORTS INTERNATIONAL | -- | $934,659.76 | 25,426 | 2547419 |
| 0.25% | ATO | ATMOS ENERGY CORP | -- | $932,501.79 | 8,803 | 2315359 |
| 0.25% | AES | AES CORP | -- | $928,233.60 | 61,068 | 2002479 |
| 0.25% | FITB | FIFTH THIRD BANCORP | -- | $924,620.99 | 36,503 | 2336747 |
| 0.24% | FRT | FEDERAL REALTY INVS TRUST | -- | $902,765.43 | 9,961 | BN7P9B2 |
| 0.24% | SWK | STANLEY BLACK & DECKER INC | -- | $898,819.32 | 10,754 | B3Q2FJ4 |
| 0.24% | ETR | ENTERGY CORP | -- | $891,330.00 | 9,636 | 2317087 |
| 0.24% | JNPR | JUNIPER NETWORKS INC | -- | $887,584.81 | 31,939 | 2431846 |
| 0.24% | NI | NISOURCE INC | -- | $883,247.84 | 35,788 | 2645409 |
| 0.23% | INCY | INCYTE CORP | -- | $862,448.33 | 14,929 | 2471950 |
| 0.23% | BWA | BORGWARNER INC | -- | $857,781.76 | 21,248 | 2111955 |
| 0.23% | HCA | HCA HEALTHCARE INC | -- | $857,732.26 | 3,487 | B4MGBG6 |
| 0.23% | SJM | JM SMUCKER CO/THE | -- | $856,805.61 | 6,971 | 2951452 |
| 0.23% | PKG | PACKAGING CORP OF AMERICA | -- | $853,277.35 | 5,557 | 2504566 |
| 0.23% | OMC | OMNICOM GROUP | -- | $849,369.92 | 11,404 | 2279303 |
| 0.23% | TXN | TEXAS INSTRUMENTS INC | -- | $842,593.99 | 5,299 | 2885409 |
| 0.23% | BEN | FRANKLIN RESOURCES INC | -- | $841,987.90 | 34,255 | 2350684 |
| 0.23% | CRL | CHARLES RIVER LABORATORIES | -- | $841,146.16 | 4,292 | 2604336 |
| 0.22% | PEP | PEPSICO INC | -- | $831,780.96 | 4,909 | 2681511 |
| 0.22% | CFG | CITIZENS FINANCIAL GROUP | -- | $830,371.20 | 30,984 | BQRX1X3 |
| 0.22% | WBA | WALGREENS BOOTS ALLIANCE INC | -- | $828,039.68 | 37,232 | BTN1Y44 |
| 0.22% | F | FORD MOTOR CO | -- | $822,961.62 | 66,261 | 2615468 |
| 0.22% | NOW | SERVICENOW INC | -- | $810,492.00 | 1,450 | B80NXX8 |
| 0.22% | LDOS | LEIDOS HOLDINGS INC | -- | $804,925.44 | 8,734 | BDV82B8 |
| 0.21% | ZION | ZIONS BANCORP NA | -- | $793,433.49 | 22,741 | 2989828 |
| 0.21% | GEHC | GE HEALTHCARE TECHNOLOGY | -- | $790,965.00 | 11,625 | BL6JPG8 |
| 0.21% | DRI | DARDEN RESTAURANTS INC | -- | $785,704.92 | 5,486 | 2289874 |
| 0.21% | K | KELLOGG CO | -- | $784,775.36 | 14,054 | 2486813 |
| 0.21% | HBAN | HUNTINGTON BANCSHARES INC | -- | $784,180.80 | 75,402 | 2445966 |
| 0.21% | FOXA | FOX CORP - CLASS A | -- | $775,944.00 | 24,870 | BJJMGL2 |
| 0.21% | ENPH | ENPHASE ENERGY INC | -- | $774,967.50 | 6,450 | B65SQW4 |
| 0.21% | LNT | ALLIANT ENERGY CORP | -- | $769,386.00 | 15,880 | 2973821 |
| 0.21% | KO | COCA-COLA CO/THE | -- | $764,854.74 | 13,663 | 2206657 |
| 0.20% | GPC | GENUINE PARTS CO | -- | $756,839.96 | 5,242 | 2367480 |
| 0.20% | VICI | VICI PROPERTIES INC | -- | $742,050.00 | 25,500 | BYWH073 |
| 0.20% | CE | CELANESE CORP | -- | $741,697.68 | 5,909 | B05MZT4 |
| 0.20% | WELL | WELLTOWER INC | -- | $737,198.08 | 8,999 | BYVYHH4 |
| 0.20% | DXCM | DEXCOM INC | -- | $736,323.60 | 7,892 | B0796X4 |
| 0.20% | BIIB | BIOGEN INC | -- | $734,020.56 | 2,856 | 2455965 |
| 0.20% | ZTS | ZOETIS INC | -- | $728,802.22 | 4,189 | B95WG16 |
| 0.20% | RMD | RESMED INC | -- | $728,111.88 | 4,924 | 2732903 |
| 0.19% | ADBE | ADOBE INC | -- | $719,978.80 | 1,412 | 2008154 |
| 0.19% | PH | PARKER HANNIFIN CORP | -- | $715,548.24 | 1,837 | 2671501 |
| 0.19% | TAP | MOLSON COORS BEVERAGE CO - B | -- | $709,791.58 | 11,162 | B067BM3 |
| 0.19% | STLD | STEEL DYNAMICS INC | -- | $703,470.42 | 6,561 | 2849472 |
| 0.19% | CTSH | COGNIZANT TECH SOLUTIONS-A | -- | $695,351.10 | 10,265 | 2257019 |
| 0.18% | COST | COSTCO WHOLESALE CORP | -- | $686,991.36 | 1,216 | 2701271 |
| 0.18% | MSI | MOTOROLA SOLUTIONS INC | -- | $686,317.04 | 2,521 | B5BKPQ4 |
| 0.18% | URI | UNITED RENTALS INC | -- | $684,637.80 | 1,540 | 2134781 |
| 0.18% | CPB | CAMPBELL SOUP CO | -- | $684,187.40 | 16,655 | 2162845 |
| 0.18% | D | DOMINION ENERGY INC | -- | $678,179.94 | 15,182 | 2542049 |
| 0.18% | FDS | FACTSET RESEARCH SYSTEMS INC | -- | $669,445.06 | 1,531 | 2329770 |
| 0.18% | SYF | SYNCHRONY FINANCIAL | -- | $661,809.93 | 21,649 | BP96PS6 |
| 0.18% | TGT | TARGET CORP | -- | $661,540.31 | 5,983 | 2259101 |
| 0.18% | CMCSA | COMCAST CORP-CLASS A | -- | $654,015.00 | 14,750 | 2044545 |
| 0.17% | WMT | WALMART INC | -- | $646,596.99 | 4,043 | 2936921 |
| 0.17% | SYY | SYSCO CORP | -- | $645,638.75 | 9,775 | 2868165 |
| 0.17% | QCOM | QUALCOMM INC | -- | $642,926.34 | 5,789 | 2714923 |
| 0.17% | EA | ELECTRONIC ARTS INC | -- | $642,334.00 | 5,335 | 2310194 |
| 0.17% | PYPL | PAYPAL HOLDINGS INC | -- | $641,540.04 | 10,974 | BYW36M8 |
| 0.17% | DXC | DXC TECHNOLOGY CO | -- | $632,627.93 | 30,371 | BYXD7B3 |
| 0.17% | COF | CAPITAL ONE FINANCIAL CORP | -- | $631,310.25 | 6,505 | 2654461 |
| 0.17% | KMB | KIMBERLY-CLARK CORP | -- | $620,443.90 | 5,134 | 2491839 |
| 0.16% | BKR | BAKER HUGHES CO | -- | $613,296.48 | 17,364 | BDHLTQ5 |
| 0.16% | MAR | MARRIOTT INTERNATIONAL -CL A | -- | $609,139.44 | 3,099 | 2210614 |
| 0.16% | APTV | APTIV PLC | -- | $606,722.86 | 6,154 | B783TY6 |
| 0.16% | CMA | COMERICA INC | -- | $593,458.65 | 14,283 | 2212870 |
| 0.16% | MSCI | MSCI INC | -- | $592,094.32 | 1,154 | B2972D2 |
| 0.16% | T | AT&T INC | -- | $591,157.16 | 39,358 | 2831811 |
| 0.16% | FTRE | FORTREA HOLDINGS INC | -- | $590,526.45 | 20,655 | BRXYZ57 |
| 0.16% | AMP | AMERIPRISE FINANCIAL INC | -- | $588,478.80 | 1,785 | B0J7D57 |
| 0.16% | DHR | DANAHER CORP | -- | $585,629.12 | 2,663 | 2250870 |
| 0.16% | PODD | INSULET CORP | -- | $584,371.36 | 3,664 | B1XGNW4 |
| 0.16% | SWKS | SKYWORKS SOLUTIONS INC | -- | $580,497.92 | 5,888 | 2961053 |
| 0.16% | LKQ | LKQ CORP | -- | $580,009.65 | 11,715 | 2971029 |
| 0.15% | SYK | STRYKER CORP | -- | $573,867.00 | 2,100 | 2853688 |
| 0.15% | IEX | IDEX CORP | -- | $572,887.08 | 2,754 | 2456612 |
| 0.15% | NWL | NEWELL BRANDS INC | -- | $559,092.45 | 61,915 | 2635701 |
| 0.15% | GEN | GEN DIGITAL INC | -- | $554,356.40 | 31,355 | BJN4XN5 |
| 0.15% | JKHY | JACK HENRY & ASSOCIATES INC | -- | $541,988.04 | 3,586 | 2469193 |
| 0.15% | PTC | PTC INC | -- | $540,650.88 | 3,816 | B95N910 |
| 0.14% | ADP | AUTOMATIC DATA PROCESSING | -- | $533,606.44 | 2,218 | 2065308 |
| 0.14% | MCD | MCDONALD'S CORP | -- | $526,353.12 | 1,998 | 2550707 |
| 0.14% | IVZ | INVESCO LTD | -- | $521,050.20 | 35,885 | B28XP76 |
| 0.14% | PNW | PINNACLE WEST CAPITAL | -- | $516,791.52 | 7,014 | 2048804 |
| 0.13% | IPG | INTERPUBLIC GROUP OF COS INC | -- | $503,355.58 | 17,563 | 2466321 |
| 0.13% | SNPS | SYNOPSYS INC | -- | $494,769.66 | 1,078 | 2867719 |
| 0.13% | QRVO | QORVO INC | -- | $484,223.84 | 5,072 | BR9YYP4 |
| 0.13% | TFX | TELEFLEX INC | -- | $483,168.60 | 2,460 | 2881407 |
| 0.12% | TRV | TRAVELERS COS INC/THE | -- | $465,760.12 | 2,852 | 2769503 |
| 0.12% | WTW | WILLIS TOWERS WATSON PLC | -- | $458,876.16 | 2,196 | BDB6Q21 |
| 0.12% | ULTA | ULTA BEAUTY INC | -- | $458,568.60 | 1,148 | B28TS42 |
| 0.12% | KHC | KRAFT HEINZ CO/THE | -- | $449,867.72 | 13,373 | BYRY499 |
| 0.12% | HPQ | HP INC | -- | $442,194.20 | 17,206 | BYX4D52 |
| 0.12% | SPG | SIMON PROPERTY GROUP INC | -- | $431,471.82 | 3,994 | 2812452 |
| 0.11% | FANG | DIAMONDBACK ENERGY INC | -- | $428,088.32 | 2,764 | B7Y8YR3 |
| 0.11% | MOH | MOLINA HEALTHCARE INC | -- | $425,601.22 | 1,298 | 2212706 |
| 0.11% | WFC | WELLS FARGO & CO | -- | $423,473.04 | 10,364 | 2649100 |
| 0.11% | CCI | CROWN CASTLE INC | -- | $420,485.07 | 4,569 | BTGQCX1 |
| 0.11% | PPG | PPG INDUSTRIES INC | -- | $418,994.40 | 3,228 | 2698470 |
| 0.11% | WEC | WEC ENERGY GROUP INC | -- | $418,296.15 | 5,193 | BYY8XK8 |
| 0.11% | MET | METLIFE INC | -- | $416,904.57 | 6,627 | 2573209 |
| 0.11% | MPWR | MONOLITHIC POWER SYSTEMS INC | -- | $416,262.00 | 901 | B01Z7J1 |
| 0.11% | NUE | NUCOR CORP | -- | $415,421.95 | 2,657 | 2651086 |
| 0.11% | TMO | THERMO FISHER SCIENTIFIC INC | -- | $404,936.00 | 800 | 2886907 |
| 0.11% | EBAY | EBAY INC | -- | $398,970.41 | 9,049 | 2293819 |
| 0.11% | WAT | WATERS CORP | -- | $398,427.13 | 1,453 | 2937689 |
| 0.11% | FE | FIRSTENERGY CORP | -- | $397,034.88 | 11,616 | 2100920 |
| 0.11% | ALLE | ALLEGION PLC | -- | $396,376.80 | 3,804 | BFRT3W7 |
| 0.10% | OTIS | OTIS WORLDWIDE CORP | -- | $385,889.55 | 4,805 | BK531S8 |
| 0.10% | SEDG | SOLAREDGE TECHNOLOGIES INC | -- | $385,292.25 | 2,975 | BWC52Q6 |
| 0.10% | HOLX | HOLOGIC INC | -- | $383,226.80 | 5,522 | 2433530 |
| 0.10% | NCLH | NORWEGIAN CRUISE LINE HOLDIN | -- | $377,968.80 | 22,935 | B9CGTC3 |
| 0.10% | WYNN | WYNN RESORTS LTD | -- | $375,369.42 | 4,062 | 2963811 |
| 0.10% | AMAT | APPLIED MATERIALS INC | -- | $373,399.65 | 2,697 | 2046552 |
| 0.10% | TPR | TAPESTRY INC | -- | $368,603.75 | 12,821 | BF09HX3 |
| 0.10% | BAX | BAXTER INTERNATIONAL INC | -- | $360,303.78 | 9,547 | 2085102 |
| 0.10% | KMI | KINDER MORGAN INC | -- | $356,436.84 | 21,498 | B3NQ4P8 |
| 0.09% | TEL | TE CONNECTIVITY LTD | -- | $352,060.50 | 2,850 | B62B7C3 |
| 0.09% | TFC | TRUIST FINANCIAL CORP | -- | $346,066.56 | 12,096 | BKP7287 |
| 0.09% | HRL | HORMEL FOODS CORP | -- | $329,796.16 | 8,672 | 2437264 |
| 0.08% | LIN | LINDE PLC | -- | $315,380.45 | 847 | BNZHB81 |
| 0.08% | UHS | UNIVERSAL HEALTH SERVICES-B | -- | $308,164.23 | 2,451 | 2923785 |
| 0.08% | CINF | CINCINNATI FINANCIAL CORP | -- | $297,868.48 | 2,912 | 2196888 |
| 0.08% | EQT | EQT CORP | -- | $297,776.04 | 7,338 | 2319414 |
| 0.08% | DIS | WALT DISNEY CO/THE | -- | $284,728.65 | 3,513 | 2270726 |
| 0.08% | EVRG | EVERGY INC | -- | $283,514.40 | 5,592 | BFMXGR0 |
| 0.07% | PAYX | PAYCHEX INC | -- | $276,561.34 | 2,398 | 2674458 |
| 0.07% | TECH | BIO-TECHNE CORP | -- | $275,887.71 | 4,053 | BSHZ3Q0 |
| 0.07% | PLD | PROLOGIS INC | -- | $271,772.62 | 2,422 | B44WZD7 |
| 0.07% | DE | DEERE & CO | -- | $253,976.74 | 673 | 2261203 |
| 0.06% | BMY | BRISTOL-MYERS SQUIBB CO | -- | $230,128.60 | 3,965 | 2126335 |
| 0.06% | -- | EATON CORP PLC | -- | $209,014.40 | 980 | B8KQN82 |
| 0.06% | VZ | VERIZON COMMUNICATIONS INC | -- | $205,868.32 | 6,352 | 2090571 |
| 0.05% | BR | BROADRIDGE FINANCIAL SOLUTIO | -- | $203,758.90 | 1,138 | B1VP7R6 |
| 0.05% | NEE | NEXTERA ENERGY INC | -- | $201,087.90 | 3,510 | 2328915 |
| 0.05% | AMD | ADVANCED MICRO DEVICES | -- | $193,301.60 | 1,880 | 2007849 |
| 0.05% | ROK | ROCKWELL AUTOMATION INC | -- | $189,245.94 | 662 | 2754060 |
| 0.04% | EXR | EXTRA SPACE STORAGE INC | -- | $166,807.76 | 1,372 | B02HWR9 |
| 0.04% | TRMB | TRIMBLE INC | -- | $166,696.70 | 3,095 | 2903958 |
| 0.04% | FSLR | FIRST SOLAR INC | -- | $160,943.64 | 996 | B1HMF22 |
| 0.04% | AKAM | AKAMAI TECHNOLOGIES INC | -- | $153,097.98 | 1,437 | 2507457 |
| 0.04% | KVUE | KENVUE INC | -- | $151,945.36 | 7,567 | BQ84ZQ6 |
| 0.04% | MTCH | MATCH GROUP INC | -- | $146,984.60 | 3,752 | BK80XH9 |
| 0.04% | SCHW | SCHWAB (CHARLES) CORP | -- | $143,673.30 | 2,617 | 2779397 |
| 0.04% | HON | HONEYWELL INTERNATIONAL INC | -- | $136,892.34 | 741 | 2020459 |
| 0.04% | PM | PHILIP MORRIS INTERNATIONAL | -- | $135,444.54 | 1,463 | B2PKRQ3 |
| 0.04% | INTC | INTEL CORP | -- | $131,570.55 | 3,701 | 2463247 |
| 0.04% | EXPE | EXPEDIA GROUP INC | -- | $131,208.11 | 1,273 | B748CK2 |
| 0.03% | RF | REGIONS FINANCIAL CORP | -- | $129,911.60 | 7,553 | B01R311 |
| 0.03% | DVN | DEVON ENERGY CORP | -- | $128,265.30 | 2,689 | 2480677 |
| 0.03% | LOW | LOWE'S COS INC | -- | $123,872.64 | 596 | 2536763 |
| 0.03% | RTX | RTX CORP | -- | $117,958.83 | 1,639 | BM5M5Y3 |
| 0.02% | -- | VERALTO CORP COMMON STOCK USD 0.01 | -- | $75,061.09 | 888 | -- |
| 0.01% | -- | WK KELLOGG CO COMMON STOCK USD | -- | $51,578.18 | 3,514 | -- |
| -- | -- | NET OTHER ASSETS (LIABILITIES) | -- | $31,330,582.04 | 31,330,582 | -- |
| -2.96% | -- | CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP UBS AG | -11,044,389 | -- | -4,289 | -- |
| -13.10% | -- | CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP SOCIETE GENERALE | -48,861,574 | -- | -18,975 | -- |
| -13.76% | -- | CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP GOLDMAN SACHS INTERNATIONAL | -51,297,571 | -- | -19,921 | -- |
Index
as of 6/30/2023
Long
- Total Number of Companies309
- Price/Earnings Ratio24.414
- Price/Book Ratio7.376
- Dividend Yield ( % )1.69
- Avg. Index Market Capitalization$106.53 billion
Short
- Total Number of Companies149
- Price/Earnings Ratio25.319
- Price/Book Ratio4.925
- Dividend Yield ( % )2.04
- Avg. Index Market Capitalization$36.62 billion
About the Index
The Credit Suisse 130/30 Large Cap Index is designed to replicate an investment strategy that establishes either long or short positions in certain of the 500 largest U.S. market cap equities (the "Universe") by applying a rules-based ranking and weighting methodology detailed below. The design intends to provide an indexed representation of a quantitatively constructed 130/30 U.S. large cap equity strategy. This results in the Index having total long exposure of 130% and total short exposure of 30% at each monthly reconstitution date. The Index will have risk characteristics similar to the Universe and will generally rise and fall with the Universe, with the goal, but not guarantee, of incremental risk-adjusted outperformance as compared to the Universe.
Derivative contracts are priced to reflect the underlying index yield and will not generate dividend income. Because ProShares invest in derivatives, they will not have dividend distributions that reflect those of their applicable indexes.
Distributions
For
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, (3/31/23). For the number of months a fund outperformed a benchmark over a given period, CSM ranked 59 in the Large Blend category (915 funds) as of 3/31/23. CSM has the 4th longest track record out of 33 smart beta, multi-factor U.S. funds in Morningstar's Large Value, Large Growth and Large Blend categories. Past performance is no guarantee of future results.
ProShares Insights and Research
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