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.

  • 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.

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.

Performance

Growth of $10,000

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

Fund + Index 1m 3m 6m YTD 1Y 3Y 5Y 10Y Since Inception Inception Date
CSM Market Price 5.54% 13.20% 14.56% 7.14% 25.28% 11.93% 12.96% 11.76% 14.24% 07/13/2009
CSM NAV 5.45% 13.02% 14.52% 7.04% 25.37% 12.03% 12.94% 11.74% 14.23% 07/13/2009
Credit Suisse 130/30 Large Cap Index 5.51% 13.23% 14.96% 7.18% 26.33% 12.83% 13.71% 12.44% 15.07% --
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 2/29/2024
  • Number of Companies --
  • Price/Earnings Ratio --
  • Price/Book Ratio --

    Price to book ratio measures market value of a fund or index relative to the collective book values of its component stocks.

  • Distribution Yield 1.43%

    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 1.10%

    SEC 30-Day Yield is a standard yield calculation developed by the Securities and Exchange Commission (SEC) that facilitates fairer comparisons of funds. The figure reflects dividends and interest earned by the securities held by the fund during the most recent 30-day period, net the fund's expenses.

  • Weighted Average Yield to
    Maturity
    --
  • Net Effective Duration --
Price
as of 3/18/2024
  • NAV $59.33
  • NAV Change $+0.34 up caret
  • Market Price $59.33
  • Market Price Change $+0.32 up caret
  • Trading Volume (M) 3,853
  • 30-Day Median Bid Ask Spread 0.10%
  • View Premium / Discount
Snapshot
  • Ticker CSM
  • Intraday Ticker CSM.IV
  • CUSIP 74347R248
  • Inception Date 7/13/09
  • Unitary Expense Ratio 0.45%
  • NAV Calculation Time 4:00 p.m. ET
  • Distributions Quarterly
Characteristics
as of 2/29/2024
  • Number of Companies --
  • Price/Earnings Ratio --
  • Price/Book Ratio --

    Price to book ratio measures market value of a fund or index relative to the collective book values of its component stocks.

  • Distribution Yield 1.43%

    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 1.10%

    SEC 30-Day Yield is a standard yield calculation developed by the Securities and Exchange Commission (SEC) that facilitates fairer comparisons of funds. The figure reflects dividends and interest earned by the securities held by the fund during the most recent 30-day period, net the fund's expenses.

  • Weighted Average Yield to Maturity --
  • Net Effective Duration --
Price
as of 3/18/2024
  • NAV $59.33
  • NAV Change $+0.34 up caret
  • Market Price $59.33
  • Market Price Change $+0.32 up caret
  • Trading Volume (M) 3,853
  • 30-Day Median Bid Ask Spread 0.10%
  • View Premium / Discount

Exposures

Index as of 12/31/2023

Holdings

as of 3/18/2024

Weight Ticker Description Exposure Value
(Notional + GL)
Market Value Shares/Contracts SEDOL Number
18.71% -- CREDIT SUISSE 130/30 LARGE CAP LONG SUB-INDEX SWAP SOCIETE GENERALE 78,804,709 -- 21,784 --
18.12% -- CREDIT SUISSE 130/30 LARGE CAP LONG SUB-INDEX SWAP UBS AG 76,323,070 -- 21,098 --
4.87% MSFT MICROSOFT CORP -- $20,496,671.80 49,115 2588173
4.02% AAPL APPLE INC -- $16,933,009.56 97,473 2046251
3.68% NVDA NVIDIA CORP -- $15,496,431.45 17,519 2379504
2.37% AMZN AMAZON.COM INC -- $9,968,216.88 57,131 2000019
1.63% META META PLATFORMS INC-CLASS A -- $6,857,827.02 13,799 B7TL820
1.51% BRK/B BERKSHIRE HATHAWAY INC-CL B -- $6,345,874.58 15,538 2073390
1.19% GOOGL ALPHABET INC-CL A -- $4,994,832.96 33,822 BYVY8G0
1.15% AVGO BROADCOM INC -- $4,853,692.52 3,923 BDZ78H9
1.03% V VISA INC-CLASS A SHARES -- $4,356,134.10 15,282 B2PZN04
0.96% GOOG ALPHABET INC-CL C -- $4,058,106.88 27,331 BYY88Y7
0.73% LLY ELI LILLY & CO -- $3,076,570.44 4,034 2516152
0.72% CRM SALESFORCE INC -- $3,024,332.64 10,064 2310525
0.71% UNH UNITEDHEALTH GROUP INC -- $2,986,103.55 6,131 2917766
0.63% JPM JPMORGAN CHASE & CO -- $2,664,680.46 13,831 2190385
0.62% TSLA TESLA INC -- $2,623,337.20 15,094 B616C79
0.61% GE GENERAL ELECTRIC CO -- $2,552,388.02 15,022 BL59CR9
0.60% CSCO CISCO SYSTEMS INC -- $2,528,191.51 51,313 2198163
0.59% MRK MERCK & CO. INC. -- $2,480,776.32 20,428 2778844
0.54% XOM EXXON MOBIL CORP -- $2,273,962.70 20,249 2326618
0.47% TJX TJX COMPANIES INC -- $1,969,719.62 20,471 2989301
0.46% CI THE CIGNA GROUP -- $1,932,412.40 5,480 BHJ0775
0.45% JNJ JOHNSON & JOHNSON -- $1,875,476.64 11,964 2475833
0.44% BMY BRISTOL-MYERS SQUIBB CO -- $1,866,680.97 36,183 2126335
0.44% LMT LOCKHEED MARTIN CORP -- $1,845,865.20 4,261 2522096
0.43% BX BLACKSTONE INC -- $1,816,025.59 14,713 BKF2SL7
0.43% PG PROCTER & GAMBLE CO/THE -- $1,805,229.58 11,198 2704407
0.43% SLB SCHLUMBERGER LTD -- $1,803,155.64 33,748 2779201
0.41% SNPS SYNOPSYS INC -- $1,742,998.67 3,109 2867719
0.41% CME CME GROUP INC -- $1,741,269.95 7,955 2965839
0.41% SBUX STARBUCKS CORP -- $1,732,921.41 19,041 2842255
0.41% TMUS T-MOBILE US INC -- $1,717,536.70 10,658 B94Q9V0
0.41% CDNS CADENCE DESIGN SYS INC -- $1,709,583.33 5,681 2302232
0.40% CVS CVS HEALTH CORP -- $1,701,420.38 21,934 2577609
0.40% PCAR PACCAR INC -- $1,679,104.02 13,953 2665861
0.40% TT TRANE TECHNOLOGIES PLC -- $1,678,844.58 5,754 BK9ZQ96
0.40% TGT TARGET CORP -- $1,678,413.85 10,015 2259101
0.40% MCK MCKESSON CORP -- $1,666,467.66 3,146 2378534
0.39% ABBV ABBVIE INC -- $1,642,821.96 9,204 B92SR70
0.39% APH AMPHENOL CORP-CL A -- $1,637,712.96 14,944 2145084
0.39% PLD PROLOGIS INC -- $1,621,739.84 12,656 B44WZD7
0.38% GM GENERAL MOTORS CO -- $1,609,532.60 39,430 B665KZ5
0.38% KR KROGER CO -- $1,580,231.37 28,123 2497406
0.37% NKE NIKE INC -CL B -- $1,578,655.12 15,988 2640147
0.37% UBER UBER TECHNOLOGIES INC -- $1,562,523.70 20,641 BK6N347
0.37% MA MASTERCARD INC - A -- $1,561,660.29 3,261 B121557
0.37% FDX FEDEX CORP -- $1,559,588.80 6,160 2142784
0.36% MMM 3M CO -- $1,533,224.00 14,630 2595708
0.36% GILD GILEAD SCIENCES INC -- $1,525,419.72 20,822 2369174
0.36% OKE ONEOK INC -- $1,513,715.61 19,459 2130109
0.36% OTIS OTIS WORLDWIDE CORP -- $1,508,149.32 15,383 BK531S8
0.36% HAL HALLIBURTON CO -- $1,508,098.32 39,992 2405302
0.36% ALL ALLSTATE CORP -- $1,502,952.20 9,220 2019952
0.36% AME AMETEK INC -- $1,497,425.92 8,224 2089212
0.35% BKR BAKER HUGHES CO -- $1,489,745.66 45,994 BDHLTQ5
0.35% FANG DIAMONDBACK ENERGY INC -- $1,488,739.98 7,833 B7Y8YR3
0.35% A AGILENT TECHNOLOGIES INC -- $1,487,780.56 10,184 2520153
0.35% RSG REPUBLIC SERVICES INC -- $1,486,383.92 7,924 2262530
0.35% TEL TE CONNECTIVITY LTD -- $1,483,580.00 10,597 B62B7C3
0.35% XEL XCEL ENERGY INC -- $1,482,983.88 28,497 2614807
0.35% CNC CENTENE CORP -- $1,472,006.24 19,112 2807061
0.35% COR CENCORA INC -- $1,464,816.51 6,121 2795393
0.35% IR INGERSOLL-RAND INC -- $1,464,102.92 16,052 BL5GZ82
0.35% ACGL ARCH CAPITAL GROUP LTD -- $1,461,668.80 15,992 2740542
0.34% PANW PALO ALTO NETWORKS INC -- $1,437,894.84 5,041 B87ZMX0
0.34% HD HOME DEPOT INC -- $1,434,084.96 3,856 2434209
0.34% HIG HARTFORD FINANCIAL SVCS GRP -- $1,426,489.75 14,315 2476193
0.34% RCL ROYAL CARIBBEAN CRUISES LTD -- $1,415,862.14 11,039 2754907
0.33% LEN LENNAR CORP-A -- $1,404,791.70 8,970 2511920
0.33% TRGP TARGA RESOURCES CORP -- $1,393,318.08 12,978 B55PZY3
0.33% IDXX IDEXX LABORATORIES INC -- $1,392,340.68 2,628 2459202
0.33% CAH CARDINAL HEALTH INC -- $1,382,508.00 12,550 2175672
0.33% FTNT FORTINET INC -- $1,379,371.00 20,420 B5B2106
0.33% EA ELECTRONIC ARTS INC -- $1,371,168.00 10,350 2310194
0.33% TAP MOLSON COORS BEVERAGE CO - B -- $1,370,584.00 20,320 B067BM3
0.32% TSN TYSON FOODS INC-CL A -- $1,366,464.58 24,362 2909730
0.32% MAR MARRIOTT INTERNATIONAL -CL A -- $1,361,889.60 5,480 2210614
0.32% ELV ELEVANCE HEALTH INC -- $1,361,080.60 2,662 BSPHGL4
0.32% HPQ HP INC -- $1,357,329.90 45,335 BYX4D52
0.32% BG BUNGE GLOBAL SA -- $1,353,756.69 14,001 BQ6BPG9
0.32% TXT TEXTRON INC -- $1,352,940.48 14,529 2885937
0.32% EMN EASTMAN CHEMICAL CO -- $1,341,765.10 14,537 2298386
0.32% PHM PULTEGROUP INC -- $1,341,661.86 12,177 2708841
0.32% HWM HOWMET AEROSPACE INC -- $1,338,804.40 20,060 BKLJ8V2
0.32% EQR EQUITY RESIDENTIAL -- $1,337,739.10 21,445 2319157
0.32% IEX IDEX CORP -- $1,336,791.92 5,557 2456612
0.32% BRO BROWN & BROWN INC -- $1,330,916.56 15,656 2692687
0.31% LVS LAS VEGAS SANDS CORP -- $1,325,931.39 26,199 B02T2J7
0.31% IQV IQVIA HOLDINGS INC -- $1,322,154.96 5,208 BDR73G1
0.31% CINF CINCINNATI FINANCIAL CORP -- $1,321,463.16 11,178 2196888
0.31% CCL CARNIVAL CORP -- $1,320,116.41 81,539 2523044
0.31% ADBE ADOBE INC -- $1,319,592.48 2,568 2008154
0.31% PSA PUBLIC STORAGE -- $1,308,234.54 4,713 2852533
0.31% MTCH MATCH GROUP INC -- $1,307,292.69 37,213 BK80XH9
0.31% CBOE CBOE GLOBAL MARKETS INC -- $1,306,107.00 7,110 B5834C5
0.31% LW LAMB WESTON HOLDINGS INC -- $1,302,413.32 12,662 BDQZFJ3
0.31% XYL XYLEM INC -- $1,302,055.37 10,213 B3P2CN8
0.31% INVH INVITATION HOMES INC -- $1,300,638.78 37,569 BD81GW9
0.31% WST WEST PHARMACEUTICAL SERVICES -- $1,293,608.68 3,269 2950482
0.31% EG EVEREST GROUP LTD -- $1,290,465.75 3,325 2556868
0.31% L LOEWS CORP -- $1,289,940.23 16,759 2523022
0.31% AVB AVALONBAY COMMUNITIES INC -- $1,285,152.00 7,040 2131179
0.30% HST HOST HOTELS & RESORTS INC -- $1,279,412.05 61,957 2567503
0.30% APTV APTIV PLC -- $1,279,196.40 16,440 B783TY6
0.30% UAL UNITED AIRLINES HOLDINGS INC -- $1,278,540.90 29,358 B4QG225
0.30% SWKS SKYWORKS SOLUTIONS INC -- $1,278,419.09 12,401 2961053
0.30% PH PARKER HANNIFIN CORP -- $1,277,907.58 2,383 2671501
0.30% RL RALPH LAUREN CORP -- $1,269,950.60 6,940 B4V9661
0.30% NDAQ NASDAQ INC -- $1,266,934.06 21,014 2965107
0.30% KIM KIMCO REALTY CORP -- $1,264,986.45 66,195 2491594
0.30% SWK STANLEY BLACK & DECKER INC -- $1,261,316.56 14,312 B3Q2FJ4
0.30% HII HUNTINGTON INGALLS INDUSTRIE -- $1,259,998.24 4,336 B40SSC9
0.30% WYNN WYNN RESORTS LTD -- $1,256,750.60 12,715 2963811
0.30% CPT CAMDEN PROPERTY TRUST -- $1,255,479.72 12,882 2166320
0.30% STT STATE STREET CORP -- $1,255,381.82 17,318 2842040
0.30% VTRS VIATRIS INC -- $1,250,017.44 106,294 BMWS3X9
0.30% FFIV F5 INC -- $1,249,811.85 6,671 2427599
0.30% AIZ ASSURANT INC -- $1,249,086.78 7,002 2331430
0.30% CLX CLOROX COMPANY -- $1,247,809.55 8,383 2204026
0.29% PRU PRUDENTIAL FINANCIAL INC -- $1,237,660.60 10,945 2819118
0.29% INCY INCYTE CORP -- $1,229,082.90 21,435 2471950
0.29% BK BANK OF NEW YORK MELLON CORP -- $1,228,183.70 22,355 B1Z77F6
0.29% WMB WILLIAMS COS INC -- $1,224,240.24 32,892 2967181
0.29% CSX CSX CORP -- $1,222,387.53 32,763 2160753
0.29% TFX TELEFLEX INC -- $1,221,756.68 5,644 2881407
0.29% MCHP MICROCHIP TECHNOLOGY INC -- $1,217,617.92 13,824 2592174
0.29% ETR ENTERGY CORP -- $1,208,643.19 11,779 2317087
0.29% STX SEAGATE TECHNOLOGY HOLDINGS -- $1,203,572.05 14,095 BKVD2N4
0.28% WY WEYERHAEUSER CO -- $1,196,957.50 35,050 2958936
0.28% SNA SNAP-ON INC -- $1,196,154.79 4,163 2818740
0.28% PNR PENTAIR PLC -- $1,189,520.64 14,751 BLS09M3
0.28% WHR WHIRLPOOL CORP -- $1,182,861.55 11,245 2960384
0.28% PPG PPG INDUSTRIES INC -- $1,181,121.51 8,493 2698470
0.28% VRSN VERISIGN INC -- $1,173,482.36 6,172 2142922
0.28% ANET ARISTA NETWORKS INC -- $1,168,274.16 4,038 BN33VM5
0.28% PEP PEPSICO INC -- $1,159,772.72 6,772 2681511
0.28% AAL AMERICAN AIRLINES GROUP INC -- $1,159,207.05 82,155 BCV7KT2
0.27% HUM HUMANA INC -- $1,156,142.70 3,330 2445063
0.27% ADSK AUTODESK INC -- $1,154,944.68 4,526 2065159
0.27% AES AES CORP -- $1,136,489.76 76,377 2002479
0.27% INTC INTEL CORP -- $1,134,676.57 26,567 2463247
0.27% PAYC PAYCOM SOFTWARE INC -- $1,127,433.24 5,884 BL95MY0
0.26% AMAT APPLIED MATERIALS INC -- $1,113,248.58 5,546 2046552
0.26% DAL DELTA AIR LINES INC -- $1,111,195.20 25,580 B1W9D46
0.26% ETN EATON CORP PLC -- $1,109,856.25 3,715 B8KQN82
0.26% GRMN GARMIN LTD -- $1,109,676.00 7,600 B3Z5T14
0.26% MDT MEDTRONIC PLC -- $1,107,240.10 13,235 BTN1Y11
0.26% COST COSTCO WHOLESALE CORP -- $1,098,773.08 1,502 2701271
0.26% ACN ACCENTURE PLC-CL A -- $1,092,295.77 2,931 B4BNMY3
0.26% WBA WALGREENS BOOTS ALLIANCE INC -- $1,084,983.60 52,440 BTN1Y44
0.26% INTU INTUIT INC -- $1,081,118.85 1,715 2459020
0.26% NTRS NORTHERN TRUST CORP -- $1,080,264.90 13,182 2648668
0.26% ROL ROLLINS INC -- $1,079,479.10 23,135 2747305
0.26% HSY HERSHEY CO/THE -- $1,075,301.85 5,457 2422806
0.25% BAC BANK OF AMERICA CORP -- $1,070,829.37 29,737 2295677
0.25% ES EVERSOURCE ENERGY -- $1,064,286.96 18,051 BVVN4Q8
0.25% MTB M & T BANK CORP -- $1,058,525.23 7,511 2340168
0.25% NI NISOURCE INC -- $1,058,005.00 39,700 2645409
0.25% LDOS LEIDOS HOLDINGS INC -- $1,046,178.00 8,280 BDV82B8
0.25% PCG P G & E CORP -- $1,040,912.84 64,814 2689560
0.24% GEHC GE HEALTHCARE TECHNOLOGY -- $1,028,514.11 11,351 BL6JPG8
0.24% NOW SERVICENOW INC -- $1,027,888.00 1,360 B80NXX8
0.24% MAA MID-AMERICA APARTMENT COMM -- $1,024,562.26 7,894 2589132
0.24% AMD ADVANCED MICRO DEVICES -- $1,019,405.55 5,347 2007849
0.24% CMCSA COMCAST CORP-CLASS A -- $1,009,956.64 23,422 2044545
0.24% EIX EDISON INTERNATIONAL -- $997,506.40 14,465 2829515
0.24% MOH MOLINA HEALTHCARE INC -- $995,509.10 2,426 2212706
0.23% IP INTERNATIONAL PAPER CO -- $981,010.38 28,077 2465254
0.23% CAG CONAGRA BRANDS INC -- $977,710.12 34,646 2215460
0.23% ABNB AIRBNB INC-CLASS A -- $975,206.50 6,025 BMGYYH4
0.23% PARA PARAMOUNT GLOBAL-CLASS B -- $972,484.80 86,829 BKTNTR9
0.23% BBY BEST BUY CO INC -- $971,683.74 12,598 2094670
0.23% ATO ATMOS ENERGY CORP -- $968,289.90 8,390 2315359
0.23% HBAN HUNTINGTON BANCSHARES INC -- $967,646.40 74,320 2445966
0.23% MGM MGM RESORTS INTERNATIONAL -- $966,933.92 21,916 2547419
0.23% CNP CENTERPOINT ENERGY INC -- $961,499.22 34,413 2440637
0.22% CZR CAESARS ENTERTAINMENT INC -- $945,723.52 23,744 BMWWGB0
0.22% OMC OMNICOM GROUP -- $942,247.25 10,159 2279303
0.22% DHI DR HORTON INC -- $939,665.02 6,202 2250687
0.22% ON ON SEMICONDUCTOR -- $931,460.76 12,618 2583576
0.22% RMD RESMED INC -- $930,166.16 4,871 2732903
0.22% COF CAPITAL ONE FINANCIAL CORP -- $909,602.25 6,675 2654461
0.21% MKTX MARKETAXESS HOLDINGS INC -- $904,874.81 4,123 B03Q9D0
0.21% BEN FRANKLIN RESOURCES INC -- $889,737.50 33,125 2350684
0.21% CE CELANESE CORP -- $889,134.18 5,478 B05MZT4
0.21% SYF SYNCHRONY FINANCIAL -- $883,096.00 21,152 BP96PS6
0.21% DAY DAYFORCE INC -- $867,254.14 12,833 BFX1V56
0.21% ZION ZIONS BANCORP NA -- $864,485.07 21,759 2989828
0.20% SJM JM SMUCKER CO/THE -- $859,986.80 7,010 2951452
0.20% LULU LULULEMON ATHLETICA INC -- $835,038.69 1,817 B23FN39
0.20% UDR UDR INC -- $830,985.75 22,575 2727910
0.19% PYPL PAYPAL HOLDINGS INC -- $816,684.45 12,715 BYW36M8
0.19% MNST MONSTER BEVERAGE CORP -- $813,917.31 13,389 BZ07BW4
0.19% FITB FIFTH THIRD BANCORP -- $804,860.77 22,501 2336747
0.19% KO COCA-COLA CO/THE -- $798,466.27 13,279 2206657
0.19% FOXA FOX CORP - CLASS A -- $787,582.39 26,509 BJJMGL2
0.19% ALB ALBEMARLE CORP -- $786,473.54 6,313 2046853
0.19% CVX CHEVRON CORP -- $784,198.86 5,046 2838555
0.19% WELL WELLTOWER INC -- $783,073.20 8,484 BYVYHH4
0.19% KEYS KEYSIGHT TECHNOLOGIES IN -- $779,839.39 5,209 BQZJ0Q9
0.18% GPC GENUINE PARTS CO -- $765,508.36 4,988 2367480
0.18% CTSH COGNIZANT TECH SOLUTIONS-A -- $759,610.44 10,116 2257019
0.18% K KELLANOVA -- $754,237.67 13,771 2486813
0.18% F FORD MOTOR CO -- $748,911.66 61,487 2615468
0.18% MSI MOTOROLA SOLUTIONS INC -- $747,045.91 2,197 B5BKPQ4
0.18% SYK STRYKER CORP -- $743,922.08 2,101 2853688
0.17% LNT ALLIANT ENERGY CORP -- $729,927.76 15,016 2973821
0.17% TDY TELEDYNE TECHNOLOGIES INC -- $728,592.76 1,757 2503477
0.17% VICI VICI PROPERTIES INC -- $721,416.32 24,928 BYWH073
0.17% BWA BORGWARNER INC -- $721,029.81 22,483 2111955
0.17% DXCM DEXCOM INC -- $711,725.76 5,283 B0796X4
0.17% SRE SEMPRA -- $710,730.20 10,067 2138158
0.17% T AT&T INC -- $701,030.60 40,522 2831811
0.16% PFE PFIZER INC -- $689,174.64 24,862 2684703
0.16% D DOMINION ENERGY INC -- $686,901.60 14,160 2542049
0.16% CMA COMERICA INC -- $681,564.96 13,744 2212870
0.16% CPB CAMPBELL SOUP CO -- $678,867.72 15,671 2162845
0.16% STE STERIS PLC -- $676,430.00 2,941 BFY8C75
0.16% EBAY EBAY INC -- $670,990.45 13,067 2293819
0.16% NFLX NETFLIX INC -- $661,677.30 1,070 2857817
0.16% ADM ARCHER-DANIELS-MIDLAND CO -- $657,139.98 10,878 2047317
0.16% ZTS ZOETIS INC -- $656,985.81 3,849 B95WG16
0.15% HCA HCA HEALTHCARE INC -- $651,395.47 1,991 B4MGBG6
0.15% CFG CITIZENS FINANCIAL GROUP -- $637,292.96 18,922 BQRX1X3
0.15% CRL CHARLES RIVER LABORATORIES -- $623,345.14 2,378 2604336
0.14% TRV TRAVELERS COS INC/THE -- $608,726.56 2,743 2769503
0.14% GEN GEN DIGITAL INC -- $607,772.55 28,655 BJN4XN5
0.14% WMT WALMART INC -- $607,747.96 9,986 2936921
0.14% KMB KIMBERLY-CLARK CORP -- $600,279.36 4,832 2491839
0.14% SYY SYSCO CORP -- $598,900.50 7,425 2868165
0.14% MSCI MSCI INC -- $597,723.54 1,086 B2972D2
0.14% PODD INSULET CORP -- $596,244.64 3,473 B1XGNW4
0.14% LKQ LKQ CORP -- $582,166.52 11,366 2971029
0.14% WFC WELLS FARGO & CO -- $577,411.15 9,995 2649100
0.14% IPG INTERPUBLIC GROUP OF COS INC -- $570,897.72 17,604 2466321
0.13% AKAM AKAMAI TECHNOLOGIES INC -- $564,267.97 5,231 2507457
0.13% WTW WILLIS TOWERS WATSON PLC -- $559,140.44 2,042 BDB6Q21
0.13% SPG SIMON PROPERTY GROUP INC -- $551,730.45 3,631 2812452
0.13% IVZ INVESCO LTD -- $539,153.16 35,308 B28XP76
0.13% KHC KRAFT HEINZ CO/THE -- $539,025.12 15,436 BYRY499
0.13% JKHY JACK HENRY & ASSOCIATES INC -- $533,692.80 3,132 2469193
0.13% MCD MCDONALD'S CORP -- $530,416.32 1,904 2550707
0.12% BIIB BIOGEN INC -- $519,100.40 2,366 2455965
0.12% APD AIR PRODUCTS & CHEMICALS INC -- $513,570.51 2,091 2011602
0.12% NWSA NEWS CORP - CLASS A -- $492,508.40 19,352 BBGVT40
0.12% EMR EMERSON ELECTRIC CO -- $489,774.60 4,410 2313405
0.11% PNW PINNACLE WEST CAPITAL -- $481,422.32 6,679 2048804
0.11% ALLE ALLEGION PLC -- $480,967.08 3,662 BFRT3W7
0.11% NUE NUCOR CORP -- $479,814.40 2,528 2651086
0.11% BR BROADRIDGE FINANCIAL SOLUTIO -- $478,153.56 2,397 B1VP7R6
0.11% CAT CATERPILLAR INC -- $458,877.60 1,304 2180201
0.10% BAX BAXTER INTERNATIONAL INC -- $439,700.90 10,585 2085102
0.10% UHS UNIVERSAL HEALTH SERVICES-B -- $431,548.20 2,434 2923785
0.10% FSLR FIRST SOLAR INC -- $422,579.96 2,827 B1HMF22
0.10% FE FIRSTENERGY CORP -- $416,947.52 10,912 2100920
0.10% HOLX HOLOGIC INC -- $413,053.50 5,410 2433530
0.10% ANSS ANSYS INC -- $408,694.13 1,219 2045623
0.10% TFC TRUIST FINANCIAL CORP -- $407,039.29 11,653 BKP7287
0.10% NCLH NORWEGIAN CRUISE LINE HOLDIN -- $406,971.15 20,711 B9CGTC3
0.10% ISRG INTUITIVE SURGICAL INC -- $402,042.88 1,024 2871301
0.09% URI UNITED RENTALS INC -- $399,911.85 585 2134781
0.09% TMO THERMO FISHER SCIENTIFIC INC -- $379,932.75 655 2886907
0.09% TPR TAPESTRY INC -- $376,554.85 8,065 BF09HX3
0.09% LIN LINDE PLC -- $372,888.00 800 BNZHB81
0.09% KMI KINDER MORGAN INC -- $371,463.12 21,058 B3NQ4P8
0.08% DTE DTE ENERGY COMPANY -- $353,729.88 3,231 2280220
0.08% PEG PUBLIC SERVICE ENTERPRISE GP -- $346,466.33 5,411 2707677
0.08% AOS SMITH (A.O.) CORP -- $320,687.10 3,735 2816023
0.07% STLD STEEL DYNAMICS INC -- $314,092.68 2,244 2849472
0.07% HRL HORMEL FOODS CORP -- $294,070.35 8,561 2437264
0.07% LYV LIVE NATION ENTERTAINMENT IN -- $293,307.80 2,810 B0T7YX2
0.07% FRT FEDERAL REALTY INVS TRUST -- $292,783.86 2,934 BN7P9B2
0.07% TECH BIO-TECHNE CORP -- $274,941.00 3,825 BSHZ3Q0
0.06% PAYX PAYCHEX INC -- $271,094.46 2,249 2674458
0.06% DLR DIGITAL REALTY TRUST INC -- $266,643.75 1,875 B03GQS4
0.06% DIS WALT DISNEY CO/THE -- $260,830.35 2,291 2270726
0.06% CHD CHURCH & DWIGHT CO INC -- $256,583.86 2,461 2195841
0.06% ABT ABBOTT LABORATORIES -- $251,865.60 2,240 2002305
0.05% VZ VERIZON COMMUNICATIONS INC -- $227,281.56 5,692 2090571
0.05% MKC MCCORMICK & CO-NON VTG SHRS -- $224,046.68 3,289 2550161
0.05% PGR PROGRESSIVE CORP -- $210,744.61 1,021 2705024
0.05% GNRC GENERAC HOLDINGS INC -- $206,138.22 1,842 B6197Q2
0.05% WAT WATERS CORP -- $199,332.98 574 2937689
0.05% VRTX VERTEX PHARMACEUTICALS INC -- $194,994.12 474 2931034
0.05% EPAM EPAM SYSTEMS INC -- $190,547.70 651 B44Z3T8
0.04% TRMB TRIMBLE INC -- $173,361.20 2,776 2903958
0.04% ORCL ORACLE CORP -- $169,846.20 1,329 2661568
0.04% GL GLOBE LIFE INC -- $168,049.42 1,441 BK6YKG1
0.04% DVN DEVON ENERGY CORP -- $167,236.81 3,523 2480677
0.04% RF REGIONS FINANCIAL CORP -- $164,506.86 8,577 B01R311
0.04% MMC MARSH & MCLENNAN COS -- $162,002.70 783 2567741
0.04% LOW LOWE'S COS INC -- $160,940.28 661 2536763
0.04% J JACOBS SOLUTIONS INC -- $155,759.76 1,053 BNGC0D3
0.04% KVUE KENVUE INC -- $153,924.00 7,620 BQ84ZQ6
0.04% BDX BECTON DICKINSON AND CO -- $150,476.76 633 2087807
0.04% IBM INTL BUSINESS MACHINES CORP -- $149,901.58 782 2005973
0.04% PTC PTC INC -- $149,866.56 816 B95N910
0.04% QCOM QUALCOMM INC -- $148,391.88 889 2714923
0.03% PKG PACKAGING CORP OF AMERICA -- $147,317.72 814 2504566
0.03% AMGN AMGEN INC -- $146,015.10 539 2023607
-- -- NET OTHER ASSETS (LIABILITIES) -- $30,144,230.68 30,144,231 --
-2.98% -- CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP SOCIETE GENERALE -12,535,873 -- -4,304 --
-11.08% -- CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP UBS AG -46,660,012 -- -16,020 --
-15.61% -- CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP GOLDMAN SACHS INTERNATIONAL -65,749,258 -- -22,574 --

Index

as of 12/31/2023

Long
  • Total Number of Companies297
  • Price/Earnings Ratio23.394
  • Price/Book Ratio7.349
  • Dividend Yield ( % )0.02
  • Avg. Index Market Capitalization$117.62 billion
Short
  • Total Number of Companies147
  • Price/Earnings Ratio23.973
  • Price/Book Ratio5.184
  • Dividend Yield ( % )0.02
  • Avg. Index Market Capitalization$37.64 billion
About the Index

The Credit Suisse 130/30 Large Cap Index is designed to replicate an investment strategy that establishes either long or short positions in certain of the 500 largest U.S. market cap equities (the "Universe") by applying a rules-based ranking and weighting methodology detailed below. The design intends to provide an indexed representation of a quantitatively constructed 130/30 U.S. large cap equity strategy. This results in the Index having total long exposure of 130% and total short exposure of 30% at each monthly reconstitution date. The Index will have risk characteristics similar to the Universe and will generally rise and fall with the Universe, with the goal, but not guarantee, of incremental risk-adjusted outperformance as compared to the Universe.

Derivative contracts are priced to reflect the underlying index yield and will not generate dividend income. Because ProShares invest in derivatives, they will not have dividend distributions that reflect those of their applicable indexes.

Distributions

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

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.
Read More
Get the latest perspectives and updates.

For the total return table above, since inception returns are cumulative for funds less than one year old; otherwise, returns are annualized. Market returns are based on the composite closing price and do not represent the returns you would receive if you traded shares at other times. The listing date is typically one or more days after the fund inception date. Therefore, NAV is used to calculate market returns prior to the listing date.

The expense ratio for certain funds includes a contractual fee waiver that results in a lower net expense ratio for some or all periods shown. For information about this ETF’s fees, please see above.

Holdings are subject to change. ProShares may invest in financial instruments (including derivatives) that, in combination, should have daily price return characteristics similar to the fund's benchmark.

Registered Investment Companies are required by the IRS to distribute substantially all of their income and capital gains to shareholders at least annually. For specific tax advice, we recommend you speak with a qualified tax professional.

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.

There is no guarantee that capital gain distributions will not be made in the future. There is no guarantee that dividends or interest income will be paid.

Index information does not reflect any management fees, transaction costs or expenses. Indexes are unmanaged, and one cannot invest directly in an index.

There is no guarantee any ProShares ETF will achieve its investment objective.

Shares of any ETF are generally bought and sold at market price (not NAV) and are not individually redeemed from the fund. Your brokerage commissions will reduce returns.

Investing involves risk, including the possible loss of principal. Short positions lose value as security prices increase. Leverage can increase market exposure and magnify investment risk. These risks can increase volatility and decrease performance. Please see the summary and full prospectus for a more complete description of risks.

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"). Short positions will approximate 30% of the portfolio’s value. The model anticipates the purchase of 30% more in long positions using leverage. There is no guarantee this methodology will result in returns exceeding the Universe returns. It is not possible to invest directly in an index.

Carefully consider the investment objectives, risks, charges and expenses of ProShares before investing. This and other information can be found in their summary and full prospectuses. Read them carefully before investing.

"Credit Suisse" and "Credit Suisse 130/30 Large Cap Index™" are trademarks of Credit Suisse Securities (USA) LLC or one of its affiliates and have been licensed for use by ProShares. ProShares have not been passed on by Credit Suisse or its affiliates as to their legality or suitability. ProShares based on the Credit Suisse 130/30 Large Cap Index are not sponsored, endorsed, or promoted by Credit Suisse or its affiliates, and they make no representation regarding the advisability of investing in ProShares. THIS ENTITY AND ITS AFFILIATES MAKE NO WARRANTIES AND BEAR NO LIABILITY WITH RESPECT TO PROSHARES.

Quote data provided by Interactive Data - Real Time Services, Inc. and subject to terms of use.

ProShares are distributed by SEI Investments Distribution Co., which is not affiliated with the funds’ advisor or sponsor.

Your use of this site signifies that you accept our Terms and Conditions of Use.