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 3/27/2024
  • NAV $60.58
  • NAV Change $+0.60 up caret
  • Market Price $60.59
  • Market Price Change $+0.75 up caret
  • Trading Volume (M) 4,531
  • 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 3/27/2024
  • NAV $60.58
  • NAV Change $+0.60 up caret
  • Market Price $60.59
  • Market Price Change $+0.75 up caret
  • Trading Volume (M) 4,531
  • 30-Day Median Bid Ask Spread 0.10%
  • View Premium / Discount

Exposures

Index as of 12/29/2023

Holdings

as of 3/27/2024

Weight Ticker Description Exposure Value
(Notional + GL)
Market Value Shares/Contracts SEDOL Number
18.17% -- CREDIT SUISSE 130/30 LARGE CAP LONG SUB-INDEX SWAP UBS AG 78,138,553 -- 21,098 --
14.82% -- CREDIT SUISSE 130/30 LARGE CAP LONG SUB-INDEX SWAP SOCIETE GENERALE 63,753,770 -- 17,214 --
5.00% MSFT MICROSOFT CORP -- $21,488,294.27 50,989 2588173
4.08% -- APPLE INC COMMON STOCK USD 0.00001 -- $17,539,145.31 101,201 --
3.82% NVDA NVIDIA CORP -- $16,413,767.50 18,187 2379504
2.48% -- AMAZON.COM INC COMMON STOCK USD 0.01 -- $10,665,357.64 59,308 --
1.64% META META PLATFORMS INC-CLASS A -- $7,074,050.64 14,324 B7TL820
1.56% -- BERKSHIRE HATHAWAY INC COMMON STOCK USD 0.0033 -- $6,725,080.90 16,130 --
1.25% AVGO BROADCOM INC -- $5,372,506.02 4,074 BDZ78H9
1.23% GOOGL ALPHABET INC-CL A -- $5,297,045.70 35,110 BYVY8G0
1.03% V VISA INC-CLASS A SHARES -- $4,426,652.30 15,865 B2PZN04
1.00% GOOG ALPHABET INC-CL C -- $4,310,537.80 28,370 BYY88Y7
0.76% LLY ELI LILLY & CO -- $3,259,017.84 4,188 2516152
0.73% CRM SALESFORCE INC -- $3,148,516.86 10,447 2310525
0.73% UNH UNITEDHEALTH GROUP INC -- $3,138,088.40 6,364 2917766
0.67% JPM JPMORGAN CHASE & CO -- $2,864,508.64 14,357 2190385
0.66% TSLA TESLA INC -- $2,818,115.93 15,671 B616C79
0.65% GE GENERAL ELECTRIC CO -- $2,808,791.28 15,594 BL59CR9
0.65% MRK MERCK & CO. INC. -- $2,794,417.50 21,210 2778844
0.62% CSCO CISCO SYSTEMS INC -- $2,651,098.59 53,267 2198163
0.56% XOM EXXON MOBIL CORP -- $2,417,129.28 21,024 2326618
0.50% TJX TJX COMPANIES INC -- $2,147,950.00 21,250 2989301
0.48% CI THE CIGNA GROUP -- $2,067,041.26 5,689 BHJ0775
0.47% LMT LOCKHEED MARTIN CORP -- $2,020,337.94 4,423 2522096
0.47% BMY BRISTOL-MYERS SQUIBB CO -- $2,000,176.50 37,562 2126335
0.46% BX BLACKSTONE INC -- $1,999,606.53 15,277 BKF2SL7
0.46% JNJ JOHNSON & JOHNSON -- $1,961,863.20 12,420 2475833
0.45% SLB SCHLUMBERGER LTD -- $1,923,750.90 35,041 2779201
0.44% PG PROCTER & GAMBLE CO/THE -- $1,890,341.25 11,625 2704407
0.43% SNPS SYNOPSYS INC -- $1,850,200.45 3,227 2867719
0.43% FDX FEDEX CORP -- $1,840,704.72 6,394 2142784
0.43% CDNS CADENCE DESIGN SYS INC -- $1,835,971.98 5,897 2302232
0.42% GM GENERAL MOTORS CO -- $1,825,202.47 40,933 B665KZ5
0.42% -- TARGET CORP COMMON STOCK USD 0.0833 -- $1,816,043.99 10,397 --
0.42% SBUX STARBUCKS CORP -- $1,808,955.00 19,770 2842255
0.42% CVS CVS HEALTH CORP -- $1,808,859.39 22,773 2577609
0.42% PCAR PACCAR INC -- $1,802,803.10 14,485 2665861
0.42% TMUS T-MOBILE US INC -- $1,792,640.65 11,065 B94Q9V0
0.42% TT TRANE TECHNOLOGIES PLC -- $1,790,167.83 5,973 BK9ZQ96
0.42% -- AMPHENOL CORP COMMON STOCK USD 0.001 -- $1,788,648.90 15,513 --
0.41% CME CME GROUP INC -- $1,780,856.00 8,260 2965839
0.41% MCK MCKESSON CORP -- $1,761,223.16 3,266 2378534
0.40% ABBV ABBVIE INC -- $1,723,604.95 9,557 B92SR70
0.39% PLD PROLOGIS INC -- $1,692,704.96 13,136 B44WZD7
0.39% UBER UBER TECHNOLOGIES INC -- $1,673,741.08 21,428 BK6N347
0.39% KR KROGER CO -- $1,661,195.50 29,195 2497406
0.38% -- ALLSTATE CORP/THE COMMON STOCK USD 0.01 -- $1,625,538.64 9,571 --
0.38% MA MASTERCARD INC - A -- $1,615,471.00 3,380 B121557
0.37% HAL HALLIBURTON CO -- $1,612,221.60 41,520 2405302
0.37% OKE ONEOK INC -- $1,608,158.80 20,203 2130109
0.37% RCL ROYAL CARIBBEAN CRUISES LTD -- $1,601,191.20 11,460 2754907
0.37% FANG DIAMONDBACK ENERGY INC -- $1,598,181.96 8,132 B7Y8YR3
0.37% OTIS OTIS WORLDWIDE CORP -- $1,594,664.34 15,969 BK531S8
0.37% TEL TE CONNECTIVITY LTD -- $1,594,374.93 11,001 B62B7C3
0.37% MMM 3M CO -- $1,588,408.33 15,187 2595708
0.37% IR INGERSOLL-RAND INC -- $1,587,412.64 16,664 BL5GZ82
0.37% BKR BAKER HUGHES CO -- $1,580,643.12 47,768 BDHLTQ5
0.37% XEL XCEL ENERGY INC -- $1,579,087.16 29,582 2614807
0.37% GILD GILEAD SCIENCES INC -- $1,578,111.15 21,615 2369174
0.37% RSG REPUBLIC SERVICES INC -- $1,575,443.52 8,226 2262530
0.36% LEN LENNAR CORP-A -- $1,569,072.00 9,312 2511920
0.36% -- AMETEK INC COMMON STOCK USD 0.01 -- $1,568,417.64 8,537 --
0.36% NKE NIKE INC -CL B -- $1,562,275.61 16,597 2640147
0.36% A AGILENT TECHNOLOGIES INC -- $1,557,995.64 10,572 2520153
0.36% CNC CENTENE CORP -- $1,554,464.00 19,840 2807061
0.36% -- CENCORA INC COMMON STOCK USD 0.01 -- $1,554,442.56 6,354 --
0.36% HD HOME DEPOT INC -- $1,544,717.67 4,003 2434209
0.35% HIG HARTFORD FINANCIAL SVCS GRP -- $1,520,280.30 14,861 2476193
0.35% ACGL ARCH CAPITAL GROUP LTD -- $1,518,659.48 16,601 2740542
0.35% EMN EASTMAN CHEMICAL CO -- $1,502,960.94 15,093 2298386
0.35% TRGP TARGA RESOURCES CORP -- $1,496,176.65 13,473 B55PZY3
0.35% PHM PULTEGROUP INC -- $1,492,590.48 12,648 2708841
0.35% BG BUNGE GLOBAL SA -- $1,488,674.70 14,535 BQ6BPG9
0.35% TSN TYSON FOODS INC-CL A -- $1,487,304.90 25,290 2909730
0.34% PANW PALO ALTO NETWORKS INC -- $1,477,066.58 5,233 B87ZMX0
0.34% IDXX IDEXX LABORATORIES INC -- $1,471,946.96 2,728 2459202
0.34% CAH CARDINAL HEALTH INC -- $1,466,171.12 13,028 2175672
0.34% CCL CARNIVAL CORP -- $1,455,064.74 84,646 2523044
0.34% TXT TEXTRON INC -- $1,451,738.75 15,083 2885937
0.34% SWK STANLEY BLACK & DECKER INC -- $1,442,796.90 14,865 B3Q2FJ4
0.34% MAR MARRIOTT INTERNATIONAL -CL A -- $1,442,502.84 5,689 2210614
0.33% UAL UNITED AIRLINES HOLDINGS INC -- $1,439,733.48 30,477 B4QG225
0.33% -- ELEVANCE HEALTH INC COMMON STOCK USD 0.01 -- $1,437,169.44 2,764 --
0.33% CINF CINCINNATI FINANCIAL CORP -- $1,430,657.16 11,604 2196888
0.33% -- FORTINET INC COMMON STOCK USD 0.001 -- $1,426,393.08 21,204 --
0.33% TAP MOLSON COORS BEVERAGE CO - B -- $1,420,469.96 21,094 B067BM3
0.33% BRO BROWN & BROWN INC -- $1,418,149.52 16,252 2692687
0.33% HWM HOWMET AEROSPACE INC -- $1,417,629.84 20,823 BKLJ8V2
0.33% HPQ HP INC -- $1,417,507.44 47,062 BYX4D52
0.33% EA ELECTRONIC ARTS INC -- $1,416,679.41 10,743 2310194
0.33% IEX IDEX CORP -- $1,413,679.12 5,768 2456612
0.33% PSA PUBLIC STORAGE -- $1,409,673.30 4,893 2852533
0.33% LVS LAS VEGAS SANDS CORP -- $1,400,153.04 27,198 B02T2J7
0.32% LW LAMB WESTON HOLDINGS INC -- $1,397,419.80 13,146 BDQZFJ3
0.32% EQR EQUITY RESIDENTIAL -- $1,392,933.34 22,262 2319157
0.32% SWKS SKYWORKS SOLUTIONS INC -- $1,389,623.20 12,880 2961053
0.32% MTCH MATCH GROUP INC -- $1,386,080.28 38,631 BK80XH9
0.32% STX SEAGATE TECHNOLOGY HOLDINGS -- $1,383,989.14 14,633 BKVD2N4
0.32% STT STATE STREET CORP -- $1,381,918.00 17,975 2842040
0.32% PH PARKER HANNIFIN CORP -- $1,381,173.75 2,475 2671501
0.32% WHR WHIRLPOOL CORP -- $1,376,129.97 11,673 2960384
0.32% NDAQ NASDAQ INC -- $1,374,282.00 21,814 2965107
0.32% XYL XYLEM INC -- $1,371,686.76 10,602 B3P2CN8
0.32% AES AES CORP -- $1,367,683.50 79,286 2002479
0.32% EG EVEREST GROUP LTD -- $1,365,871.29 3,451 2556868
0.32% IQV IQVIA HOLDINGS INC -- $1,365,645.99 5,407 BDR73G1
0.32% AIZ ASSURANT INC -- $1,362,283.29 7,269 2331430
0.32% INVH INVITATION HOMES INC -- $1,361,134.90 39,001 BD81GW9
0.32% L LOEWS CORP -- $1,358,705.70 17,397 2523022
0.31% ADBE ADOBE INC -- $1,345,234.80 2,667 2008154
0.31% RL RALPH LAUREN CORP -- $1,343,546.00 7,204 B4V9661
0.31% WYNN WYNN RESORTS LTD -- $1,343,526.21 13,199 2963811
0.31% -- AVALONBAY COMMUNITIES INC REIT USD 0.01 -- $1,342,222.83 7,307 --
0.31% APTV APTIV PLC -- $1,342,070.24 17,066 B783TY6
0.31% WST WEST PHARMACEUTICAL SERVICES -- $1,337,575.40 3,394 2950482
0.31% KIM KIMCO REALTY CORP -- $1,330,361.12 68,717 2491594
0.31% CBOE CBOE GLOBAL MARKETS INC -- $1,330,014.94 7,382 B5834C5
0.31% PRU PRUDENTIAL FINANCIAL INC -- $1,329,464.22 11,361 2819118
0.31% CLX CLOROX COMPANY -- $1,329,143.48 8,702 2204026
0.31% HST HOST HOTELS & RESORTS INC -- $1,325,593.98 64,318 2567503
0.31% -- BANK OF NEW YORK MELLON CORP/THE COMMON STOCK USD 0.01 -- $1,321,117.58 23,206 --
0.31% WMB WILLIAMS COS INC -- $1,315,986.84 34,146 2967181
0.30% TFX TELEFLEX INC -- $1,311,654.33 5,859 2881407
0.30% FFIV F5 INC -- $1,307,717.00 6,925 2427599
0.30% WY WEYERHAEUSER CO -- $1,307,313.05 36,385 2958936
0.30% VTRS VIATRIS INC -- $1,305,369.52 110,344 BMWS3X9
0.30% AAL AMERICAN AIRLINES GROUP INC -- $1,304,860.50 85,285 BCV7KT2
0.30% HII HUNTINGTON INGALLS INDUSTRIE -- $1,304,164.75 4,501 B40SSC9
0.30% PNR PENTAIR PLC -- $1,302,251.34 15,317 BLS09M3
0.30% CPT CAMDEN PROPERTY TRUST -- $1,299,223.52 13,372 2166320
0.30% SNA SNAP-ON INC -- $1,283,077.74 4,321 2818740
0.30% ETR ENTERGY CORP -- $1,282,472.64 12,228 2317087
0.30% MCHP MICROCHIP TECHNOLOGY INC -- $1,279,965.69 14,351 2592174
0.30% PPG PPG INDUSTRIES INC -- $1,274,409.18 8,817 2698470
0.30% INCY INCYTE CORP -- $1,271,034.24 22,252 2471950
0.29% DAL DELTA AIR LINES INC -- $1,256,317.05 26,555 B1W9D46
0.29% CSX CSX CORP -- $1,253,149.44 34,016 2160753
0.29% -- AUTODESK INC COMMON STOCK USD 0.01 -- $1,226,037.06 4,698 --
0.28% PEP PEPSICO INC -- $1,220,197.10 7,030 2681511
0.28% ETN EATON CORP PLC -- $1,212,640.80 3,857 B8KQN82
0.28% -- VERISIGN INC COMMON STOCK USD 0.001 -- $1,211,563.70 6,407 --
0.28% -- ARISTA NETWORKS INC COMMON STOCK USD 0.0001 -- $1,208,437.90 4,190 --
0.28% HUM HUMANA INC -- $1,208,221.50 3,457 2445063
0.28% INTC INTEL CORP -- $1,207,089.06 27,578 2463247
0.28% PAYC PAYCOM SOFTWARE INC -- $1,204,619.76 6,108 BL95MY0
0.28% NTRS NORTHERN TRUST CORP -- $1,200,858.75 13,685 2648668
0.28% -- APPLIED MATERIALS INC COMMON STOCK USD 0.01 -- $1,197,872.00 5,759 --
0.28% MDT MEDTRONIC PLC -- $1,194,280.80 13,740 BTN1Y11
0.27% GRMN GARMIN LTD -- $1,167,414.22 7,889 B3Z5T14
0.27% -- BANK OF AMERICA CORP COMMON STOCK USD 0.01 -- $1,167,345.94 30,874 --
0.27% INTU INTUIT INC -- $1,155,405.94 1,781 2459020
0.27% IP INTERNATIONAL PAPER CO -- $1,148,100.33 29,147 2465254
0.27% WBA WALGREENS BOOTS ALLIANCE INC -- $1,144,286.76 54,438 BTN1Y44
0.27% COST COSTCO WHOLESALE CORP -- $1,141,312.72 1,559 2701271
0.26% NI NISOURCE INC -- $1,131,708.98 41,213 2645409
0.26% MTB M & T BANK CORP -- $1,129,005.60 7,797 2340168
0.26% PCG P G & E CORP -- $1,126,317.42 67,283 2689560
0.26% LDOS LEIDOS HOLDINGS INC -- $1,121,991.30 8,595 BDV82B8
0.26% ROL ROLLINS INC -- $1,121,547.20 24,016 2747305
0.26% ES EVERSOURCE ENERGY -- $1,105,049.28 18,736 BVVN4Q8
0.26% HSY HERSHEY CO/THE -- $1,097,367.15 5,665 2422806
0.25% MAA MID-AMERICA APARTMENT COMM -- $1,071,906.00 8,195 2589132
0.25% NOW SERVICENOW INC -- $1,071,708.00 1,412 B80NXX8
0.25% -- BEST BUY CO INC COMMON STOCK USD 0.1 -- $1,070,859.60 13,080 --
0.25% CZR CAESARS ENTERTAINMENT INC -- $1,067,956.80 24,630 BMWWGB0
0.25% GEHC GE HEALTHCARE TECHNOLOGY -- $1,064,213.04 11,784 BL6JPG8
0.25% HBAN HUNTINGTON BANCSHARES INC -- $1,063,912.29 77,151 2445966
0.25% CAG CONAGRA BRANDS INC -- $1,060,607.85 35,965 2215460
0.25% MGM MGM RESORTS INTERNATIONAL -- $1,060,196.60 22,751 2547419
0.25% PARA PARAMOUNT GLOBAL-CLASS B -- $1,054,602.90 90,137 BKTNTR9
0.25% MOH MOLINA HEALTHCARE INC -- $1,054,453.40 2,519 2212706
0.24% CMCSA COMCAST CORP-CLASS A -- $1,047,247.05 24,315 2044545
0.24% DHI DR HORTON INC -- $1,043,277.90 6,438 2250687
0.24% EIX EDISON INTERNATIONAL -- $1,042,249.20 15,018 2829515
0.24% -- AIRBNB INC COMMON STOCK USD 0.0001 -- $1,040,894.55 6,255 --
0.24% ACN ACCENTURE PLC-CL A -- $1,037,139.48 3,042 B4BNMY3
0.24% -- ATMOS ENERGY CORP COMMON STOCK USD 0 -- $1,029,926.34 8,709 --
0.23% CNP CENTERPOINT ENERGY INC -- $1,010,660.25 35,725 2440637
0.23% OMC OMNICOM GROUP -- $1,003,557.36 10,546 2279303
0.23% COF CAPITAL ONE FINANCIAL CORP -- $1,001,309.79 6,929 2654461
0.23% -- ADVANCED MICRO DEVICES INC COMMON STOCK USD 0.01 -- $996,724.50 5,550 --
0.23% RMD RESMED INC -- $992,644.48 5,056 2732903
0.23% ON ON SEMICONDUCTOR -- $990,415.39 13,099 2583576
0.23% ZION ZIONS BANCORP NA -- $974,801.65 22,591 2989828
0.22% CE CELANESE CORP -- $964,573.04 5,686 B05MZT4
0.22% BEN FRANKLIN RESOURCES INC -- $950,085.18 34,386 2350684
0.22% MKTX MARKETAXESS HOLDINGS INC -- $931,970.00 4,280 B03Q9D0
0.22% SYF SYNCHRONY FINANCIAL -- $928,384.24 21,958 BP96PS6
0.21% SJM JM SMUCKER CO/THE -- $914,738.72 7,276 2951452
0.20% DAY DAYFORCE INC -- $879,918.10 13,322 BFX1V56
0.20% PYPL PAYPAL HOLDINGS INC -- $878,724.00 13,200 BYW36M8
0.20% UDR UDR INC -- $867,329.35 23,435 2727910
0.20% FITB FIFTH THIRD BANCORP -- $858,283.14 23,361 2336747
0.20% FOXA FOX CORP - CLASS A -- $857,736.06 27,518 BJJMGL2
0.20% -- ALBEMARLE CORP COMMON STOCK USD 0.01 -- $844,155.20 6,554 --
0.20% KEYS KEYSIGHT TECHNOLOGIES IN -- $842,938.56 5,409 BQZJ0Q9
0.20% KO COCA-COLA CO/THE -- $841,359.58 13,786 2206657
0.19% F FORD MOTOR CO -- $833,606.74 63,829 2615468
0.19% MNST MONSTER BEVERAGE CORP -- $822,820.80 13,899 BZ07BW4
0.19% CVX CHEVRON CORP -- $819,117.65 5,239 2838555
0.19% WELL WELLTOWER INC -- $817,289.60 8,807 BYVYHH4
0.19% K KELLANOVA -- $809,981.70 14,298 2486813
0.19% -- BORGWARNER INC COMMON STOCK USD 0.01 -- $809,863.30 23,339 --
0.19% MSI MOTOROLA SOLUTIONS INC -- $806,128.21 2,281 B5BKPQ4
0.19% GPC GENUINE PARTS CO -- $803,573.82 5,178 2367480
0.18% TDY TELEDYNE TECHNOLOGIES INC -- $782,943.25 1,825 2503477
0.18% SYK STRYKER CORP -- $782,346.51 2,181 2853688
0.18% -- ALLIANT ENERGY CORP COMMON STOCK USD 0.01 -- $775,814.76 15,588 --
0.18% CMA COMERICA INC -- $774,024.79 14,273 2212870
0.18% CTSH COGNIZANT TECH SOLUTIONS-A -- $773,083.62 10,501 2257019
0.18% VICI VICI PROPERTIES INC -- $769,870.50 25,878 BYWH073
0.18% DXCM DEXCOM INC -- $764,908.32 5,484 B0796X4
0.17% SRE SEMPRA -- $744,633.75 10,451 2138158
0.17% T AT&T INC -- $738,258.30 42,066 2831811
0.17% LULU LULULEMON ATHLETICA INC -- $734,521.56 1,886 B23FN39
0.17% CPB CAMPBELL SOUP CO -- $716,930.76 16,268 2162845
0.17% PFE PFIZER INC -- $716,862.90 25,805 2684703
0.17% D DOMINION ENERGY INC -- $713,680.68 14,709 2542049
0.17% -- ARCHER-DANIELS-MIDLAND CO COMMON STOCK USD 0 -- $711,283.08 11,292 --
0.16% EBAY EBAY INC -- $704,294.80 13,565 2293819
0.16% CFG CITIZENS FINANCIAL GROUP -- $703,934.64 19,652 BQRX1X3
0.16% STE STERIS PLC -- $688,512.56 3,053 BFY8C75
0.16% HCA HCA HEALTHCARE INC -- $685,603.23 2,067 B4MGBG6
0.16% NFLX NETFLIX INC -- $682,245.36 1,112 2857817
0.16% ZTS ZOETIS INC -- $673,365.96 3,996 B95WG16
0.15% CRL CHARLES RIVER LABORATORIES -- $665,343.90 2,470 2604336
0.15% GEN GEN DIGITAL INC -- $657,408.70 29,747 BJN4XN5
0.15% -- TRAVELERS COS INC/THE COMMON STOCK USD 0 -- $651,479.01 2,847 --
0.15% KMB KIMBERLY-CLARK CORP -- $638,386.32 5,016 2491839
0.15% SYY SYSCO CORP -- $631,593.52 7,708 2868165
0.15% WMT WALMART INC -- $629,484.24 10,367 2936921
0.15% MSCI MSCI INC -- $627,739.00 1,127 B2972D2
0.15% LKQ LKQ CORP -- $627,116.85 11,799 2971029
0.14% PODD INSULET CORP -- $610,063.08 3,606 B1XGNW4
0.14% IVZ INVESCO LTD -- $602,941.85 36,653 B28XP76
0.14% IPG INTERPUBLIC GROUP OF COS INC -- $598,675.13 18,269 2466321
0.14% WFC WELLS FARGO & CO -- $597,761.36 10,376 2649100
0.14% AKAM AKAMAI TECHNOLOGIES INC -- $595,290.90 5,430 2507457
0.14% KHC KRAFT HEINZ CO/THE -- $585,356.72 16,024 BYRY499
0.14% WTW WILLIS TOWERS WATSON PLC -- $584,950.40 2,120 BDB6Q21
0.14% SPG SIMON PROPERTY GROUP INC -- $581,669.77 3,769 2812452
0.13% JKHY JACK HENRY & ASSOCIATES INC -- $560,017.26 3,251 2469193
0.13% MCD MCDONALD'S CORP -- $557,553.54 1,977 2550707
0.12% BIIB BIOGEN INC -- $531,331.04 2,456 2455965
0.12% NWSA NEWS CORP - CLASS A -- $528,139.81 20,089 BBGVT40
0.12% -- AIR PRODUCTS AND CHEMICALS INC COMMON STOCK USD 1 -- $527,770.10 2,171 --
0.12% NUE NUCOR CORP -- $521,220.00 2,625 2651086
0.12% EMR EMERSON ELECTRIC CO -- $519,374.10 4,578 2313405
0.12% PNW PINNACLE WEST CAPITAL -- $513,249.99 6,933 2048804
0.12% ALLE ALLEGION PLC -- $510,246.24 3,801 BFRT3W7
0.12% BR BROADRIDGE FINANCIAL SOLUTIO -- $507,153.92 2,488 B1VP7R6
0.11% CAT CATERPILLAR INC -- $493,736.10 1,354 2180201
0.11% FSLR FIRST SOLAR INC -- $491,465.75 2,935 B1HMF22
0.11% -- BAXTER INTERNATIONAL INC COMMON STOCK USD 1 -- $469,120.41 10,989 --
0.11% TFC TRUIST FINANCIAL CORP -- $466,939.00 12,100 BKP7287
0.11% UHS UNIVERSAL HEALTH SERVICES-B -- $459,534.95 2,527 2923785
0.11% NCLH NORWEGIAN CRUISE LINE HOLDIN -- $458,810.00 21,500 B9CGTC3
0.10% ANSS ANSYS INC -- $440,479.38 1,266 2045623
0.10% URI UNITED RENTALS INC -- $437,851.20 608 2134781
0.10% FE FIRSTENERGY CORP -- $435,674.88 11,328 2100920
0.10% HOLX HOLOGIC INC -- $434,552.30 5,618 2433530
0.10% ISRG INTUITIVE SURGICAL INC -- $425,306.30 1,063 2871301
0.09% KMI KINDER MORGAN INC -- $396,759.00 21,860 B3NQ4P8
0.09% TMO THERMO FISHER SCIENTIFIC INC -- $393,971.60 680 2886907
0.09% TPR TAPESTRY INC -- $390,804.96 8,372 BF09HX3
0.09% LIN LINDE PLC -- $386,970.90 830 BNZHB81
0.09% PEG PUBLIC SERVICE ENTERPRISE GP -- $374,373.05 5,617 2707677
0.09% DTE DTE ENERGY COMPANY -- $373,411.50 3,355 2280220
0.08% AOS SMITH (A.O.) CORP -- $344,560.30 3,878 2816023
0.08% STLD STEEL DYNAMICS INC -- $342,339.71 2,329 2849472
0.07% LYV LIVE NATION ENTERTAINMENT IN -- $311,564.77 2,917 B0T7YX2
0.07% HRL HORMEL FOODS CORP -- $309,711.95 8,887 2437264
0.07% FRT FEDERAL REALTY INVS TRUST -- $309,290.84 3,046 BN7P9B2
0.07% DIS WALT DISNEY CO/THE -- $287,690.44 2,378 2270726
0.07% PAYX PAYCHEX INC -- $283,772.55 2,335 2674458
0.07% DLR DIGITAL REALTY TRUST INC -- $279,718.04 1,946 B03GQS4
0.06% TECH BIO-TECHNE CORP -- $275,666.82 3,971 BSHZ3Q0
0.06% CHD CHURCH & DWIGHT CO INC -- $266,256.55 2,555 2195841
0.06% -- ABBOTT LABORATORIES COMMON STOCK USD 0 -- $263,727.52 2,324 --
0.06% MKC MCCORMICK & CO-NON VTG SHRS -- $259,642.45 3,415 2550161
0.06% VZ VERIZON COMMUNICATIONS INC -- $245,418.32 5,908 2090571
0.06% GNRC GENERAC HOLDINGS INC -- $238,216.08 1,912 B6197Q2
0.05% PGR PROGRESSIVE CORP -- $218,725.15 1,061 2705024
0.05% VRTX VERTEX PHARMACEUTICALS INC -- $205,738.76 493 2931034
0.05% WAT WATERS CORP -- $205,733.24 596 2937689
0.04% EPAM EPAM SYSTEMS INC -- $186,826.12 676 B44Z3T8
0.04% RF REGIONS FINANCIAL CORP -- $184,134.72 8,904 B01R311
0.04% TRMB TRIMBLE INC -- $182,367.30 2,881 2903958
0.04% DVN DEVON ENERGY CORP -- $180,875.22 3,657 2480677
0.04% -- GLOBE LIFE INC COMMON STOCK USD 1 -- $174,433.60 1,496 --
0.04% LOW LOWE'S COS INC -- $173,784.38 686 2536763
0.04% ORCL ORACLE CORP -- $172,747.33 1,379 2661568
0.04% KVUE KENVUE INC -- $169,669.50 7,910 BQ84ZQ6
0.04% J JACOBS SOLUTIONS INC -- $167,305.42 1,094 BNGC0D3
0.04% MMC MARSH & MCLENNAN COS -- $167,160.93 813 2567741
0.04% -- BECTON DICKINSON & CO COMMON STOCK USD 1 -- $161,970.21 657 --
0.04% PTC PTC INC -- $160,684.37 847 B95N910
0.04% -- AMGEN INC COMMON STOCK USD 0.0001 -- $160,328.00 560 --
0.04% PKG PACKAGING CORP OF AMERICA -- $159,654.30 845 2504566
0.04% QCOM QUALCOMM INC -- $156,106.99 923 2714923
0.04% IBM INTL BUSINESS MACHINES CORP -- $154,738.80 811 2005973
-- -- NET OTHER ASSETS (LIABILITIES) -- $14,468,263.29 14,468,263 --
-2.99% -- CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP SOCIETE GENERALE -12,848,645 -- -4,304 --
-11.12% -- CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP UBS AG -47,824,186 -- -16,020 --
-15.54% -- CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP GOLDMAN SACHS INTERNATIONAL -66,849,375 -- -22,393 --

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.

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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.

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

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.

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