Credit Suisse 130/30
ProShares Credit Suisse 130/30 seeks investment results, before fees and expenses, that track the performance of the Credit Suisse 130/30 Large-Cap Index.
Get details about the first 130/30 index | View Prospectus (PDF) | Download Fact Sheet (PDF)
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Index/Benchmark Summary
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.
As of 1/20/12
Fundamentals
Total Number of Companies |
Price/Earnings Ratio |
Price/Book Ratio |
Dividend Yield 1 (%) |
Average Index Market Capitalization |
Tracking Error (%) |
Monthly Turnover (%) |
|||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Long | Short | Long | Short | Long | Short | Long | Short | Long | Short | ||
| 241 | 113 | 13.22 | 20.02 | 1.89 | 1.94 | 2.05 | 1.31 | $36.46 billion | $12.49 billion | 1.80 | 5.13 |
1 = 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.
| Top 10 Index Companies (Long) |
Weight |
|---|---|
| Exxon Mobil Corp. | 3.99% |
| Apple Inc. | 3.69% |
| Microsoft Corp. | 2.31% |
| Chevron Corp. | 2.26% |
| AT&T Inc. | 1.90% |
| Coca-Cola Co. | 1.71% |
| Google Inc. Cl A | 1.66% |
| Intel Corp. | 1.53% |
| International Business Machines Corp. | 1.52% |
| Philip Morris International Inc. | 1.49% |
Index Sector Weightings (Long)2 |
|
|---|---|
| Consumer, Non-cyclical | 27.25% |
| Energy | 17.91% |
| Technology | 17.84% |
| Financial | 15.58% |
| Communications | 13.85% |
| Industrial | 13.51% |
| Consumer, Cyclical | 12.67% |
| Utilities | 6.33% |
| Basic Materials | 4.62% |
| Diversified | 0.46% |
Top 10 Index Companies (Short) |
Weight |
|---|---|
| Lexmark International Inc. | -0.38% |
| Owens-Illinois Inc. | -0.38% |
| Netflix Inc. | -0.38% |
| Washington Post Co. Cl B | -0.38% |
| PerkinElmer Inc. | -0.39% |
| Novellus Systems Inc. | -0.39% |
| Rowan Cos. Inc. | -0.39% |
| Federated Investors Inc. | -0.40% |
| Teradyne Inc. | -0.40% |
| JDS Uniphase Corp. | -0.43% |
Index Sector Weightings (Short)2 |
|
|---|---|
| Utilities | -1.48% |
| Communications | -2.10% |
| Basic Materials | -2.63% |
| Energy | -3.10% |
| Industrial | -3.56% |
| Technology | -3.65% |
| Consumer, Cyclical | -3.67% |
| Financial | -3.94% |
| Consumer, Non-cyclical | -5.87% |
2 = Sum of weightings may not equal 100% due to rounding.
All Holdings as of 11/18/11 (csv)