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 3/28/2024
  • NAV $60.68
  • NAV Change $+0.10 up caret
  • Market Price $60.74
  • Market Price Change $+0.15 up caret
  • Trading Volume (M) 3,546
  • 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 3/28/2024
  • NAV $60.68
  • NAV Change $+0.10 up caret
  • Market Price $60.74
  • Market Price Change $+0.15 up caret
  • Trading Volume (M) 3,546
  • 30-Day Median Bid Ask Spread 0.10%
  • View Premium / Discount

Exposures

Index as of 12/29/2023

Holdings

as of 3/28/2024

Weight Ticker Description Exposure Value
(Notional + GL)
Market Value Shares/Contracts SEDOL Number
18.23% -- CREDIT SUISSE 130/30 LARGE CAP LONG SUB-INDEX SWAP UBS AG 78,326,747 -- 21,098 --
14.88% -- CREDIT SUISSE 130/30 LARGE CAP LONG SUB-INDEX SWAP SOCIETE GENERALE 63,907,319 -- 17,214 --
4.98% MSFT MICROSOFT CORP -- $21,390,666.96 50,843 2588173
4.03% AAPL APPLE INC -- $17,304,218.28 100,911 2046251
3.81% NVDA NVIDIA CORP -- $16,386,060.60 18,135 2379504
2.48% AMZN AMAZON.COM INC -- $10,667,312.44 59,138 2000019
1.61% META META PLATFORMS INC-CLASS A -- $6,936,024.72 14,284 B7TL820
1.57% BRK/B BERKSHIRE HATHAWAY INC-CL B -- $6,763,643.68 16,084 2073390
1.25% AVGO BROADCOM INC -- $5,383,815.42 4,062 BDZ78H9
1.23% GOOGL ALPHABET INC-CL A -- $5,284,059.30 35,010 BYVY8G0
1.03% V VISA INC-CLASS A SHARES -- $4,414,766.52 15,819 B2PZN04
1.00% GOOG ALPHABET INC-CL C -- $4,307,130.88 28,288 BYY88Y7
0.76% LLY ELI LILLY & CO -- $3,248,760.96 4,176 2516152
0.73% UNH UNITEDHEALTH GROUP INC -- $3,139,366.20 6,346 2917766
0.73% CRM SALESFORCE INC -- $3,137,392.06 10,417 2310525
0.67% JPM JPMORGAN CHASE & CO -- $2,867,294.50 14,315 2190385
0.65% MRK MERCK & CO. INC. -- $2,790,742.50 21,150 2778844
0.64% TSLA TESLA INC -- $2,747,070.33 15,627 B616C79
0.64% GE GENERAL ELECTRIC CO -- $2,729,491.50 15,550 BL59CR9
0.62% CSCO CISCO SYSTEMS INC -- $2,650,969.65 53,115 2198163
0.57% XOM EXXON MOBIL CORP -- $2,436,855.36 20,964 2326618
0.50% TJX TJX COMPANIES INC -- $2,149,089.80 21,190 2989301
0.48% CI THE CIGNA GROUP -- $2,060,376.87 5,673 BHJ0775
0.47% BMY BRISTOL-MYERS SQUIBB CO -- $2,031,130.42 37,454 2126335
0.47% LMT LOCKHEED MARTIN CORP -- $2,006,431.57 4,411 2522096
0.47% BX BLACKSTONE INC -- $2,001,159.21 15,233 BKF2SL7
0.46% JNJ JOHNSON & JOHNSON -- $1,959,024.96 12,384 2475833
0.45% SLB SCHLUMBERGER LTD -- $1,915,116.21 34,941 2779201
0.44% PG PROCTER & GAMBLE CO/THE -- $1,880,639.75 11,591 2704407
0.43% GM GENERAL MOTORS CO -- $1,851,050.95 40,817 B665KZ5
0.43% FDX FEDEX CORP -- $1,847,382.24 6,376 2142784
0.43% SNPS SYNOPSYS INC -- $1,838,515.50 3,217 2867719
0.43% TGT TARGET CORP -- $1,837,136.07 10,367 2259101
0.43% CDNS CADENCE DESIGN SYS INC -- $1,830,637.68 5,881 2302232
0.42% CVS CVS HEALTH CORP -- $1,811,110.32 22,707 2577609
0.42% SBUX STARBUCKS CORP -- $1,801,662.46 19,714 2842255
0.42% TMUS T-MOBILE US INC -- $1,800,806.26 11,033 B94Q9V0
0.42% PCAR PACCAR INC -- $1,789,343.27 14,443 2665861
0.42% TT TRANE TECHNOLOGIES PLC -- $1,787,691.00 5,955 BK9ZQ96
0.42% APH AMPHENOL CORP-CL A -- $1,784,349.15 15,469 2145084
0.41% CME CME GROUP INC -- $1,773,128.44 8,236 2965839
0.41% MCK MCKESSON CORP -- $1,747,983.60 3,256 2378534
0.40% ABBV ABBVIE INC -- $1,735,230.90 9,529 B92SR70
0.40% PLD PROLOGIS INC -- $1,705,621.56 13,098 B44WZD7
0.39% KR KROGER CO -- $1,663,111.43 29,111 2497406
0.38% ALL ALLSTATE CORP -- $1,651,034.43 9,543 2019952
0.38% UBER UBER TECHNOLOGIES INC -- $1,644,968.34 21,366 BK6N347
0.38% HAL HALLIBURTON CO -- $1,632,066.84 41,402 2405302
0.38% MA MASTERCARD INC - A -- $1,627,706.60 3,380 B121557
0.38% OKE ONEOK INC -- $1,615,024.65 20,145 2130109
0.37% FANG DIAMONDBACK ENERGY INC -- $1,606,762.36 8,108 B7Y8YR3
0.37% LEN LENNAR CORP-A -- $1,597,006.28 9,286 2511920
0.37% BKR BAKER HUGHES CO -- $1,595,672.00 47,632 BDHLTQ5
0.37% TEL TE CONNECTIVITY LTD -- $1,593,137.56 10,969 B62B7C3
0.37% RCL ROYAL CARIBBEAN CRUISES LTD -- $1,588,606.28 11,428 2754907
0.37% XEL XCEL ENERGY INC -- $1,585,517.50 29,498 2614807
0.37% OTIS OTIS WORLDWIDE CORP -- $1,580,676.21 15,923 BK531S8
0.37% GILD GILEAD SCIENCES INC -- $1,578,757.25 21,553 2369174
0.37% IR INGERSOLL-RAND INC -- $1,577,689.20 16,616 BL5GZ82
0.37% RSG REPUBLIC SERVICES INC -- $1,570,190.88 8,202 2262530
0.36% AME AMETEK INC -- $1,557,027.70 8,513 2089212
0.36% NKE NIKE INC -CL B -- $1,555,275.02 16,549 2640147
0.36% CNC CENTENE CORP -- $1,552,648.32 19,784 2807061
0.36% COR CENCORA INC -- $1,539,584.64 6,336 2795393
0.36% A AGILENT TECHNOLOGIES INC -- $1,533,966.42 10,542 2520153
0.36% HD HOME DEPOT INC -- $1,530,947.60 3,991 2434209
0.36% ACGL ARCH CAPITAL GROUP LTD -- $1,530,159.32 16,553 2740542
0.36% HIG HARTFORD FINANCIAL SVCS GRP -- $1,527,097.95 14,819 2476193
0.35% PHM PULTEGROUP INC -- $1,521,259.44 12,612 2708841
0.35% EMN EASTMAN CHEMICAL CO -- $1,508,210.78 15,049 2298386
0.35% TRGP TARGA RESOURCES CORP -- $1,504,585.65 13,435 B55PZY3
0.35% BG BUNGE GLOBAL SA -- $1,485,822.36 14,493 BQ6BPG9
0.35% PANW PALO ALTO NETWORKS INC -- $1,482,874.47 5,219 B87ZMX0
0.34% TSN TYSON FOODS INC-CL A -- $1,481,053.14 25,218 2909730
0.34% IDXX IDEXX LABORATORIES INC -- $1,468,609.60 2,720 2459202
0.34% UAL UNITED AIRLINES HOLDINGS INC -- $1,455,025.32 30,389 B4QG225
0.34% CAH CARDINAL HEALTH INC -- $1,453,581.00 12,990 2175672
0.34% SWK STANLEY BLACK & DECKER INC -- $1,451,616.39 14,823 B3Q2FJ4
0.34% FTNT FORTINET INC -- $1,444,346.64 21,144 B5B2106
0.34% TXT TEXTRON INC -- $1,442,691.27 15,039 2885937
0.33% CINF CINCINNATI FINANCIAL CORP -- $1,436,646.90 11,570 2196888
0.33% MAR MARRIOTT INTERNATIONAL -CL A -- $1,431,354.63 5,673 2210614
0.33% ELV ELEVANCE HEALTH INC -- $1,429,096.24 2,756 BSPHGL4
0.33% EA ELECTRONIC ARTS INC -- $1,421,293.71 10,713 2310194
0.33% HWM HOWMET AEROSPACE INC -- $1,420,812.09 20,763 BKLJ8V2
0.33% BRO BROWN & BROWN INC -- $1,418,673.24 16,206 2692687
0.33% HPQ HP INC -- $1,418,164.16 46,928 BYX4D52
0.33% AES AES CORP -- $1,417,545.80 79,060 2002479
0.33% PSA PUBLIC STORAGE -- $1,415,202.74 4,879 2852533
0.33% TAP MOLSON COORS BEVERAGE CO - B -- $1,414,536.50 21,034 B067BM3
0.33% IEX IDEX CORP -- $1,403,603.04 5,752 2456612
0.33% LVS LAS VEGAS SANDS CORP -- $1,402,104.00 27,120 B02T2J7
0.33% EQR EQUITY RESIDENTIAL -- $1,400,915.78 22,198 2319157
0.33% MTCH MATCH GROUP INC -- $1,397,541.88 38,521 BK80XH9
0.33% LW LAMB WESTON HOLDINGS INC -- $1,396,395.24 13,108 BDQZFJ3
0.32% WHR WHIRLPOOL CORP -- $1,392,373.57 11,639 2960384
0.32% SWKS SKYWORKS SOLUTIONS INC -- $1,391,262.08 12,844 2961053
0.32% STT STATE STREET CORP -- $1,385,806.36 17,923 2842040
0.32% INVH INVITATION HOMES INC -- $1,384,837.29 38,889 BD81GW9
0.32% CCL CARNIVAL CORP -- $1,379,161.36 84,404 2523044
0.32% NDAQ NASDAQ INC -- $1,372,551.20 21,752 2965107
0.32% PH PARKER HANNIFIN CORP -- $1,371,133.93 2,467 2671501
0.32% EG EVEREST GROUP LTD -- $1,367,797.50 3,441 2556868
0.32% XYL XYLEM INC -- $1,366,325.28 10,572 B3P2CN8
0.32% AIZ ASSURANT INC -- $1,364,551.76 7,249 2331430
0.32% IQV IQVIA HOLDINGS INC -- $1,363,329.99 5,391 BDR73G1
0.32% L LOEWS CORP -- $1,358,096.63 17,347 2523022
0.32% STX SEAGATE TECHNOLOGY HOLDINGS -- $1,357,692.55 14,591 BKVD2N4
0.32% APTV APTIV PLC -- $1,355,483.70 17,018 B783TY6
0.31% CBOE CBOE GLOBAL MARKETS INC -- $1,352,252.80 7,360 B5834C5
0.31% AVB AVALONBAY COMMUNITIES INC -- $1,352,175.72 7,287 2131179
0.31% RL RALPH LAUREN CORP -- $1,348,867.84 7,184 B4V9661
0.31% WYNN WYNN RESORTS LTD -- $1,345,449.03 13,161 2963811
0.31% KIM KIMCO REALTY CORP -- $1,343,696.81 68,521 2491594
0.31% MMM 3M CO -- $1,342,919.10 15,143 2595708
0.31% ADBE ADOBE INC -- $1,341,731.40 2,659 2008154
0.31% WST WEST PHARMACEUTICAL SERVICES -- $1,339,082.64 3,384 2950482
0.31% BK BANK OF NEW YORK MELLON CORP -- $1,333,326.80 23,140 B1Z77F6
0.31% PRU PRUDENTIAL FINANCIAL INC -- $1,330,024.60 11,329 2819118
0.31% CLX CLOROX COMPANY -- $1,328,688.58 8,678 2204026
0.31% WMB WILLIAMS COS INC -- $1,326,850.56 34,048 2967181
0.31% HST HOST HOTELS & RESORTS INC -- $1,326,291.12 64,134 2567503
0.31% TFX TELEFLEX INC -- $1,321,511.31 5,843 2881407
0.31% VTRS VIATRIS INC -- $1,313,734.32 110,028 BMWS3X9
0.31% CPT CAMDEN PROPERTY TRUST -- $1,312,065.60 13,334 2166320
0.30% FFIV F5 INC -- $1,309,118.95 6,905 2427599
0.30% HII HUNTINGTON INGALLS INDUSTRIE -- $1,308,408.83 4,489 B40SSC9
0.30% AAL AMERICAN AIRLINES GROUP INC -- $1,305,379.35 85,041 BCV7KT2
0.30% PNR PENTAIR PLC -- $1,304,925.12 15,273 BLS09M3
0.30% WY WEYERHAEUSER CO -- $1,302,850.71 36,281 2958936
0.30% ETR ENTERGY CORP -- $1,288,661.92 12,194 2317087
0.30% MCHP MICROCHIP TECHNOLOGY INC -- $1,283,839.81 14,311 2592174
0.30% SNA SNAP-ON INC -- $1,276,411.98 4,309 2818740
0.30% PPG PPG INDUSTRIES INC -- $1,273,815.90 8,791 2698470
0.30% DAL DELTA AIR LINES INC -- $1,267,549.73 26,479 B1W9D46
0.29% INCY INCYTE CORP -- $1,264,050.36 22,188 2471950
0.29% CSX CSX CORP -- $1,257,340.26 33,918 2160753
0.29% PEP PEPSICO INC -- $1,226,820.10 7,010 2681511
0.28% ADSK AUTODESK INC -- $1,219,807.28 4,684 2065159
0.28% INTC INTEL CORP -- $1,214,675.00 27,500 2463247
0.28% NTRS NORTHERN TRUST CORP -- $1,213,313.40 13,645 2648668
0.28% PAYC PAYCOM SOFTWARE INC -- $1,211,970.90 6,090 BL95MY0
0.28% ANET ARISTA NETWORKS INC -- $1,211,536.44 4,178 BN33VM5
0.28% VRSN VERISIGN INC -- $1,210,779.39 6,389 2142922
0.28% ETN EATON CORP PLC -- $1,202,254.60 3,845 B8KQN82
0.28% HUM HUMANA INC -- $1,195,143.84 3,447 2445063
0.28% MDT MEDTRONIC PLC -- $1,193,955.00 13,700 BTN1Y11
0.28% AMAT APPLIED MATERIALS INC -- $1,184,378.89 5,743 2046552
0.27% WBA WALGREENS BOOTS ALLIANCE INC -- $1,177,376.58 54,282 BTN1Y44
0.27% GRMN GARMIN LTD -- $1,171,160.29 7,867 B3Z5T14
0.27% BAC BANK OF AMERICA CORP -- $1,167,405.12 30,786 2295677
0.27% INTU INTUIT INC -- $1,153,750.00 1,775 2459020
0.27% COST COSTCO WHOLESALE CORP -- $1,139,239.65 1,555 2701271
0.26% NI NISOURCE INC -- $1,136,687.70 41,095 2645409
0.26% IP INTERNATIONAL PAPER CO -- $1,134,038.26 29,063 2465254
0.26% MTB M & T BANK CORP -- $1,130,796.00 7,775 2340168
0.26% PCG P G & E CORP -- $1,124,445.16 67,091 2689560
0.26% LDOS LEIDOS HOLDINGS INC -- $1,123,572.39 8,571 BDV82B8
0.26% ES EVERSOURCE ENERGY -- $1,116,623.14 18,682 BVVN4Q8
0.26% ROL ROLLINS INC -- $1,108,073.96 23,948 2747305
0.26% HSY HERSHEY CO/THE -- $1,098,730.50 5,649 2422806
0.25% MAA MID-AMERICA APARTMENT COMM -- $1,075,140.18 8,171 2589132
0.25% CZR CAESARS ENTERTAINMENT INC -- $1,074,254.40 24,560 BMWWGB0
0.25% NOW SERVICENOW INC -- $1,073,459.20 1,408 B80NXX8
0.25% HBAN HUNTINGTON BANCSHARES INC -- $1,073,187.45 76,931 2445966
0.25% MGM MGM RESORTS INTERNATIONAL -- $1,071,053.27 22,687 2547419
0.25% BBY BEST BUY CO INC -- $1,069,835.26 13,042 2094670
0.25% GEHC GE HEALTHCARE TECHNOLOGY -- $1,068,192.50 11,750 BL6JPG8
0.25% CAG CONAGRA BRANDS INC -- $1,062,979.32 35,863 2215460
0.25% EIX EDISON INTERNATIONAL -- $1,059,252.48 14,976 2829515
0.25% PARA PARAMOUNT GLOBAL-CLASS B -- $1,057,875.83 89,879 BKTNTR9
0.25% DHI DR HORTON INC -- $1,056,411.00 6,420 2250687
0.24% ACN ACCENTURE PLC-CL A -- $1,051,614.74 3,034 B4BNMY3
0.24% CMCSA COMCAST CORP-CLASS A -- $1,051,020.75 24,245 2044545
0.24% ATO ATMOS ENERGY CORP -- $1,032,385.95 8,685 2315359
0.24% MOH MOLINA HEALTHCARE INC -- $1,031,594.13 2,511 2212706
0.24% ABNB AIRBNB INC-CLASS A -- $1,028,855.52 6,237 BMGYYH4
0.24% COF CAPITAL ONE FINANCIAL CORP -- $1,028,681.01 6,909 2654461
0.24% OMC OMNICOM GROUP -- $1,017,528.16 10,516 2279303
0.24% CNP CENTERPOINT ENERGY INC -- $1,014,899.27 35,623 2440637
0.23% AMD ADVANCED MICRO DEVICES -- $998,831.66 5,534 2007849
0.23% RMD RESMED INC -- $998,467.26 5,042 2732903
0.23% ZION ZIONS BANCORP NA -- $977,671.80 22,527 2989828
0.23% CE CELANESE CORP -- $974,446.20 5,670 B05MZT4
0.22% BEN FRANKLIN RESOURCES INC -- $963,835.68 34,288 2350684
0.22% ON ON SEMICONDUCTOR -- $960,636.55 13,061 2583576
0.22% SYF SYNCHRONY FINANCIAL -- $944,155.52 21,896 BP96PS6
0.22% MKTX MARKETAXESS HOLDINGS INC -- $935,759.00 4,268 B03Q9D0
0.21% SJM JM SMUCKER CO/THE -- $913,312.72 7,256 2951452
0.21% PYPL PAYPAL HOLDINGS INC -- $881,722.38 13,162 BYW36M8
0.20% DAY DAYFORCE INC -- $879,533.64 13,284 BFX1V56
0.20% UDR UDR INC -- $874,234.29 23,369 2727910
0.20% FITB FIFTH THIRD BANCORP -- $866,806.95 23,295 2336747
0.20% ALB ALBEMARLE CORP -- $861,052.64 6,536 2046853
0.20% FOXA FOX CORP - CLASS A -- $858,048.80 27,440 BJJMGL2
0.20% F FORD MOTOR CO -- $845,232.16 63,647 2615468
0.20% KEYS KEYSIGHT TECHNOLOGIES IN -- $843,357.34 5,393 BQZJ0Q9
0.20% KO COCA-COLA CO/THE -- $840,980.28 13,746 2206657
0.19% CVX CHEVRON CORP -- $824,191.50 5,225 2838555
0.19% MNST MONSTER BEVERAGE CORP -- $821,561.52 13,859 BZ07BW4
0.19% WELL WELLTOWER INC -- $820,496.64 8,781 BYVYHH4
0.19% K KELLANOVA -- $816,840.82 14,258 2486813
0.19% BWA BORGWARNER INC -- $808,504.02 23,273 2111955
0.19% MSI MOTOROLA SOLUTIONS INC -- $807,579.50 2,275 B5BKPQ4
0.19% GPC GENUINE PARTS CO -- $800,058.52 5,164 2367480
0.18% LNT ALLIANT ENERGY CORP -- $783,417.60 15,544 2973821
0.18% CMA COMERICA INC -- $782,672.67 14,233 2212870
0.18% TDY TELEDYNE TECHNOLOGIES INC -- $780,933.08 1,819 2503477
0.18% SYK STRYKER CORP -- $778,367.25 2,175 2853688
0.18% VICI VICI PROPERTIES INC -- $768,701.16 25,804 BYWH073
0.18% CTSH COGNIZANT TECH SOLUTIONS-A -- $767,419.59 10,471 2257019
0.18% DXCM DEXCOM INC -- $758,411.60 5,468 B0796X4
0.17% SRE SEMPRA -- $748,540.43 10,421 2138158
0.17% T AT&T INC -- $738,249.60 41,946 2831811
0.17% LULU LULULEMON ATHLETICA INC -- $734,422.00 1,880 B23FN39
0.17% D DOMINION ENERGY INC -- $721,469.73 14,667 2542049
0.17% CPB CAMPBELL SOUP CO -- $721,067.90 16,222 2162845
0.17% PFE PFIZER INC -- $714,035.25 25,731 2684703
0.17% EBAY EBAY INC -- $713,955.06 13,527 2293819
0.17% CFG CITIZENS FINANCIAL GROUP -- $711,138.84 19,596 BQRX1X3
0.16% ADM ARCHER-DANIELS-MIDLAND CO -- $707,240.60 11,260 2047317
0.16% HCA HCA HEALTHCARE INC -- $687,405.33 2,061 B4MGBG6
0.16% STE STERIS PLC -- $684,576.90 3,045 BFY8C75
0.16% ZTS ZOETIS INC -- $674,132.64 3,984 B95WG16
0.16% NFLX NETFLIX INC -- $672,921.64 1,108 2857817
0.16% CRL CHARLES RIVER LABORATORIES -- $667,078.90 2,462 2604336
0.15% GEN GEN DIGITAL INC -- $664,451.20 29,663 BJN4XN5
0.15% TRV TRAVELERS COS INC/THE -- $653,367.46 2,839 2769503
0.15% KMB KIMBERLY-CLARK CORP -- $647,008.70 5,002 2491839
0.15% MSCI MSCI INC -- $629,385.35 1,123 B2972D2
0.15% LKQ LKQ CORP -- $628,368.65 11,765 2971029
0.15% SYY SYSCO CORP -- $623,949.48 7,686 2868165
0.14% WMT WALMART INC -- $621,977.29 10,337 2936921
0.14% PODD INSULET CORP -- $616,354.40 3,596 B1XGNW4
0.14% IVZ INVESCO LTD -- $606,347.91 36,549 B28XP76
0.14% WFC WELLS FARGO & CO -- $599,654.16 10,346 2649100
0.14% IPG INTERPUBLIC GROUP OF COS INC -- $594,420.71 18,217 2466321
0.14% KHC KRAFT HEINZ CO/THE -- $589,588.20 15,978 BYRY499
0.14% AKAM AKAMAI TECHNOLOGIES INC -- $588,826.64 5,414 2507457
0.14% SPG SIMON PROPERTY GROUP INC -- $588,245.91 3,759 2812452
0.14% WTW WILLIS TOWERS WATSON PLC -- $581,350.00 2,114 BDB6Q21
0.13% JKHY JACK HENRY & ASSOCIATES INC -- $563,058.93 3,241 2469193
0.13% MCD MCDONALD'S CORP -- $555,723.45 1,971 2550707
0.12% BIIB BIOGEN INC -- $527,862.24 2,448 2455965
0.12% APD AIR PRODUCTS & CHEMICALS INC -- $524,514.55 2,165 2011602
0.12% NWSA NEWS CORP - CLASS A -- $524,411.58 20,031 BBGVT40
0.12% NUE NUCOR CORP -- $517,904.30 2,617 2651086
0.12% EMR EMERSON ELECTRIC CO -- $517,648.88 4,564 2313405
0.12% PNW PINNACLE WEST CAPITAL -- $516,608.49 6,913 2048804
0.12% ALLE ALLEGION PLC -- $510,685.61 3,791 BFRT3W7
0.12% BR BROADRIDGE FINANCIAL SOLUTIO -- $508,052.80 2,480 B1VP7R6
0.12% CAT CATERPILLAR INC -- $494,680.50 1,350 2180201
0.12% FSLR FIRST SOLAR INC -- $494,077.60 2,927 B1HMF22
0.11% TFC TRUIST FINANCIAL CORP -- $470,332.68 12,066 BKP7287
0.11% BAX BAXTER INTERNATIONAL INC -- $468,302.18 10,957 2085102
0.11% UHS UNIVERSAL HEALTH SERVICES-B -- $459,616.74 2,519 2923785
0.10% NCLH NORWEGIAN CRUISE LINE HOLDIN -- $448,697.34 21,438 B9CGTC3
0.10% ANSS ANSYS INC -- $438,115.92 1,262 2045623
0.10% URI UNITED RENTALS INC -- $436,992.66 606 2134781
0.10% HOLX HOLOGIC INC -- $436,731.92 5,602 2433530
0.10% FE FIRSTENERGY CORP -- $436,251.52 11,296 2100920
0.10% ISRG INTUITIVE SURGICAL INC -- $422,636.31 1,059 2871301
0.09% KMI KINDER MORGAN INC -- $399,775.32 21,798 B3NQ4P8
0.09% TPR TAPESTRY INC -- $396,363.04 8,348 BF09HX3
0.09% TMO THERMO FISHER SCIENTIFIC INC -- $394,060.38 678 2886907
0.09% LIN LINDE PLC -- $384,456.96 828 BNZHB81
0.09% DTE DTE ENERGY COMPANY -- $375,108.30 3,345 2280220
0.09% PEG PUBLIC SERVICE ENTERPRISE GP -- $374,034.78 5,601 2707677
0.08% AOS SMITH (A.O.) CORP -- $345,852.36 3,866 2816023
0.08% STLD STEEL DYNAMICS INC -- $344,338.29 2,323 2849472
0.07% FRT FEDERAL REALTY INVS TRUST -- $310,240.56 3,038 BN7P9B2
0.07% HRL HORMEL FOODS CORP -- $309,160.29 8,861 2437264
0.07% LYV LIVE NATION ENTERTAINMENT IN -- $307,684.93 2,909 B0T7YX2
0.07% DIS WALT DISNEY CO/THE -- $290,237.92 2,372 2270726
0.07% PAYX PAYCHEX INC -- $286,001.20 2,329 2674458
0.07% DLR DIGITAL REALTY TRUST INC -- $279,437.60 1,940 B03GQS4
0.06% TECH BIO-TECHNE CORP -- $278,674.01 3,959 BSHZ3Q0
0.06% CHD CHURCH & DWIGHT CO INC -- $265,677.57 2,547 2195841
0.06% ABT ABBOTT LABORATORIES -- $263,463.88 2,318 2002305
0.06% -- SOLVENTUM CORP COMMON STOCK USD -- $263,298.91 3,786 --
0.06% MKC MCCORMICK & CO-NON VTG SHRS -- $261,538.05 3,405 2550161
0.06% VZ VERIZON COMMUNICATIONS INC -- $247,228.32 5,892 2090571
0.06% GNRC GENERAC HOLDINGS INC -- $240,422.84 1,906 B6197Q2
0.05% PGR PROGRESSIVE CORP -- $218,608.74 1,057 2705024
0.05% VRTX VERTEX PHARMACEUTICALS INC -- $205,242.91 491 2931034
0.05% WAT WATERS CORP -- $204,472.62 594 2937689
0.04% RF REGIONS FINANCIAL CORP -- $186,793.12 8,878 B01R311
0.04% EPAM EPAM SYSTEMS INC -- $186,131.84 674 B44Z3T8
0.04% TRMB TRIMBLE INC -- $184,906.28 2,873 2903958
0.04% DVN DEVON ENERGY CORP -- $183,006.46 3,647 2480677
0.04% LOW LOWE'S COS INC -- $174,235.32 684 2536763
0.04% GL GLOBE LIFE INC -- $173,624.04 1,492 BK6YKG1
0.04% ORCL ORACLE CORP -- $172,713.75 1,375 2661568
0.04% KVUE KENVUE INC -- $169,276.48 7,888 BQ84ZQ6
0.04% J JACOBS SOLUTIONS INC -- $167,565.70 1,090 BNGC0D3
0.04% MMC MARSH & MCLENNAN COS -- $167,049.78 811 2567741
0.04% BDX BECTON DICKINSON AND CO -- $162,079.75 655 2087807
0.04% PKG PACKAGING CORP OF AMERICA -- $159,984.54 843 2504566
0.04% PTC PTC INC -- $159,654.30 845 B95N910
0.04% AMGN AMGEN INC -- $158,650.56 558 2023607
0.04% QCOM QUALCOMM INC -- $155,925.30 921 2714923
0.04% IBM INTL BUSINESS MACHINES CORP -- $154,486.64 809 2005973
-- -- NET OTHER ASSETS (LIABILITIES) -- $14,153,259.74 14,153,260 --
-3.01% -- CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP SOCIETE GENERALE -12,910,709 -- -4,304 --
-11.19% -- CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP UBS AG -48,055,194 -- -16,020 --
-15.64% -- CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP GOLDMAN SACHS INTERNATIONAL -67,172,282 -- -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.

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