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 1.52% 16.79% 5.86% 1.52% 16.16% 10.60% 12.37% 11.66% 13.89% 07/13/2009
CSM NAV 1.51% 16.71% 5.90% 1.51% 16.07% 10.48% 12.38% 11.65% 13.89% 07/13/2009
Credit Suisse 130/30 Large Cap Index 1.58% 16.94% 6.32% 1.58% 16.96% 11.28% 13.15% 12.35% 14.74% --
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 1/31/2024
  • 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 1.49%

    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 1.15%

    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 2/23/2024
  • NAV $58.52
  • NAV Change $+0.11 up caret
  • Market Price $58.55
  • Market Price Change $+0.12 up caret
  • Trading Volume (M) 8,275
  • 30-Day Median Bid Ask Spread 0.13%
  • 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 1/31/2024
  • 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 1.49%

    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 1.15%

    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 2/23/2024
  • NAV $58.52
  • NAV Change $+0.11 up caret
  • Market Price $58.55
  • Market Price Change $+0.12 up caret
  • Trading Volume (M) 8,275
  • 30-Day Median Bid Ask Spread 0.13%
  • View Premium / Discount

Exposures

Index as of 12/31/2023

Holdings

as of 2/23/2024

Weight Ticker Description Exposure Value
(Notional + GL)
Market Value Shares/Contracts SEDOL Number
19.10% -- CREDIT SUISSE 130/30 LARGE CAP LONG SUB-INDEX SWAP SOCIETE GENERALE 79,687,248 -- 22,337 --
18.04% -- CREDIT SUISSE 130/30 LARGE CAP LONG SUB-INDEX SWAP UBS AG 75,267,115 -- 21,098 --
4.75% MSFT MICROSOFT CORP -- $19,805,060.10 48,265 2588173
4.22% AAPL APPLE INC -- $17,591,825.16 96,383 2046251
3.50% NVDA NVIDIA CORP -- $14,610,307.29 18,537 2379504
2.38% AMZN AMAZON.COM INC -- $9,909,158.73 56,627 2000019
1.61% META META PLATFORMS INC-CLASS A -- $6,722,692.67 13,889 B7TL820
1.56% BRK/B BERKSHIRE HATHAWAY INC-CL B -- $6,500,287.60 15,580 2073390
1.22% AVGO BROADCOM INC -- $5,088,252.25 3,925 BDZ78H9
1.15% GOOGL ALPHABET INC-CL A -- $4,796,603.24 33,319 BYVY8G0
1.04% V VISA INC-CLASS A SHARES -- $4,327,168.80 15,258 B2PZN04
0.94% GOOG ALPHABET INC-CL C -- $3,913,386.15 26,935 BYY88Y7
0.71% CRM SALESFORCE INC -- $2,980,118.40 10,178 2310525
0.71% LLY ELI LILLY & CO -- $2,947,338.20 3,830 2516152
0.67% TSLA TESLA INC -- $2,815,432.02 14,666 B616C79
0.60% CSCO CISCO SYSTEMS INC -- $2,504,954.48 51,268 2198163
0.60% JPM JPMORGAN CHASE & CO -- $2,501,712.03 13,597 2190385
0.58% GE GENERAL ELECTRIC CO -- $2,401,454.46 15,662 BL59CR9
0.57% UNH UNITEDHEALTH GROUP INC -- $2,383,652.04 4,521 2917766
0.51% ABBV ABBVIE INC -- $2,141,176.07 12,023 B92SR70
0.51% XOM EXXON MOBIL CORP -- $2,114,182.40 20,360 2326618
0.47% TJX TJX COMPANIES INC -- $1,970,109.12 19,824 2989301
0.46% BMY BRISTOL-MYERS SQUIBB CO -- $1,935,958.50 37,475 2126335
0.46% JNJ JOHNSON & JOHNSON -- $1,918,289.52 11,853 2475833
0.46% CI THE CIGNA GROUP -- $1,916,384.08 5,567 BHJ0775
0.44% LMT LOCKHEED MARTIN CORP -- $1,833,553.36 4,253 2522096
0.44% SBUX STARBUCKS CORP -- $1,819,457.36 19,028 2842255
0.43% SNPS SYNOPSYS INC -- $1,813,873.15 3,151 2867719
0.43% PG PROCTER & GAMBLE CO/THE -- $1,796,450.68 11,156 2704407
0.43% CME CME GROUP INC -- $1,782,258.92 8,177 2965839
0.42% TMUS T-MOBILE US INC -- $1,770,106.14 10,771 B94Q9V0
0.42% CDNS CADENCE DESIGN SYS INC -- $1,742,565.73 5,741 2302232
0.41% CVS CVS HEALTH CORP -- $1,698,940.40 22,007 2577609
0.41% SLB SCHLUMBERGER LTD -- $1,694,883.94 34,717 2779201
0.40% PLD PROLOGIS INC -- $1,684,973.29 12,649 B44WZD7
0.40% NKE NIKE INC -CL B -- $1,668,214.59 15,793 2640147
0.40% TGT TARGET CORP -- $1,660,675.24 10,963 2259101
0.40% TT TRANE TECHNOLOGIES PLC -- $1,649,774.28 5,854 BK9ZQ96
0.39% APH AMPHENOL CORP-CL A -- $1,647,085.22 15,326 2145084
0.39% PCAR PACCAR INC -- $1,634,558.90 14,755 2665861
0.39% ABNB AIRBNB INC-CLASS A -- $1,631,782.74 10,689 BMGYYH4
0.38% MCK MCKESSON CORP -- $1,603,957.68 3,107 2378534
0.38% HLT HILTON WORLDWIDE HOLDINGS IN -- $1,583,753.22 7,743 BYVMW06
0.38% GM GENERAL MOTORS CO -- $1,569,070.59 39,593 B665KZ5
0.37% CNC CENTENE CORP -- $1,550,893.26 19,333 2807061
0.37% MA MASTERCARD INC - A -- $1,546,663.14 3,267 B121557
0.37% FANG DIAMONDBACK ENERGY INC -- $1,544,737.24 8,759 B7Y8YR3
0.37% RL RALPH LAUREN CORP -- $1,542,192.96 8,184 B4V9661
0.37% AME AMETEK INC -- $1,535,193.00 8,615 2089212
0.36% GILD GILEAD SCIENCES INC -- $1,515,791.95 20,609 2369174
0.36% IDXX IDEXX LABORATORIES INC -- $1,504,116.90 2,610 2459202
0.36% IR INGERSOLL-RAND INC -- $1,503,069.59 16,603 BL5GZ82
0.36% FDX FEDEX CORP -- $1,489,731.74 6,119 2142784
0.36% KR KROGER CO -- $1,484,530.53 30,793 2497406
0.35% HWM HOWMET AEROSPACE INC -- $1,470,086.66 22,318 BKLJ8V2
0.35% OKE ONEOK INC -- $1,465,821.36 20,088 2130109
0.35% RSG REPUBLIC SERVICES INC -- $1,463,746.74 7,913 2262530
0.35% ALL ALLSTATE CORP -- $1,461,768.18 9,186 2019952
0.35% VTRS VIATRIS INC -- $1,461,091.17 107,989 BMWS3X9
0.35% EA ELECTRONIC ARTS INC -- $1,459,693.83 10,237 2310194
0.35% OTIS OTIS WORLDWIDE CORP -- $1,458,912.00 15,600 BK531S8
0.35% TRGP TARGA RESOURCES CORP -- $1,451,762.86 14,962 B55PZY3
0.35% HIG HARTFORD FINANCIAL SVCS GRP -- $1,447,883.88 15,101 2476193
0.35% COR CENCORA INC -- $1,440,703.44 6,072 2795393
0.34% A AGILENT TECHNOLOGIES INC -- $1,438,202.79 10,893 2520153
0.34% ACGL ARCH CAPITAL GROUP LTD -- $1,431,468.71 16,399 2740542
0.34% FTNT FORTINET INC -- $1,419,222.48 20,982 B5B2106
0.34% PEG PUBLIC SERVICE ENTERPRISE GP -- $1,414,260.00 23,280 2707677
0.34% BKR BAKER HUGHES CO -- $1,411,017.23 47,207 BDHLTQ5
0.34% HAL HALLIBURTON CO -- $1,404,984.63 39,903 2405302
0.34% HPQ HP INC -- $1,403,145.26 47,938 BYX4D52
0.33% LEN LENNAR CORP-A -- $1,396,495.40 9,005 2511920
0.33% RCL ROYAL CARIBBEAN CRUISES LTD -- $1,395,747.59 11,449 2754907
0.33% BAC BANK OF AMERICA CORP -- $1,395,027.84 41,127 2295677
0.33% UAL UNITED AIRLINES HOLDINGS INC -- $1,391,695.80 30,580 B4QG225
0.33% CBOE CBOE GLOBAL MARKETS INC -- $1,389,513.20 7,048 B5834C5
0.33% BRO BROWN & BROWN INC -- $1,384,737.12 16,438 2692687
0.33% ELV ELEVANCE HEALTH INC -- $1,378,789.38 2,682 BSPHGL4
0.33% CAH CARDINAL HEALTH INC -- $1,378,363.68 12,752 2175672
0.33% IEX IDEX CORP -- $1,367,541.45 5,769 2456612
0.33% HD HOME DEPOT INC -- $1,366,953.00 3,675 2434209
0.33% DHI DR HORTON INC -- $1,363,697.40 9,334 2250687
0.33% CINF CINCINNATI FINANCIAL CORP -- $1,360,827.03 12,063 2196888
0.32% PSA PUBLIC STORAGE -- $1,355,268.02 4,759 2852533
0.32% PANW PALO ALTO NETWORKS INC -- $1,354,596.18 4,802 B87ZMX0
0.32% LVS LAS VEGAS SANDS CORP -- $1,352,215.50 24,698 B02T2J7
0.32% MMM 3M CO -- $1,344,724.50 14,525 2595708
0.32% WMB WILLIAMS COS INC -- $1,341,975.52 38,408 2967181
0.32% BG BUNGE GLOBAL SA -- $1,340,880.70 14,318 BQ6BPG9
0.32% EQR EQUITY RESIDENTIAL -- $1,340,413.20 22,266 2319157
0.32% MTD METTLER-TOLEDO INTERNATIONAL -- $1,323,510.26 1,094 2126249
0.32% NTRS NORTHERN TRUST CORP -- $1,319,568.60 16,195 2648668
0.32% INCY INCYTE CORP -- $1,316,014.80 21,720 2471950
0.31% MRK MERCK & CO. INC. -- $1,306,279.95 10,091 2778844
0.31% TAP MOLSON COORS BEVERAGE CO - B -- $1,305,103.65 20,885 B067BM3
0.31% STX SEAGATE TECHNOLOGY HOLDINGS -- $1,302,455.92 14,804 BKVD2N4
0.31% HII HUNTINGTON INGALLS INDUSTRIE -- $1,302,392.80 4,520 B40SSC9
0.31% LW LAMB WESTON HOLDINGS INC -- $1,300,828.90 12,670 BDQZFJ3
0.31% IQV IQVIA HOLDINGS INC -- $1,295,147.88 5,238 BDR73G1
0.31% PHM PULTEGROUP INC -- $1,292,882.98 12,227 2708841
0.31% EMN EASTMAN CHEMICAL CO -- $1,290,575.61 14,901 2298386
0.31% WYNN WYNN RESORTS LTD -- $1,288,459.20 12,370 2963811
0.31% HST HOST HOTELS & RESORTS INC -- $1,283,111.27 63,301 2567503
0.31% KEYS KEYSIGHT TECHNOLOGIES IN -- $1,280,593.83 8,539 BQZJ0Q9
0.31% CLX CLOROX COMPANY -- $1,279,729.32 8,373 2204026
0.31% MCHP MICROCHIP TECHNOLOGY INC -- $1,278,966.76 15,439 2592174
0.31% XYL XYLEM INC -- $1,277,782.73 10,171 B3P2CN8
0.31% TSN TYSON FOODS INC-CL A -- $1,275,942.72 23,712 2909730
0.30% L LOEWS CORP -- $1,268,304.92 16,868 2523022
0.30% PH PARKER HANNIFIN CORP -- $1,267,133.02 2,386 2671501
0.30% FFIV F5 INC -- $1,260,856.55 6,785 2427599
0.30% TXT TEXTRON INC -- $1,260,406.17 14,661 2885937
0.30% SWK STANLEY BLACK & DECKER INC -- $1,256,339.16 14,094 B3Q2FJ4
0.30% AAL AMERICAN AIRLINES GROUP INC -- $1,254,080.31 82,887 BCV7KT2
0.30% AIZ ASSURANT INC -- $1,251,087.18 7,014 2331430
0.30% MTB M & T BANK CORP -- $1,250,771.70 9,057 2340168
0.30% INVH INVITATION HOMES INC -- $1,245,437.44 37,423 BD81GW9
0.30% CSX CSX CORP -- $1,243,885.16 32,452 2160753
0.30% APTV APTIV PLC -- $1,242,167.32 16,084 B783TY6
0.30% STT STATE STREET CORP -- $1,241,883.24 16,878 2842040
0.30% SWKS SKYWORKS SOLUTIONS INC -- $1,239,034.35 11,931 2961053
0.30% EG EVEREST GROUP LTD -- $1,237,255.68 3,336 2556868
0.30% BK BANK OF NEW YORK MELLON CORP -- $1,234,762.88 22,192 B1Z77F6
0.30% AVB AVALONBAY COMMUNITIES INC -- $1,231,483.40 7,021 2131179
0.29% AES AES CORP -- $1,220,768.00 76,298 2002479
0.29% ETR ENTERGY CORP -- $1,208,577.50 11,791 2317087
0.29% VRSN VERISIGN INC -- $1,206,485.28 6,138 2142922
0.29% HUM HUMANA INC -- $1,206,312.84 3,324 2445063
0.29% FITB FIFTH THIRD BANCORP -- $1,205,647.36 35,968 2336747
0.29% NDAQ NASDAQ INC -- $1,204,039.10 21,254 2965107
0.29% WST WEST PHARMACEUTICAL SERVICES -- $1,202,631.12 3,273 2950482
0.28% PRU PRUDENTIAL FINANCIAL INC -- $1,183,798.78 10,954 2819118
0.28% XEL XCEL ENERGY INC -- $1,183,336.85 19,945 2614807
0.28% ADSK AUTODESK INC -- $1,175,661.20 4,571 2065159
0.28% WY WEYERHAEUSER CO -- $1,167,765.92 34,984 2958936
0.28% PPG PPG INDUSTRIES INC -- $1,152,938.82 7,986 2698470
0.28% PNR PENTAIR PLC -- $1,151,553.52 15,002 BLS09M3
0.27% CCL CARNIVAL CORP -- $1,145,235.08 75,196 2523044
0.27% INTU INTUIT INC -- $1,144,110.54 1,734 2459020
0.27% MDT MEDTRONIC PLC -- $1,140,524.71 13,313 BTN1Y11
0.27% SNA SNAP-ON INC -- $1,132,300.05 4,179 2818740
0.27% WBA WALGREENS BOOTS ALLIANCE INC -- $1,126,961.26 51,862 BTN1Y44
0.27% ACN ACCENTURE PLC-CL A -- $1,111,207.40 2,945 B4BNMY3
0.26% PCG P G & E CORP -- $1,101,892.09 64,703 2689560
0.26% PAYC PAYCOM SOFTWARE INC -- $1,093,246.40 5,920 BL95MY0
0.26% ANET ARISTA NETWORKS INC -- $1,090,446.84 4,074 BN33VM5
0.26% INTC INTEL CORP -- $1,085,024.61 25,239 2463247
0.26% HSY HERSHEY CO/THE -- $1,081,765.23 5,581 2422806
0.26% ETN EATON CORP PLC -- $1,070,482.01 3,757 B8KQN82
0.26% COST COSTCO WHOLESALE CORP -- $1,067,784.71 1,447 2701271
0.26% DAL DELTA AIR LINES INC -- $1,067,114.16 25,578 B1W9D46
0.25% ES EVERSOURCE ENERGY -- $1,063,545.42 18,066 BVVN4Q8
0.25% CRL CHARLES RIVER LABORATORIES -- $1,062,675.90 4,290 2604336
0.25% DLR DIGITAL REALTY TRUST INC -- $1,047,584.00 7,600 B03GQS4
0.25% NOW SERVICENOW INC -- $1,044,664.35 1,355 B80NXX8
0.25% LDOS LEIDOS HOLDINGS INC -- $1,042,390.14 8,269 BDV82B8
0.25% NI NISOURCE INC -- $1,042,292.48 39,904 2645409
0.25% GRMN GARMIN LTD -- $1,023,236.01 7,551 B3Z5T14
0.24% GEHC GE HEALTHCARE TECHNOLOGY -- $1,019,762.43 11,449 BL6JPG8
0.24% OMC OMNICOM GROUP -- $1,017,393.80 11,483 2279303
0.24% HPE HEWLETT PACKARD ENTERPRISE -- $1,016,872.78 67,298 BYVYWS0
0.24% UDR UDR INC -- $1,007,492.55 28,103 2727910
0.24% MAA MID-AMERICA APARTMENT COMM -- $999,949.12 7,916 2589132
0.24% EIX EDISON INTERNATIONAL -- $998,780.32 14,632 2829515
0.24% APD AIR PRODUCTS & CHEMICALS INC -- $994,013.30 4,270 2011602
0.24% ROL ROLLINS INC -- $991,517.88 23,286 2747305
0.24% MOH MOLINA HEALTHCARE INC -- $989,671.41 2,433 2212706
0.24% BBY BEST BUY CO INC -- $984,317.12 12,904 2094670
0.24% CAG CONAGRA BRANDS INC -- $984,019.30 34,771 2215460
0.24% CZR CAESARS ENTERTAINMENT INC -- $980,524.30 23,542 BMWWGB0
0.23% CMCSA COMCAST CORP-CLASS A -- $978,239.30 23,347 2044545
0.23% MTCH MATCH GROUP INC -- $971,703.32 26,362 BK80XH9
0.23% CNP CENTERPOINT ENERGY INC -- $969,398.03 34,733 2440637
0.23% IP INTERNATIONAL PAPER CO -- $966,153.87 27,819 2465254
0.23% ON ON SEMICONDUCTOR -- $964,032.07 12,653 2583576
0.23% ADBE ADOBE INC -- $963,539.04 1,741 2008154
0.23% CFG CITIZENS FINANCIAL GROUP -- $950,853.75 30,525 BQRX1X3
0.23% CPT CAMDEN PROPERTY TRUST -- $950,681.55 10,023 2166320
0.23% ATO ATMOS ENERGY CORP -- $946,958.48 8,398 2315359
0.23% PKG PACKAGING CORP OF AMERICA -- $943,705.80 5,380 2504566
0.23% HBAN HUNTINGTON BANCSHARES INC -- $942,998.08 73,328 2445966
0.22% RMD RESMED INC -- $924,985.04 5,026 2732903
0.22% DRI DARDEN RESTAURANTS INC -- $901,115.16 5,316 2289874
0.21% BEN FRANKLIN RESOURCES INC -- $896,353.86 33,186 2350684
0.21% ADM ARCHER-DANIELS-MIDLAND CO -- $888,926.95 16,631 2047317
0.21% COF CAPITAL ONE FINANCIAL CORP -- $887,791.52 6,551 2654461
0.21% SJM JM SMUCKER CO/THE -- $872,499.68 6,929 2951452
0.21% MKTX MARKETAXESS HOLDINGS INC -- $866,557.44 4,032 B03Q9D0
0.20% SYF SYNCHRONY FINANCIAL -- $852,550.00 21,250 BP96PS6
0.20% ZION ZIONS BANCORP NA -- $851,946.84 21,828 2989828
0.20% LULU LULULEMON ATHLETICA INC -- $832,444.02 1,818 B23FN39
0.20% ALB ALBEMARLE CORP -- $828,141.60 6,864 2046853
0.20% EBAY EBAY INC -- $822,414.87 18,687 2293819
0.19% CE CELANESE CORP -- $813,224.72 5,444 B05MZT4
0.19% PEP PEPSICO INC -- $812,723.20 4,792 2681511
0.19% KO COCA-COLA CO/THE -- $808,758.00 13,215 2206657
0.19% WELL WELLTOWER INC -- $792,770.67 8,487 BYVYHH4
0.19% CTSH COGNIZANT TECH SOLUTIONS-A -- $791,894.22 9,921 2257019
0.19% AMAT APPLIED MATERIALS INC -- $788,245.68 3,998 2046552
0.19% FOXA FOX CORP - CLASS A -- $786,010.23 26,001 BJJMGL2
0.19% K KELLANOVA -- $779,298.30 13,810 2486813
0.19% WHR WHIRLPOOL CORP -- $772,151.04 6,984 2960384
0.18% CVX CHEVRON CORP -- $769,742.82 4,977 2838555
0.18% AMD ADVANCED MICRO DEVICES -- $760,271.64 4,307 2007849
0.18% TFX TELEFLEX INC -- $752,241.00 3,164 2881407
0.18% ZTS ZOETIS INC -- $748,214.74 3,794 B95WG16
0.18% SYK STRYKER CORP -- $747,338.15 2,105 2853688
0.18% VICI VICI PROPERTIES INC -- $745,630.65 24,813 BYWH073
0.18% MNST MONSTER BEVERAGE CORP -- $741,660.06 13,414 BZ07BW4
0.18% MAR MARRIOTT INTERNATIONAL -CL A -- $740,357.12 2,944 2210614
0.18% LNT ALLIANT ENERGY CORP -- $734,396.00 15,080 2973821
0.18% MSI MOTOROLA SOLUTIONS INC -- $734,190.21 2,223 B5BKPQ4
0.18% GPC GENUINE PARTS CO -- $733,041.16 4,957 2367480
0.18% F FORD MOTOR CO -- $730,658.04 60,186 2615468
0.17% SRE SEMPRA -- $725,097.75 10,075 2138158
0.17% PFE PFIZER INC -- $715,569.52 25,777 2684703
0.17% BWA BORGWARNER INC -- $693,530.46 22,806 2111955
0.17% STE STERIS PLC -- $691,983.90 2,934 BFY8C75
0.17% D DOMINION ENERGY INC -- $688,705.40 14,390 2542049
0.16% T AT&T INC -- $677,544.00 40,330 2831811
0.16% DXCM DEXCOM INC -- $670,820.20 5,770 B0796X4
0.16% CMA COMERICA INC -- $670,424.82 13,533 2212870
0.16% CPB CAMPBELL SOUP CO -- $667,059.30 15,714 2162845
0.16% WRK WESTROCK CO -- $654,873.74 14,914 BYR0914
0.15% PODD INSULET CORP -- $643,261.32 3,492 B1XGNW4
0.15% HCA HCA HEALTHCARE INC -- $640,180.80 2,030 B4MGBG6
0.15% GEN GEN DIGITAL INC -- $639,691.02 28,893 BJN4XN5
0.15% MSCI MSCI INC -- $613,918.63 1,079 B2972D2
0.15% TRV TRAVELERS COS INC/THE -- $606,756.16 2,746 2769503
0.15% PYPL PAYPAL HOLDINGS INC -- $605,029.32 10,227 BYW36M8
0.14% KMB KIMBERLY-CLARK CORP -- $600,171.76 4,934 2491839
0.14% SYY SYSCO CORP -- $593,865.36 7,348 2868165
0.14% LKQ LKQ CORP -- $586,398.84 11,238 2971029
0.14% WTW WILLIS TOWERS WATSON PLC -- $570,128.78 2,054 BDB6Q21
0.14% AKAM AKAMAI TECHNOLOGIES INC -- $566,810.80 5,240 2507457
0.14% IPG INTERPUBLIC GROUP OF COS INC -- $566,445.10 17,537 2466321
0.14% MCD MCDONALD'S CORP -- $564,831.75 1,897 2550707
0.13% KHC KRAFT HEINZ CO/THE -- $556,972.50 15,450 BYRY499
0.13% JKHY JACK HENRY & ASSOCIATES INC -- $553,890.60 3,148 2469193
0.13% WMT WALMART INC -- $552,136.20 9,435 2936921
0.13% SPG SIMON PROPERTY GROUP INC -- $551,784.50 3,670 2812452
0.13% GHC GRAHAM HOLDINGS CO-CLASS B -- $544,360.36 772 BGM1B98
0.13% IVZ INVESCO LTD -- $540,796.36 35,254 B28XP76
0.13% WFC WELLS FARGO & CO -- $540,323.52 10,032 2649100
0.13% BIIB BIOGEN INC -- $526,365.24 2,357 2455965
0.12% NWSA NEWS CORP - CLASS A -- $511,896.24 19,368 BBGVT40
0.12% BR BROADRIDGE FINANCIAL SOLUTIO -- $484,784.94 2,406 B1VP7R6
0.11% NUE NUCOR CORP -- $477,444.87 2,513 2651086
0.11% PNW PINNACLE WEST CAPITAL -- $476,157.00 6,754 2048804
0.11% ALLE ALLEGION PLC -- $473,373.03 3,667 BFRT3W7
0.11% EMR EMERSON ELECTRIC CO -- $467,910.38 4,418 2313405
0.11% BAX BAXTER INTERNATIONAL INC -- $454,136.15 10,673 2085102
0.10% CAT CATERPILLAR INC -- $422,663.40 1,305 2180201
0.10% ANSS ANSYS INC -- $422,362.71 1,239 2045623
0.10% HOLX HOLOGIC INC -- $417,911.20 5,488 2433530
0.10% FE FIRSTENERGY CORP -- $410,876.40 10,986 2100920
0.10% TFC TRUIST FINANCIAL CORP -- $410,651.72 11,653 BKP7287
0.10% FSLR FIRST SOLAR INC -- $400,234.89 2,801 B1HMF22
0.10% UHS UNIVERSAL HEALTH SERVICES-B -- $398,780.37 2,427 2923785
0.10% ISRG INTUITIVE SURGICAL INC -- $397,955.17 1,021 2871301
0.09% TEL TE CONNECTIVITY LTD -- $383,534.80 2,680 B62B7C3
0.09% TPR TAPESTRY INC -- $383,010.95 7,889 BF09HX3
0.09% URI UNITED RENTALS INC -- $381,773.40 580 2134781
0.09% TMO THERMO FISHER SCIENTIFIC INC -- $371,014.47 657 2886907
0.09% KMI KINDER MORGAN INC -- $363,354.00 21,064 B3NQ4P8
0.08% DTE DTE ENERGY COMPANY -- $354,197.70 3,266 2280220
0.08% LIN LINDE PLC -- $347,754.12 777 BNZHB81
0.08% NCLH NORWEGIAN CRUISE LINE HOLDIN -- $339,375.96 20,988 B9CGTC3
0.07% AOS SMITH (A.O.) CORP -- $305,412.80 3,752 2816023
0.07% FRT FEDERAL REALTY INVS TRUST -- $287,075.88 2,921 BN7P9B2
0.07% STLD STEEL DYNAMICS INC -- $286,661.57 2,257 2849472
0.07% PAYX PAYCHEX INC -- $279,941.44 2,246 2674458
0.07% TECH BIO-TECHNE CORP -- $277,312.64 3,872 BSHZ3Q0
0.06% LYV LIVE NATION ENTERTAINMENT IN -- $269,088.36 2,823 B0T7YX2
0.06% ABT ABBOTT LABORATORIES -- $268,068.24 2,244 2002305
0.06% HRL HORMEL FOODS CORP -- $261,104.58 8,558 2437264
0.06% CHD CHURCH & DWIGHT CO INC -- $247,084.40 2,461 2195841
0.05% VZ VERIZON COMMUNICATIONS INC -- $227,777.32 5,602 2090571
0.05% MKC MCCORMICK & CO-NON VTG SHRS -- $220,851.52 3,244 2550161
0.05% VRTX VERTEX PHARMACEUTICALS INC -- $201,291.48 468 2931034
0.05% EPAM EPAM SYSTEMS INC -- $197,679.00 655 B44Z3T8
0.05% WAT WATERS CORP -- $192,456.25 581 2937689
0.04% TDY TELEDYNE TECHNOLOGIES INC -- $186,999.84 432 2503477
0.04% TRMB TRIMBLE INC -- $186,346.72 3,032 2903958
0.04% GL GLOBE LIFE INC -- $184,385.70 1,453 BK6YKG1
0.04% CEG CONSTELLATION ENERGY -- $174,320.99 1,301 BMH4FS1
0.04% ROK ROCKWELL AUTOMATION INC -- $166,903.45 595 2754060
0.04% MMC MARSH & MCLENNAN COS -- $160,068.90 786 2567741
0.04% DIS WALT DISNEY CO/THE -- $158,593.28 1,472 2270726
0.04% DVN DEVON ENERGY CORP -- $155,028.04 3,533 2480677
0.04% RF REGIONS FINANCIAL CORP -- $154,593.96 8,457 B01R311
0.04% J JACOBS SOLUTIONS INC -- $153,898.53 1,047 BNGC0D3
0.04% LOW LOWE'S COS INC -- $153,024.48 658 2536763
0.04% CPRT COPART INC -- $150,800.30 2,935 2208073
0.04% PTC PTC INC -- $149,094.56 824 B95N910
0.04% IBM INTL BUSINESS MACHINES CORP -- $147,461.68 794 2005973
0.04% PM PHILIP MORRIS INTERNATIONAL -- $146,129.76 1,596 B2PKRQ3
0.03% KVUE KENVUE INC -- $144,732.28 7,546 BQ84ZQ6
0.03% AMGN AMGEN INC -- $143,722.46 497 2023607
0.03% ORCL ORACLE CORP -- $139,265.80 1,244 2661568
-- -- NET OTHER ASSETS (LIABILITIES) -- $29,865,412.96 29,865,413 --
-2.95% -- CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP SOCIETE GENERALE -12,319,210 -- -4,304 --
-10.99% -- CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP UBS AG -45,853,565 -- -16,020 --
-16.04% -- CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP GOLDMAN SACHS INTERNATIONAL -66,917,010 -- -23,379 --

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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