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 -2.15% -1.48% 1.91% 5.63% -7.92% 12.44% 8.40% 11.96% 13.46% 07/13/2009
CSM NAV -2.37% -1.92% 1.91% 5.14% -8.20% 12.17% 8.36% 11.93% 13.45% 07/13/2009
Credit Suisse 130/30 Large Cap Index -2.31% -1.75% 2.28% 5.27% -7.52% 12.96% 9.09% 12.62% 14.29% --
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
  • Unitary Expense Ratio 0.45%*
  • NAV Calculation Time 4:00 p.m. ET
  • Distributions Quarterly
Characteristics
as of 2/28/2023
  • 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 1.69%

    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 1.32%

    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 3/31/2023
  • NAV $47.70
  • NAV Change $+0.65 up caret
  • Market Price $0.00
  • Market Price Change $0.00
  • Trading Volume (M) 0
  • 30-Day Median Bid Ask Spread 0.00%
  • 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 2/28/2023
  • 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 1.69%

    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 1.32%

    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 3/31/2023
  • NAV $47.70
  • NAV Change $+0.65 up caret
  • Market Price $0.00
  • Market Price Change $0.00
  • Trading Volume (M) 0
  • 30-Day Median Bid Ask Spread 0.00%
  • View Premium / Discount

Exposures

Index as of 12/31/2022

Holdings

as of 3/30/2023

Weight Ticker Description Exposure Value
(Notional + GL)
Market Value Shares/Contracts SEDOL Number
21.28% -- CREDIT SUISSE 130/30 LARGE CAP LONG SUB-INDEX SWAP SOCIETE GENERALE 90,832,757 -- 30,782 --
14.21% -- CREDIT SUISSE 130/30 LARGE CAP LONG SUB-INDEX SWAP UBS AG 60,648,615 -- 20,553 --
4.98% AAPL APPLE INC -- $21,238,473.96 130,811 2046251
4.33% MSFT MICROSOFT CORP -- $18,474,612.00 65,040 2588173
2.04% AMZN AMAZON.COM INC -- $8,711,820.00 85,410 2000019
1.13% XOM EXXON MOBIL CORP -- $4,813,399.38 43,962 2326618
1.12% UNH UNITEDHEALTH GROUP INC -- $4,800,722.78 10,213 2917766
1.11% NVDA NVIDIA CORP -- $4,745,473.90 17,330 2379504
1.09% GOOGL ALPHABET INC-CL A -- $4,632,767.91 45,919 BYVY8G0
1.08% V VISA INC-CLASS A SHARES -- $4,612,635.84 20,744 B2PZN04
0.98% TSLA TESLA INC -- $4,176,648.64 21,388 B616C79
0.92% BRK/B BERKSHIRE HATHAWAY INC-CL B -- $3,921,193.24 12,853 2073390
0.86% GOOG ALPHABET INC-CL C -- $3,663,832.52 36,161 BYY88Y7
0.72% PFE PFIZER INC -- $3,066,457.20 75,940 2684703
0.70% JNJ JOHNSON & JOHNSON -- $3,002,318.24 19,568 2475833
0.69% META META PLATFORMS INC-CLASS A -- $2,965,253.28 14,267 B7TL820
0.64% ABT ABBOTT LABORATORIES -- $2,729,158.60 27,545 2002305
0.64% ABBV ABBVIE INC -- $2,713,223.52 17,181 B92SR70
0.56% JPM JPMORGAN CHASE & CO -- $2,391,917.50 18,578 2190385
0.56% BA BOEING CO/THE -- $2,385,385.12 11,303 2108601
0.53% LMT LOCKHEED MARTIN CORP -- $2,261,327.22 4,779 2522096
0.52% DHR DANAHER CORP -- $2,230,963.80 8,931 2250870
0.50% ELV ELEVANCE HEALTH INC -- $2,147,286.68 4,679 BSPHGL4
0.50% PG PROCTER & GAMBLE CO/THE -- $2,128,440.75 14,435 2704407
0.49% CVS CVS HEALTH CORP -- $2,097,576.00 28,080 2577609
0.48% VRTX VERTEX PHARMACEUTICALS INC -- $2,046,208.80 6,555 2931034
0.48% MA MASTERCARD INC - A -- $2,038,081.98 5,673 B121557
0.47% COP CONOCOPHILLIPS -- $2,024,799.25 20,401 2685717
0.46% C CITIGROUP INC -- $1,979,489.69 42,967 2297907
0.46% ADBE ADOBE INC -- $1,956,855.60 5,124 2008154
0.46% TJX TJX COMPANIES INC -- $1,950,053.05 25,355 2989301
0.45% CVX CHEVRON CORP -- $1,932,765.78 11,902 2838555
0.45% MPC MARATHON PETROLEUM CORP -- $1,909,046.82 14,253 B3K3L40
0.44% INTU INTUIT INC -- $1,898,988.35 4,315 2459020
0.44% PLD PROLOGIS INC -- $1,873,422.72 15,366 B44WZD7
0.44% NOC NORTHROP GRUMMAN CORP -- $1,872,961.74 4,063 2648806
0.44% CI THE CIGNA GROUP -- $1,872,389.21 7,369 BHJ0775
0.44% CRM SALESFORCE INC -- $1,863,964.60 9,481 2310525
0.43% CDNS CADENCE DESIGN SYS INC -- $1,818,168.83 8,783 2302232
0.42% HD HOME DEPOT INC -- $1,807,470.24 6,334 2434209
0.42% CME CME GROUP INC -- $1,802,581.13 9,541 2965839
0.42% MCK MCKESSON CORP -- $1,801,422.30 5,035 2378534
0.42% CSX CSX CORP -- $1,788,644.00 60,632 2160753
0.41% HUM HUMANA INC -- $1,750,282.24 3,584 2445063
0.41% QCOM QUALCOMM INC -- $1,733,531.80 13,607 2714923
0.41% GILD GILEAD SCIENCES INC -- $1,732,034.25 21,265 2369174
0.41% ANET ARISTA NETWORKS INC -- $1,729,218.58 10,642 BN33VM5
0.40% FTNT FORTINET INC -- $1,724,880.10 26,210 B5B2106
0.39% PSA PUBLIC STORAGE -- $1,662,358.88 5,642 2852533
0.39% ADM ARCHER-DANIELS-MIDLAND CO -- $1,651,625.01 20,783 2047317
0.39% APD AIR PRODUCTS & CHEMICALS INC -- $1,650,627.72 5,901 2011602
0.38% MCHP MICROCHIP TECHNOLOGY INC -- $1,638,050.64 19,788 2592174
0.38% ADI ANALOG DEVICES INC -- $1,624,955.07 8,367 2032067
0.38% CTAS CINTAS CORP -- $1,607,746.32 3,438 2197137
0.38% ED CONSOLIDATED EDISON INC -- $1,604,367.36 16,938 2216850
0.38% PSX PHILLIPS 66 -- $1,602,339.75 16,025 B78C4Y8
0.38% BAC BANK OF AMERICA CORP -- $1,601,780.00 56,600 2295677
0.37% TT TRANE TECHNOLOGIES PLC -- $1,590,219.54 8,694 BK9ZQ96
0.37% MAR MARRIOTT INTERNATIONAL -CL A -- $1,583,429.78 9,734 2210614
0.37% KR KROGER CO -- $1,579,241.40 32,190 2497406
0.37% MTD METTLER-TOLEDO INTERNATIONAL -- $1,571,727.52 1,048 2126249
0.37% WST WEST PHARMACEUTICAL SERVICES -- $1,568,002.00 4,600 2950482
0.36% RSG REPUBLIC SERVICES INC -- $1,549,561.35 11,491 2262530
0.36% HSY HERSHEY CO/THE -- $1,549,121.64 6,116 2422806
0.36% PCAR PACCAR INC -- $1,540,816.98 21,338 2665861
0.36% EIX EDISON INTERNATIONAL -- $1,529,640.00 21,852 2829515
0.36% HLT HILTON WORLDWIDE HOLDINGS IN -- $1,516,321.26 11,031 BYVMW06
0.35% KEYS KEYSIGHT TECHNOLOGIES IN -- $1,513,046.04 9,572 BQZJ0Q9
0.35% ON ON SEMICONDUCTOR -- $1,512,954.87 18,489 2583576
0.35% AME AMETEK INC -- $1,506,999.33 10,551 2089212
0.35% WBD WARNER BROS DISCOVERY INC -- $1,504,884.15 101,339 BM8JYX3
0.35% TRV TRAVELERS COS INC/THE -- $1,494,675.00 8,750 2769503
0.35% HPE HEWLETT PACKARD ENTERPRISE -- $1,490,586.12 94,821 BYVYWS0
0.35% AWK AMERICAN WATER WORKS CO INC -- $1,490,266.35 10,215 B2R3PV1
0.35% CNC CENTENE CORP -- $1,486,789.92 23,184 2807061
0.35% CNP CENTERPOINT ENERGY INC -- $1,481,112.54 50,481 2440637
0.34% NFLX NETFLIX INC -- $1,471,155.21 4,347 2857817
0.34% JNPR JUNIPER NETWORKS INC -- $1,461,915.88 42,947 2431846
0.34% DTE DTE ENERGY COMPANY -- $1,459,489.32 13,428 2280220
0.34% TYL TYLER TECHNOLOGIES INC -- $1,447,628.70 4,207 2909644
0.34% NSC NORFOLK SOUTHERN CORP -- $1,442,040.20 6,905 2641894
0.34% XEL XCEL ENERGY INC -- $1,435,754.78 21,458 2614807
0.34% MPWR MONOLITHIC POWER SYSTEMS INC -- $1,435,128.57 2,883 B01Z7J1
0.34% XYL XYLEM INC -- $1,430,220.80 13,967 B3P2CN8
0.33% LW LAMB WESTON HOLDINGS INC -- $1,426,771.06 13,871 BDQZFJ3
0.33% PAYC PAYCOM SOFTWARE INC -- $1,417,747.65 4,785 BL95MY0
0.33% PHM PULTEGROUP INC -- $1,417,739.82 24,969 2708841
0.33% EXR EXTRA SPACE STORAGE INC -- $1,409,616.25 8,875 B02HWR9
0.33% TSN TYSON FOODS INC-CL A -- $1,405,162.08 24,094 2909730
0.33% ABC AMERISOURCEBERGEN CORP -- $1,396,137.08 8,762 2795393
0.32% WY WEYERHAEUSER CO -- $1,386,420.75 47,399 2958936
0.32% SJM JM SMUCKER CO/THE -- $1,381,625.80 8,770 2951452
0.32% PKG PACKAGING CORP OF AMERICA -- $1,364,931.18 9,921 2504566
0.32% MRK MERCK & CO. INC. -- $1,362,766.72 12,866 2778844
0.32% MAA MID-AMERICA APARTMENT COMM -- $1,345,080.32 9,059 2589132
0.31% HIG HARTFORD FINANCIAL SVCS GRP -- $1,343,756.70 19,503 2476193
0.31% HWM HOWMET AEROSPACE INC -- $1,343,254.32 32,028 BKLJ8V2
0.31% TXT TEXTRON INC -- $1,341,956.70 19,089 2885937
0.31% STT STATE STREET CORP -- $1,341,675.00 17,889 2842040
0.31% BRO BROWN & BROWN INC -- $1,341,554.28 23,694 2692687
0.31% ETR ENTERGY CORP -- $1,341,422.22 12,539 2317087
0.31% IQV IQVIA HOLDINGS INC -- $1,341,061.05 6,879 BDR73G1
0.31% AVB AVALONBAY COMMUNITIES INC -- $1,339,385.04 8,204 2131179
0.31% ALB ALBEMARLE CORP -- $1,338,199.04 6,016 2046853
0.31% MGM MGM RESORTS INTERNATIONAL -- $1,330,620.97 30,709 2547419
0.31% AIG AMERICAN INTERNATIONAL GROUP -- $1,324,066.14 26,577 2027342
0.31% LLY ELI LILLY & CO -- $1,317,448.23 3,867 2516152
0.31% MET METLIFE INC -- $1,314,260.85 23,037 2573209
0.31% IP INTERNATIONAL PAPER CO -- $1,314,064.36 37,289 2465254
0.31% CDAY CERIDIAN HCM HOLDING INC -- $1,312,787.10 18,714 BFX1V56
0.31% BWA BORGWARNER INC -- $1,311,794.10 27,210 2111955
0.31% NRG NRG ENERGY INC -- $1,306,958.40 39,072 2212922
0.31% MRO MARATHON OIL CORP -- $1,304,642.75 55,025 2910970
0.31% L LOEWS CORP -- $1,303,918.80 22,756 2523022
0.31% CSCO CISCO SYSTEMS INC -- $1,302,413.32 25,324 2198163
0.30% DOV DOVER CORP -- $1,300,016.25 8,775 2278407
0.30% IPG INTERPUBLIC GROUP OF COS INC -- $1,297,976.00 35,600 2466321
0.30% EPAM EPAM SYSTEMS INC -- $1,297,816.11 4,419 B44Z3T8
0.30% GM GENERAL MOTORS CO -- $1,296,755.69 36,031 B665KZ5
0.30% TMUS T-MOBILE US INC -- $1,291,443.81 8,933 B94Q9V0
0.30% PNR PENTAIR PLC -- $1,287,283.20 23,945 BLS09M3
0.30% ATO ATMOS ENERGY CORP -- $1,278,802.56 11,424 2315359
0.30% NI NISOURCE INC -- $1,275,740.16 45,824 2645409
0.30% RL RALPH LAUREN CORP -- $1,275,136.24 11,158 B4V9661
0.30% AIZ ASSURANT INC -- $1,274,419.65 10,741 2331430
0.30% DAL DELTA AIR LINES INC -- $1,271,996.01 37,291 B1W9D46
0.30% LDOS LEIDOS HOLDINGS INC -- $1,271,360.79 13,881 BDV82B8
0.30% MTB M & T BANK CORP -- $1,266,936.46 10,594 2340168
0.30% HST HOST HOTELS & RESORTS INC -- $1,266,910.65 80,235 2567503
0.29% BK BANK OF NEW YORK MELLON CORP -- $1,257,334.70 28,003 B1Z77F6
0.29% VTR VENTAS INC -- $1,254,172.14 28,209 2927925
0.29% UDR UDR INC -- $1,252,232.00 31,400 2727910
0.29% WHR WHIRLPOOL CORP -- $1,241,826.30 9,649 2960384
0.29% EQR EQUITY RESIDENTIAL -- $1,241,655.42 21,214 2319157
0.29% BBY BEST BUY CO INC -- $1,241,424.24 16,482 2094670
0.29% VNT VONTIER CORP -- $1,240,713.18 46,278 BH4GV32
0.29% CPT CAMDEN PROPERTY TRUST -- $1,239,242.47 12,007 2166320
0.29% CCL CARNIVAL CORP -- $1,236,675.20 121,720 2523044
0.29% ADSK AUTODESK INC -- $1,235,062.86 6,126 2065159
0.29% WRK WESTROCK CO -- $1,233,496.08 41,337 BYR0914
0.29% TXN TEXAS INSTRUMENTS INC -- $1,230,538.96 6,679 2885409
0.29% CHRW C.H. ROBINSON WORLDWIDE INC -- $1,222,815.80 12,652 2116228
0.29% NDAQ NASDAQ INC -- $1,218,646.65 22,555 2965107
0.28% PRU PRUDENTIAL FINANCIAL INC -- $1,211,289.75 14,817 2819118
0.28% DXCM DEXCOM INC -- $1,202,344.00 10,510 B0796X4
0.28% FRT FEDERAL REALTY INVS TRUST -- $1,201,971.36 12,594 BN7P9B2
0.28% DVN DEVON ENERGY CORP -- $1,196,400.00 24,000 2480677
0.28% DXC DXC TECHNOLOGY CO -- $1,194,058.88 47,648 BYXD7B3
0.28% MOS MOSAIC CO/THE -- $1,186,988.76 26,226 B3NPHP6
0.28% LNT ALLIANT ENERGY CORP -- $1,180,475.01 22,311 2973821
0.28% WBA WALGREENS BOOTS ALLIANCE INC -- $1,178,735.94 34,038 BTN1Y44
0.28% AAL AMERICAN AIRLINES GROUP INC -- $1,176,396.53 81,299 BCV7KT2
0.27% INCY INCYTE CORP -- $1,172,941.44 16,511 2471950
0.27% K KELLOGG CO -- $1,169,949.66 17,551 2486813
0.27% ESS ESSEX PROPERTY TRUST INC -- $1,166,684.52 5,714 2316619
0.27% CF CF INDUSTRIES HOLDINGS INC -- $1,166,181.12 16,224 B0G4K50
0.27% CFG CITIZENS FINANCIAL GROUP -- $1,153,967.31 37,503 BQRX1X3
0.27% REG REGENCY CENTERS CORP -- $1,149,614.18 19,318 2726177
0.27% FITB FIFTH THIRD BANCORP -- $1,149,420.72 43,671 2336747
0.27% WRB WR BERKLEY CORP -- $1,143,342.00 18,441 2093644
0.27% UAL UNITED AIRLINES HOLDINGS INC -- $1,140,568.74 26,094 B4QG225
0.27% HII HUNTINGTON INGALLS INDUSTRIE -- $1,138,335.00 5,500 B40SSC9
0.27% VTRS VIATRIS INC -- $1,134,963.20 118,720 BMWS3X9
0.26% BEN FRANKLIN RESOURCES INC -- $1,128,024.56 42,956 2350684
0.26% ACN ACCENTURE PLC-CL A -- $1,126,965.42 3,987 B4BNMY3
0.26% AVGO BROADCOM INC -- $1,124,906.25 1,775 BDZ78H9
0.26% NWSA NEWS CORP - CLASS A -- $1,115,760.53 65,749 BBGVT40
0.26% IEX IDEX CORP -- $1,114,373.60 4,910 2456612
0.26% PEP PEPSICO INC -- $1,109,934.54 6,138 2681511
0.26% GPC GENUINE PARTS CO -- $1,104,402.03 6,719 2367480
0.26% DIS WALT DISNEY CO/THE -- $1,102,742.10 11,241 2270726
0.26% ODFL OLD DOMINION FREIGHT LINE -- $1,093,573.58 3,278 2656423
0.25% EA ELECTRONIC ARTS INC -- $1,087,502.10 9,131 2310194
0.25% LUMN LUMEN TECHNOLOGIES INC -- $1,082,452.48 422,833 BMDH249
0.25% KO COCA-COLA CO/THE -- $1,064,314.80 17,208 2206657
0.25% RJF RAYMOND JAMES FINANCIAL INC -- $1,060,369.38 11,502 2718992
0.25% POOL POOL CORP -- $1,056,633.36 3,153 2781585
0.24% MOH MOLINA HEALTHCARE INC -- $1,042,571.57 3,919 2212706
0.24% TMO THERMO FISHER SCIENTIFIC INC -- $1,038,116.68 1,844 2886907
0.24% FOXA FOX CORP - CLASS A -- $1,029,022.54 30,562 BJJMGL2
0.24% DISH DISH NETWORK CORP-A -- $1,026,923.76 113,976 2303581
0.24% DRI DARDEN RESTAURANTS INC -- $1,025,764.08 6,666 2289874
0.24% CPB CAMPBELL SOUP CO -- $1,023,699.20 18,818 2162845
0.24% HRL HORMEL FOODS CORP -- $1,023,339.96 26,079 2437264
0.24% HBAN HUNTINGTON BANCSHARES INC -- $1,012,024.44 90,846 2445966
0.23% CMCSA COMCAST CORP-CLASS A -- $995,657.15 26,801 2044545
0.23% BXP BOSTON PROPERTIES INC -- $990,900.30 18,591 2019479
0.23% T AT&T INC -- $976,037.40 51,155 2831811
0.23% BIIB BIOGEN INC -- $975,060.72 3,544 2455965
0.23% LNC LINCOLN NATIONAL CORP -- $966,392.27 44,269 2516378
0.22% ZTS ZOETIS INC -- $959,292.60 5,844 B95WG16
0.22% SLB SCHLUMBERGER LTD -- $956,814.94 19,631 2779201
0.22% IDXX IDEXX LABORATORIES INC -- $939,225.65 1,903 2459202
0.22% JKHY JACK HENRY & ASSOCIATES INC -- $937,305.32 6,334 2469193
0.22% PYPL PAYPAL HOLDINGS INC -- $932,553.04 12,536 BYW36M8
0.22% ENPH ENPHASE ENERGY INC -- $929,873.10 4,530 B65SQW4
0.22% NXPI NXP SEMICONDUCTORS NV -- $929,531.16 5,118 B505PN7
0.22% MSI MOTOROLA SOLUTIONS INC -- $917,615.70 3,258 B5BKPQ4
0.21% MAS MASCO CORP -- $909,079.53 18,771 2570200
0.20% QRVO QORVO INC -- $872,006.72 8,644 BR9YYP4
0.20% SYY SYSCO CORP -- $864,805.60 11,240 2868165
0.20% ZION ZIONS BANCORP NA -- $854,126.70 28,189 2989828
0.20% KMB KIMBERLY-CLARK CORP -- $845,810.59 6,359 2491839
0.20% TGT TARGET CORP -- $844,302.36 5,268 2259101
0.20% HES HESS CORP -- $836,415.58 6,314 2023748
0.19% WELL WELLTOWER INC -- $830,256.90 11,702 BYVYHH4
0.19% WAT WATERS CORP -- $827,788.39 2,717 2937689
0.19% CE CELANESE CORP -- $824,096.94 7,746 B05MZT4
0.19% RF REGIONS FINANCIAL CORP -- $822,320.46 44,862 B01R311
0.19% SWKS SKYWORKS SOLUTIONS INC -- $821,122.68 6,999 2961053
0.19% KLAC KLA CORP -- $820,574.16 2,072 2480138
0.19% LKQ LKQ CORP -- $817,876.00 14,710 2971029
0.19% EXPE EXPEDIA GROUP INC -- $813,355.93 8,461 B748CK2
0.19% ALK ALASKA AIR GROUP INC -- $804,519.36 19,632 2012605
0.19% COST COSTCO WHOLESALE CORP -- $804,061.28 1,636 2701271
0.18% TDY TELEDYNE TECHNOLOGIES INC -- $788,261.18 1,798 2503477
0.18% APH AMPHENOL CORP-CL A -- $787,644.90 9,765 2145084
0.18% BAX BAXTER INTERNATIONAL INC -- $782,538.03 19,413 2085102
0.18% PM PHILIP MORRIS INTERNATIONAL -- $774,795.78 8,019 B2PKRQ3
0.18% HPQ HP INC -- $769,086.80 26,612 BYX4D52
0.18% CTSH COGNIZANT TECH SOLUTIONS-A -- $765,268.95 12,795 2257019
0.17% PTC PTC INC -- $740,757.92 5,894 B95N910
0.17% WMT WALMART INC -- $739,275.25 5,075 2936921
0.17% PNW PINNACLE WEST CAPITAL -- $738,542.42 9,338 2048804
0.17% URI UNITED RENTALS INC -- $734,938.60 1,903 2134781
0.17% FANG DIAMONDBACK ENERGY INC -- $727,684.70 5,459 B7Y8YR3
0.17% COF CAPITAL ONE FINANCIAL CORP -- $720,382.82 7,649 2654461
0.17% NWL NEWELL BRANDS INC -- $709,143.96 58,899 2635701
0.16% NOW SERVICENOW INC -- $690,219.10 1,570 B80NXX8
0.16% TFX TELEFLEX INC -- $664,696.50 2,670 2881407
0.16% AMP AMERIPRISE FINANCIAL INC -- $663,490.41 2,207 B0J7D57
0.16% ANSS ANSYS INC -- $662,187.24 2,031 2045623
0.15% TPR TAPESTRY INC -- $660,709.35 15,705 BF09HX3
0.15% GEN GEN DIGITAL INC -- $655,997.32 39,094 BJN4XN5
0.15% WEC WEC ENERGY GROUP INC -- $637,254.15 6,747 BYY8XK8
0.15% KHC KRAFT HEINZ CO/THE -- $635,189.36 16,354 BYRY499
0.15% CRL CHARLES RIVER LABORATORIES -- $627,161.01 3,167 2604336
0.14% MCD MCDONALD'S CORP -- $609,193.47 2,193 2550707
0.14% ADP AUTOMATIC DATA PROCESSING -- $608,645.77 2,773 2065308
0.14% OKE ONEOK INC -- $606,603.53 9,701 2130109
0.14% AXP AMERICAN EXPRESS CO -- $602,541.10 3,710 2026082
0.14% FE FIRSTENERGY CORP -- $594,768.66 15,027 2100920
0.14% ALL ALLSTATE CORP -- $580,467.89 5,321 2019952
0.13% UPS UNITED PARCEL SERVICE-CL B -- $575,563.08 3,012 2517382
0.13% MMM 3M CO -- $564,776.10 5,495 2595708
0.13% SPG SIMON PROPERTY GROUP INC -- $551,245.00 5,125 2812452
0.13% BDX BECTON DICKINSON AND CO -- $548,690.46 2,238 2087807
0.13% HOLX HOLOGIC INC -- $540,799.00 6,718 2433530
0.12% AES AES CORP -- $532,092.75 22,575 2002479
0.12% J JACOBS SOLUTIONS INC -- $530,038.08 4,563 BNGC0D3
0.12% DHI DR HORTON INC -- $526,145.75 5,525 2250687
0.12% APA APA CORP -- $523,022.54 14,783 BNNF1C1
0.12% PPG PPG INDUSTRIES INC -- $518,670.85 3,995 2698470
0.12% OTIS OTIS WORLDWIDE CORP -- $516,985.47 6,219 BK531S8
0.12% NUE NUCOR CORP -- $502,212.48 3,318 2651086
0.12% SNPS SYNOPSYS INC -- $491,729.52 1,308 2867719
0.11% STZ CONSTELLATION BRANDS INC-A -- $481,982.13 2,143 2170473
0.11% WFC WELLS FARGO & CO -- $479,024.70 12,815 2649100
0.11% TEL TE CONNECTIVITY LTD -- $456,122.48 3,532 B62B7C3
0.11% VFC VF CORP -- $448,177.40 20,170 2928683
0.10% EVRG EVERGY INC -- $447,390.45 7,401 BFMXGR0
0.10% TFC TRUIST FINANCIAL CORP -- $434,227.80 12,828 BKP7287
0.10% PXD PIONEER NATURAL RESOURCES CO -- $426,952.78 2,113 2690830
0.10% AMD ADVANCED MICRO DEVICES -- $415,304.84 4,243 2007849
0.09% SYF SYNCHRONY FINANCIAL -- $402,497.90 14,098 BP96PS6
0.09% BBWI BATH & BODY WORKS INC -- $392,695.29 10,827 BNNTGJ5
0.09% LIN LINDE PLC -- $387,045.54 1,101 BNZHB81
0.09% VZ VERIZON COMMUNICATIONS INC -- $386,368.04 9,994 2090571
0.09% UHS UNIVERSAL HEALTH SERVICES-B -- $372,375.00 2,979 2923785
0.09% TECH BIO-TECHNE CORP -- $370,624.31 5,117 BSHZ3Q0
0.09% CHTR CHARTER COMMUNICATIONS INC-A -- $363,710.10 1,042 BZ6VT82
0.08% RHI ROBERT HALF INTL INC -- $345,162.60 4,428 2110703
0.08% HAL HALLIBURTON CO -- $344,424.34 11,089 2405302
0.08% PAYX PAYCHEX INC -- $341,755.40 3,010 2674458
0.08% CMA COMERICA INC -- $334,106.98 7,583 2212870
0.08% BMY BRISTOL-MYERS SQUIBB CO -- $333,566.20 4,891 2126335
0.08% NEE NEXTERA ENERGY INC -- $325,967.04 4,256 2328915
0.07% CLX CLOROX COMPANY -- $313,358.76 2,029 2204026
0.06% A AGILENT TECHNOLOGIES INC -- $269,383.47 2,003 2520153
0.06% ROL ROLLINS INC -- $261,367.20 7,026 2747305
0.06% NKE NIKE INC -CL B -- $240,920.60 2,006 2640147
0.05% ICE INTERCONTINENTAL EXCHANGE IN -- $231,142.50 2,250 BFSSDS9
0.05% F FORD MOTOR CO -- $230,056.51 18,719 2615468
0.05% PH PARKER HANNIFIN CORP -- $216,077.94 642 2671501
0.05% AMGN AMGEN INC -- $214,693.50 889 2023607
0.05% BR BROADRIDGE FINANCIAL SOLUTIO -- $210,409.50 1,450 B1VP7R6
0.05% FDS FACTSET RESEARCH SYSTEMS INC -- $209,036.12 509 2329770
0.05% TRMB TRIMBLE INC -- $204,111.18 3,978 2903958
0.05% GEHC GE HEALTHCARE TECHNOLOGY -- $195,575.34 2,381 BL6JPG8
0.04% GNRC GENERAC HOLDINGS INC -- $191,244.76 1,708 B6197Q2
0.04% ULTA ULTA BEAUTY INC -- $184,511.28 344 B28TS42
0.04% GE GENERAL ELECTRIC CO -- $183,961.80 1,956 BL59CR9
0.04% IVZ INVESCO LTD -- $182,316.87 11,317 B28XP76
0.04% CAH CARDINAL HEALTH INC -- $179,935.80 2,388 2175672
0.04% MTCH MATCH GROUP INC -- $175,939.58 4,678 BK80XH9
0.04% ORCL ORACLE CORP -- $174,141.24 1,924 2661568
0.04% CAG CONAGRA BRANDS INC -- $168,666.29 4,511 2215460
0.04% OMC OMNICOM GROUP -- $164,242.54 1,771 2279303
0.04% RTX RAYTHEON TECHNOLOGIES CORP -- $162,023.68 1,664 BM5M5Y3
0.04% AKAM AKAMAI TECHNOLOGIES INC -- $160,984.65 2,103 2507457
0.04% IBM INTL BUSINESS MACHINES CORP -- $158,036.06 1,223 2005973
0.04% NWS NEWS CORP - CLASS B -- $157,928.69 9,241 BBGVT51
0.04% OXY OCCIDENTAL PETROLEUM CORP -- $156,672.48 2,514 2655408
0.04% DLTR DOLLAR TREE INC -- $155,595.05 1,105 2272476
0.04% LOW LOWE'S COS INC -- $153,156.75 795 2536763
0.04% HON HONEYWELL INTERNATIONAL INC -- $151,106.88 799 2020459
0.01% FRC FIRST REPUBLIC BANK/CA -- $45,765.67 3,343 B4WHY15
-- -- NET OTHER ASSETS (LIABILITIES) -- $23,738,583.43 23,738,583 --
-3.42% -- CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP SOCIETE GENERALE -14,588,185 -- -5,580 --
-12.60% -- CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP GOLDMAN SACHS INTERNATIONAL -53,759,290 -- -20,563 --
-13.94% -- CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP UBS AG -59,497,832 -- -22,758 --

Index

as of 12/31/2022

Long
  • Total Number of Companies314
  • Price/Earnings Ratio20.268
  • Price/Book Ratio6.31
  • Dividend Yield ( % )1.96
  • Avg. Index Market Capitalization$90.03 billion
Short
  • Total Number of Companies145
  • Price/Earnings Ratio23.299
  • Price/Book Ratio4.878
  • Dividend Yield ( % )1.81
  • Avg. Index Market Capitalization$35.56 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 deerivatives, 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, 06/30/22). For the number of months a fund outperformed a benchmark over a given period, CSM ranked 67 in the Large Blend category (915 funds) as of 12/31/22. 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 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 ETFs (ProShares Trust and ProShares Trust II) are distributed by SEI Investments Distribution Co., which is not affiliated with the funds' advisor or sponsor.

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