CSM

Large Cap Core Plus

Why Invest in CSM?

  • Outperformance is rare in large cap 94% 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 94% 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 9.09% -4.49% -6.36% -16.49% -12.51% 9.93% 9.05% 12.43% 13.53% 07/13/2009
CSM NAV 9.16% -4.70% -6.41% -16.30% -12.43% 9.85% 9.06% 12.45% 13.53% 07/13/2009
Credit Suisse 130/30 Large Cap Index 9.22% -4.52% -6.05% -15.80% -11.80% 10.60% 9.78% 13.15% 14.38% --
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 10/31/2022
  • Distribution Yield 1.34%

    Distribution Yield represents the annualized yield based on the last income distribution.

  • SEC 30-Day Yield 1.36%

    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.

Price
as of 11/25/2022
  • NAV $47.84
  • NAV Change $+0.05 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 10/31/2022
  • Distribution Yield 1.34%

    Distribution Yield represents the annualized yield based on the last income distribution.

  • SEC 30-Day Yield 1.36%

    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.

Price
as of 11/25/2022
  • NAV $47.84
  • NAV Change $+0.05 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 9/30/2022

Holdings

as of 11/25/2022

Weight Ticker Description Exposure Value
(Notional + GL)
Market Value Shares/Contracts SEDOL Number
21.23% -- CREDIT SUISSE 130/30 LARGE CAP LONG SUB-INDEX SWAP SOCIETE GENERALE 95,249,368 -- 31,901 --
13.89% -- CREDIT SUISSE 130/30 LARGE CAP LONG SUB-INDEX SWAP UBS AG 62,316,214 -- 20,871 --
4.57% AAPL APPLE INC -- $20,525,824.35 138,585 2046251
3.69% MSFT MICROSOFT CORP -- $16,544,953.99 66,851 2588173
2.11% AMZN AMAZON.COM INC -- $9,488,774.62 101,582 2000019
1.32% XOM EXXON MOBIL CORP -- $5,929,939.80 52,380 2326618
1.13% TSLA TESLA INC -- $5,089,359.52 27,832 B616C79
1.06% V VISA INC-CLASS A SHARES -- $4,774,572.07 22,333 B2PZN04
0.99% GOOGL ALPHABET INC-CL A -- $4,435,112.22 45,507 BYVY8G0
0.92% BRK/B BERKSHIRE HATHAWAY INC-CL B -- $4,149,444.96 13,072 2073390
0.88% GOOG ALPHABET INC-CL C -- $3,950,262.40 40,474 BYY88Y7
0.87% PFE PFIZER INC -- $3,924,595.92 79,752 2684703
0.86% MRK MERCK & CO. INC. -- $3,856,670.00 35,876 2778844
0.81% UNH UNITEDHEALTH GROUP INC -- $3,651,515.04 6,792 2917766
0.80% JNJ JOHNSON & JOHNSON -- $3,593,363.76 20,274 2475833
0.71% ABBV ABBVIE INC -- $3,183,940.14 19,947 B92SR70
0.67% ABT ABBOTT LABORATORIES -- $3,006,324.72 28,107 2002305
0.59% NVDA NVIDIA CORP -- $2,645,176.60 16,258 2379504
0.59% COP CONOCOPHILLIPS -- $2,632,195.17 20,757 2685717
0.57% JPM JPMORGAN CHASE & CO -- $2,557,721.70 18,705 2190385
0.57% DHR DANAHER CORP -- $2,553,703.52 9,563 2250870
0.56% CVS CVS HEALTH CORP -- $2,520,057.62 24,887 2577609
0.56% PG PROCTER & GAMBLE CO/THE -- $2,494,240.00 17,000 2704407
0.51% LMT LOCKHEED MARTIN CORP -- $2,308,521.50 4,775 2522096
0.49% CVX CHEVRON CORP -- $2,198,337.90 11,967 2838555
0.49% HD HOME DEPOT INC -- $2,195,231.88 6,726 2434209
0.49% C CITIGROUP INC -- $2,192,704.03 45,407 2297907
0.48% TJX TJX COMPANIES INC -- $2,146,241.61 26,487 2989301
0.48% CI CIGNA CORP -- $2,144,865.80 6,622 BHJ0775
0.46% PM PHILIP MORRIS INTERNATIONAL -- $2,066,197.50 21,030 B2PKRQ3
0.46% MA MASTERCARD INC - A -- $2,062,423.59 5,871 B121557
0.45% META META PLATFORMS INC-CLASS A -- $2,022,759.96 18,156 B7TL820
0.45% APD AIR PRODUCTS & CHEMICALS INC -- $1,999,229.41 6,451 2011602
0.44% CSX CSX CORP -- $1,982,806.48 61,924 2160753
0.44% PLD PROLOGIS INC -- $1,971,181.04 16,936 B44WZD7
0.43% SO SOUTHERN CO/THE -- $1,947,817.01 29,111 2829601
0.42% NSC NORFOLK SOUTHERN CORP -- $1,904,763.68 7,549 2641894
0.42% GILD GILEAD SCIENCES INC -- $1,890,905.46 21,921 2369174
0.42% VZ VERIZON COMMUNICATIONS INC -- $1,888,724.08 48,404 2090571
0.41% EMR EMERSON ELECTRIC CO -- $1,841,274.72 19,156 2313405
0.40% CDNS CADENCE DESIGN SYS INC -- $1,813,640.40 10,840 2302232
0.40% ADM ARCHER-DANIELS-MIDLAND CO -- $1,807,159.60 18,554 2047317
0.40% PSX PHILLIPS 66 -- $1,800,839.68 16,256 B78C4Y8
0.40% MU MICRON TECHNOLOGY INC -- $1,788,222.15 30,615 2588184
0.40% MCHP MICROCHIP TECHNOLOGY INC -- $1,784,449.94 23,582 2592174
0.40% MET METLIFE INC -- $1,777,006.35 23,093 2573209
0.39% BKNG BOOKING HOLDINGS INC -- $1,768,305.33 891 BDRXDB4
0.39% CME CME GROUP INC -- $1,765,925.00 10,091 2965839
0.39% ADBE ADOBE INC -- $1,756,077.90 5,253 2008154
0.39% MAR MARRIOTT INTERNATIONAL -CL A -- $1,744,597.02 10,734 2210614
0.39% CMG CHIPOTLE MEXICAN GRILL INC -- $1,739,449.60 1,148 B0X7DZ3
0.39% MCK MCKESSON CORP -- $1,733,463.48 4,522 2378534
0.38% PSA PUBLIC STORAGE -- $1,723,875.53 5,773 2852533
0.38% QCOM QUALCOMM INC -- $1,714,350.15 13,887 2714923
0.38% AIG AMERICAN INTERNATIONAL GROUP -- $1,714,026.96 28,062 2027342
0.38% CTAS CINTAS CORP -- $1,700,974.56 3,728 2197137
0.38% TRV TRAVELERS COS INC/THE -- $1,690,933.41 8,951 2769503
0.38% CNC CENTENE CORP -- $1,688,883.72 19,902 2807061
0.37% ED CONSOLIDATED EDISON INC -- $1,677,682.50 17,207 2216850
0.37% PRU PRUDENTIAL FINANCIAL INC -- $1,660,843.47 15,411 2819118
0.37% DVN DEVON ENERGY CORP -- $1,658,171.00 24,260 2480677
0.37% HLT HILTON WORLDWIDE HOLDINGS IN -- $1,654,299.50 11,966 BYVMW06
0.37% KEYS KEYSIGHT TECHNOLOGIES IN -- $1,638,503.74 9,277 BQZJ0Q9
0.36% BBY BEST BUY CO INC -- $1,625,331.07 20,009 2094670
0.36% PCAR PACCAR INC -- $1,623,973.86 15,462 2665861
0.36% FTNT FORTINET INC -- $1,600,633.32 30,252 B5B2106
0.35% AME AMETEK INC -- $1,589,227.79 11,147 2089212
0.35% IQV IQVIA HOLDINGS INC -- $1,588,255.60 7,220 BDR73G1
0.35% EIX EDISON INTERNATIONAL -- $1,569,909.66 24,442 2829515
0.35% ATO ATMOS ENERGY CORP -- $1,562,425.92 13,112 2315359
0.34% ABC AMERISOURCEBERGEN CORP -- $1,537,138.20 9,166 2795393
0.34% LYB LYONDELLBASELL INDU-CL A -- $1,534,186.83 17,677 B3SPXZ3
0.34% CDAY CERIDIAN HCM HOLDING INC -- $1,528,538.00 22,780 BFX1V56
0.34% RSG REPUBLIC SERVICES INC -- $1,526,348.88 11,151 2262530
0.34% AVB AVALONBAY COMMUNITIES INC -- $1,525,438.20 8,970 2131179
0.34% LLY ELI LILLY & CO -- $1,524,918.75 4,175 2516152
0.34% FITB FIFTH THIRD BANCORP -- $1,524,097.92 41,779 2336747
0.34% HIG HARTFORD FINANCIAL SVCS GRP -- $1,521,223.28 20,024 2476193
0.34% STT STATE STREET CORP -- $1,512,379.56 19,626 2842040
0.34% HSY HERSHEY CO/THE -- $1,511,959.68 6,468 2422806
0.34% TYL TYLER TECHNOLOGIES INC -- $1,505,834.88 4,551 2909644
0.34% CHD CHURCH & DWIGHT CO INC -- $1,503,406.73 19,057 2195841
0.33% LNC LINCOLN NATIONAL CORP -- $1,498,910.70 38,582 2516378
0.33% WBA WALGREENS BOOTS ALLIANCE INC -- $1,497,968.62 35,957 BTN1Y44
0.33% EQR EQUITY RESIDENTIAL -- $1,497,783.28 23,576 2319157
0.33% VTR VENTAS INC -- $1,496,530.02 32,898 2927925
0.33% ETR ENTERGY CORP -- $1,493,765.00 13,132 2317087
0.33% AWK AMERICAN WATER WORKS CO INC -- $1,490,010.50 9,745 B2R3PV1
0.33% KR KROGER CO -- $1,482,479.20 30,230 2497406
0.33% CTRA COTERRA ENERGY INC -- $1,480,917.57 53,637 2162340
0.33% CCL CARNIVAL CORP -- $1,476,566.42 151,754 2523044
0.33% TSN TYSON FOODS INC-CL A -- $1,472,776.42 21,874 2909730
0.33% WY WEYERHAEUSER CO -- $1,472,560.56 45,576 2958936
0.33% NDAQ NASDAQ INC -- $1,470,047.80 21,892 2965107
0.33% PKG PACKAGING CORP OF AMERICA -- $1,466,526.13 11,029 2504566
0.33% ZTS ZOETIS INC -- $1,466,326.90 9,769 B95WG16
0.33% MPWR MONOLITHIC POWER SYSTEMS INC -- $1,466,041.60 3,970 B01Z7J1
0.33% RL RALPH LAUREN CORP -- $1,465,037.01 13,383 B4V9661
0.32% PNR PENTAIR PLC -- $1,456,786.41 31,539 BLS09M3
0.32% MAA MID-AMERICA APARTMENT COMM -- $1,452,655.62 8,997 2589132
0.32% JBHT HUNT (JB) TRANSPRT SVCS INC -- $1,450,209.20 7,942 2445416
0.32% HPE HEWLETT PACKARD ENTERPRISE -- $1,448,904.07 91,529 BYVYWS0
0.32% -- EXTRA SPACE STORAGE INC -- $1,445,087.32 9,286 B02HWR9
0.32% HOLX HOLOGIC INC -- $1,444,350.68 19,276 2433530
0.32% EQT EQT CORP -- $1,440,257.13 33,471 2319414
0.32% ADI ANALOG DEVICES INC -- $1,438,477.81 8,609 2032067
0.32% UDR UDR INC -- $1,432,637.02 35,174 2727910
0.32% CPT CAMDEN PROPERTY TRUST -- $1,431,735.60 12,120 2166320
0.32% AMD ADVANCED MICRO DEVICES -- $1,428,411.40 19,010 2007849
0.32% SIVB SVB FINANCIAL GROUP -- $1,426,866.00 6,410 2808053
0.32% BAC BANK OF AMERICA CORP -- $1,422,835.70 37,741 2295677
0.32% HST HOST HOTELS & RESORTS INC -- $1,422,675.28 77,068 2567503
0.32% RJF RAYMOND JAMES FINANCIAL INC -- $1,417,622.92 11,857 2718992
0.31% UAL UNITED AIRLINES HOLDINGS INC -- $1,407,225.60 31,680 B4QG225
0.31% MGM MGM RESORTS INTERNATIONAL -- $1,407,190.32 39,384 2547419
0.31% HWM HOWMET AEROSPACE INC -- $1,406,833.32 36,983 BKLJ8V2
0.31% BK BANK OF NEW YORK MELLON CORP -- $1,405,128.89 30,767 B1Z77F6
0.31% LKQ LKQ CORP -- $1,403,922.26 25,591 2971029
0.31% BEN FRANKLIN RESOURCES INC -- $1,400,820.56 52,328 2350684
0.31% NWS NEWS CORP - CLASS B -- $1,394,466.16 75,052 BBGVT51
0.31% REG REGENCY CENTERS CORP -- $1,390,742.22 20,986 2726177
0.31% L LOEWS CORP -- $1,389,322.00 24,200 2523022
0.31% WRB WR BERKLEY CORP -- $1,388,383.35 18,465 2093644
0.31% SJM JM SMUCKER CO/THE -- $1,384,936.56 9,156 2951452
0.31% VTRS VIATRIS INC -- $1,379,432.78 123,827 BMWS3X9
0.31% HRL HORMEL FOODS CORP -- $1,378,143.72 27,892 2437264
0.31% GLW CORNING INC -- $1,376,298.44 40,337 2224701
0.31% ESS ESSEX PROPERTY TRUST INC -- $1,376,224.53 6,473 2316619
0.31% BWA BORGWARNER INC -- $1,370,688.00 32,450 2111955
0.30% INCY INCYTE CORP -- $1,368,610.88 17,488 2471950
0.30% NWSA NEWS CORP - CLASS A -- $1,360,733.10 74,357 BBGVT40
0.30% ANET ARISTA NETWORKS INC -- $1,358,550.32 10,007 BN33VM5
0.30% PH PARKER HANNIFIN CORP -- $1,354,488.78 4,426 2671501
0.30% DXC DXC TECHNOLOGY CO -- $1,350,796.16 45,512 BYXD7B3
0.30% AAL AMERICAN AIRLINES GROUP INC -- $1,350,066.00 93,108 BCV7KT2
0.30% DRI DARDEN RESTAURANTS INC -- $1,349,161.88 9,092 2289874
0.30% CRM SALESFORCE INC -- $1,346,106.30 8,778 2310525
0.30% CE CELANESE CORP -- $1,342,949.76 12,834 B05MZT4
0.30% AIZ ASSURANT INC -- $1,338,351.84 10,416 2331430
0.30% CHRW C.H. ROBINSON WORLDWIDE INC -- $1,335,729.00 13,525 2116228
0.30% CMS CMS ENERGY CORP -- $1,332,833.82 21,757 2219224
0.30% K KELLOGG CO -- $1,330,347.20 18,274 2486813
0.30% NFLX NETFLIX INC -- $1,327,189.92 4,648 2857817
0.30% BXP BOSTON PROPERTIES INC -- $1,327,172.95 18,523 2019479
0.29% DTE DTE ENERGY COMPANY -- $1,317,215.28 11,476 2280220
0.29% SNA SNAP-ON INC -- $1,305,428.06 5,377 2818740
0.29% NI NISOURCE INC -- $1,304,216.39 47,791 2645409
0.29% LNT ALLIANT ENERGY CORP -- $1,303,148.25 23,085 2973821
0.29% PEAK HEALTHPEAK PROPERTIES INC -- $1,298,714.60 51,010 BJBLRK3
0.29% NRG NRG ENERGY INC -- $1,298,612.32 30,802 2212922
0.29% DOV DOVER CORP -- $1,291,056.71 9,029 2278407
0.29% ADSK AUTODESK INC -- $1,290,444.46 6,431 2065159
0.29% VRTX VERTEX PHARMACEUTICALS INC -- $1,290,416.54 4,123 2931034
0.29% IPG INTERPUBLIC GROUP OF COS INC -- $1,284,331.50 37,227 2466321
0.28% VLO VALERO ENERGY CORP -- $1,265,944.80 9,147 2041364
0.28% LW LAMB WESTON HOLDINGS INC -- $1,262,959.00 14,660 BDQZFJ3
0.28% HII HUNTINGTON INGALLS INDUSTRIE -- $1,261,221.00 5,475 B40SSC9
0.28% CSCO CISCO SYSTEMS INC -- $1,253,463.20 25,898 2198163
0.28% WST WEST PHARMACEUTICAL SERVICES -- $1,252,467.90 5,526 2950482
0.28% ON ON SEMICONDUCTOR -- $1,249,121.20 17,018 2583576
0.28% ACN ACCENTURE PLC-CL A -- $1,243,990.80 4,197 B4BNMY3
0.28% GEN GEN DIGITAL INC -- $1,243,618.43 53,813 BJN4XN5
0.27% QRVO QORVO INC -- $1,226,209.14 12,781 BR9YYP4
0.27% KEY KEYCORP -- $1,226,102.90 64,430 2490911
0.27% EA ELECTRONIC ARTS INC -- $1,219,631.00 9,418 2310194
0.27% TXN TEXAS INSTRUMENTS INC -- $1,208,502.75 6,825 2885409
0.26% PEP PEPSICO INC -- $1,176,094.68 6,388 2681511
0.26% JKHY JACK HENRY & ASSOCIATES INC -- $1,171,107.56 6,118 2469193
0.26% DIS WALT DISNEY CO/THE -- $1,165,578.43 11,789 2270726
0.26% BAX BAXTER INTERNATIONAL INC -- $1,154,160.00 20,610 2085102
0.25% POOL POOL CORP -- $1,132,456.08 3,444 2781585
0.25% KHC KRAFT HEINZ CO/THE -- $1,121,953.80 28,842 BYRY499
0.25% KO COCA-COLA CO/THE -- $1,105,788.91 17,639 2206657
0.25% CPB CAMPBELL SOUP CO -- $1,103,709.36 20,809 2162845
0.25% TMO THERMO FISHER SCIENTIFIC INC -- $1,101,397.50 1,998 2886907
0.24% TMUS T-MOBILE US INC -- $1,097,378.25 7,265 B94Q9V0
0.24% PAYC PAYCOM SOFTWARE INC -- $1,085,317.80 3,318 BL95MY0
0.24% IDXX IDEXX LABORATORIES INC -- $1,084,344.96 2,636 2459202
0.24% LIN LINDE PLC -- $1,068,390.84 3,102 BZ12WP8
0.23% VNT VONTIER CORP -- $1,053,717.28 53,816 BH4GV32
0.23% CF CF INDUSTRIES HOLDINGS INC -- $1,048,726.10 9,655 B0G4K50
0.23% LUMN LUMEN TECHNOLOGIES INC -- $1,038,305.28 177,792 BMDH249
0.23% RF REGIONS FINANCIAL CORP -- $1,036,674.23 45,329 B01R311
0.23% SLB SCHLUMBERGER LTD -- $1,026,257.70 20,190 2779201
0.23% FOXA FOX CORP - CLASS A -- $1,025,999.10 32,790 BJJMGL2
0.23% MAS MASCO CORP -- $1,016,410.01 19,957 2570200
0.22% T AT&T INC -- $1,008,828.56 52,763 2831811
0.22% WDC WESTERN DIGITAL CORP -- $1,001,981.56 26,834 2954699
0.22% SBNY SIGNATURE BANK -- $999,911.20 7,130 B00JQL9
0.22% SYY SYSCO CORP -- $991,840.85 11,473 2868165
0.22% WAT WATERS CORP -- $979,272.91 2,897 2937689
0.22% CNP CENTERPOINT ENERGY INC -- $971,707.20 31,305 2440637
0.22% TFX TELEFLEX INC -- $971,175.24 4,306 2881407
0.21% COST COSTCO WHOLESALE CORP -- $961,655.32 1,802 2701271
0.21% CMCSA COMCAST CORP-CLASS A -- $958,771.10 26,894 2044545
0.21% TGT TARGET CORP -- $942,212.46 5,767 2259101
0.21% ALK ALASKA AIR GROUP INC -- $929,464.20 19,818 2012605
0.21% ZBRA ZEBRA TECHNOLOGIES CORP-CL A -- $923,916.20 3,398 2989356
0.21% MSI MOTOROLA SOLUTIONS INC -- $923,667.63 3,441 B5BKPQ4
0.20% AVGO BROADCOM INC -- $917,804.12 1,732 BDZ78H9
0.20% KMB KIMBERLY-CLARK CORP -- $898,219.56 6,652 2491839
0.20% F FORD MOTOR CO -- $876,620.80 62,260 2615468
0.19% MOS MOSAIC CO/THE -- $870,719.63 16,819 B3NPHP6
0.19% EXPE EXPEDIA GROUP INC -- $865,998.00 8,532 B748CK2
0.19% HCA HCA HEALTHCARE INC -- $852,396.57 3,561 B4MGBG6
0.19% WELL WELLTOWER INC -- $847,292.58 12,186 BYVYHH4
0.19% DVA DAVITA INC -- $845,053.44 11,432 2898087
0.19% CB CHUBB LTD -- $841,567.16 3,892 B3BQMF6
0.19% FANG DIAMONDBACK ENERGY INC -- $840,223.64 5,627 B7Y8YR3
0.19% OMC OMNICOM GROUP -- $839,464.90 10,606 2279303
0.19% TROW T ROWE PRICE GROUP INC -- $839,460.65 6,713 2702337
0.19% APH AMPHENOL CORP-CL A -- $837,624.84 10,426 2145084
0.19% KLAC KLA CORP -- $834,143.90 2,195 2480138
0.18% NWL NEWELL BRANDS INC -- $820,491.00 61,460 2635701
0.18% HPQ HP INC -- $818,542.35 27,149 BYX4D52
0.18% PHM PULTEGROUP INC -- $812,356.44 18,247 2708841
0.18% COF CAPITAL ONE FINANCIAL CORP -- $803,486.28 7,899 2654461
0.18% VNO VORNADO REALTY TRUST -- $801,080.28 31,941 2933632
0.18% CTSH COGNIZANT TECH SOLUTIONS-A -- $796,529.00 13,075 2257019
0.18% INTU INTUIT INC -- $790,042.11 2,013 2459020
0.17% AMP AMERIPRISE FINANCIAL INC -- $785,152.42 2,362 B0J7D57
0.17% WMT WALMART INC -- $776,677.18 5,074 2936921
0.17% TDY TELEDYNE TECHNOLOGIES INC -- $776,474.16 1,848 2503477
0.17% ADP AUTOMATIC DATA PROCESSING -- $767,830.55 2,909 2065308
0.17% PTC PTC INC -- $764,480.42 6,134 B95N910
0.17% WRK WESTROCK CO -- $759,952.60 20,260 BYR0914
0.17% MMM 3M CO -- $741,850.96 5,749 2595708
0.17% PNW PINNACLE WEST CAPITAL -- $741,744.00 9,696 2048804
0.17% EPAM EPAM SYSTEMS INC -- $740,547.15 2,121 B44Z3T8
0.16% RE EVEREST RE GROUP LTD -- $740,071.46 2,213 2556868
0.16% URI UNITED RENTALS INC -- $728,112.84 2,028 2134781
0.16% MCD MCDONALD'S CORP -- $712,250.00 2,590 2550707
0.15% SWKS SKYWORKS SOLUTIONS INC -- $690,971.67 7,437 2961053
0.15% NOW SERVICENOW INC -- $689,813.74 1,694 B80NXX8
0.15% WEC WEC ENERGY GROUP INC -- $687,068.24 6,964 BYY8XK8
0.15% APA APA CORP -- $681,406.68 14,676 BNNF1C1
0.15% PPG PPG INDUSTRIES INC -- $676,668.64 5,074 2698470
0.15% DISH DISH NETWORK CORP-A -- $674,096.00 42,131 2303581
0.15% SPG SIMON PROPERTY GROUP INC -- $670,971.30 5,559 2812452
0.15% OKE ONEOK INC -- $661,069.10 10,105 2130109
0.15% MPC MARATHON PETROLEUM CORP -- $659,553.60 5,268 B3K3L40
0.14% FE FIRSTENERGY CORP -- $625,124.38 15,683 2100920
0.14% WFC WELLS FARGO & CO -- $615,818.64 12,981 2649100
0.14% ODFL OLD DOMINION FREIGHT LINE -- $615,615.06 2,094 2656423
0.13% RHI ROBERT HALF INTL INC -- $601,237.87 7,727 2110703
0.13% AXP AMERICAN EXPRESS CO -- $600,414.25 3,895 2026082
0.13% J JACOBS SOLUTIONS INC -- $585,835.18 4,739 BNGC0D3
0.13% UPS UNITED PARCEL SERVICE-CL B -- $577,128.24 3,162 2517382
0.13% STZ CONSTELLATION BRANDS INC-A -- $576,520.11 2,239 2170473
0.13% TPR TAPESTRY INC -- $575,697.10 15,530 BF09HX3
0.13% MTD METTLER-TOLEDO INTERNATIONAL -- $566,828.79 391 2126249
0.12% PXD PIONEER NATURAL RESOURCES CO -- $554,787.62 2,183 2690830
0.12% BDX BECTON DICKINSON AND CO -- $551,346.96 2,316 2087807
0.12% SYF SYNCHRONY FINANCIAL -- $546,635.70 14,754 BP96PS6
0.12% CHTR CHARTER COMMUNICATIONS INC-A -- $532,890.26 1,366 BZ6VT82
0.12% ANSS ANSYS INC -- $518,016.88 2,102 2045623
0.12% NUE NUCOR CORP -- $517,987.68 3,472 2651086
0.11% DHI DR HORTON INC -- $509,044.52 6,068 2250687
0.11% OTIS OTIS WORLDWIDE CORP -- $508,522.88 6,464 BK531S8
0.11% TXT TEXTRON INC -- $504,219.92 7,054 2885937
0.11% PYPL PAYPAL HOLDINGS INC -- $491,611.12 6,139 BYW36M8
0.11% DD DUPONT DE NEMOURS INC -- $472,387.50 6,630 BK0VN47
0.10% TEL TE CONNECTIVITY LTD -- $470,107.27 3,673 B62B7C3
0.10% EVRG EVERGY INC -- $457,209.48 7,748 BFMXGR0
0.10% SNPS SYNOPSYS INC -- $456,049.44 1,371 2867719
0.10% BBWI BATH & BODY WORKS INC -- $445,886.65 11,045 BNNTGJ5
0.10% OGN ORGANON & CO -- $443,743.92 17,672 BLDC8J4
0.10% FRT FEDERAL REALTY INVS TRUST -- $431,077.50 3,910 BN7P9B2
0.09% GNRC GENERAC HOLDINGS INC -- $421,947.25 4,009 B6197Q2
0.09% FRC FIRST REPUBLIC BANK/CA -- $421,444.53 3,393 B4WHY15
0.09% WBD WARNER BROS DISCOVERY INC -- $401,128.84 34,972 BM8JYX3
0.09% HAL HALLIBURTON CO -- $400,941.72 11,027 2405302
0.09% AOS SMITH (A.O.) CORP -- $396,027.72 6,402 2816023
0.09% BMY BRISTOL-MYERS SQUIBB CO -- $395,169.88 4,987 2126335
0.09% PAYX PAYCHEX INC -- $384,045.57 3,117 2674458
0.09% PKI PERKINELMER INC -- $381,486.98 2,786 2305844
0.08% NEE NEXTERA ENERGY INC -- $376,690.76 4,414 2328915
0.08% HUM HUMANA INC -- $376,501.20 696 2445063
0.08% NKE NIKE INC -CL B -- $354,012.36 3,341 2640147
0.08% CFG CITIZENS FINANCIAL GROUP -- $352,211.64 8,404 BQRX1X3
0.08% XRAY DENTSPLY SIRONA INC -- $343,635.68 10,916 BYNPPC6
0.07% CLX CLOROX COMPANY -- $318,883.50 2,133 2204026
0.07% DOW DOW INC -- $309,566.24 6,004 BHXCF84
0.07% ELV ELEVANCE HEALTH INC -- $303,691.26 591 BSPHGL4
0.07% IP INTERNATIONAL PAPER CO -- $293,245.92 7,986 2465254
0.06% FBHS FORTUNE BRANDS HOME & SECURI -- $289,046.92 4,318 B3MC7D6
0.06% AMGN AMGEN INC -- $258,770.88 912 2023607
0.06% A AGILENT TECHNOLOGIES INC -- $253,019.52 1,612 2520153
0.06% DAL DELTA AIR LINES INC -- $250,403.40 7,134 B1W9D46
0.06% ICE INTERCONTINENTAL EXCHANGE IN -- $248,732.64 2,322 BFSSDS9
0.05% WHR WHIRLPOOL CORP -- $227,766.87 1,531 2960384
0.05% TRMB TRIMBLE INC -- $226,959.58 3,877 2903958
0.05% BR BROADRIDGE FINANCIAL SOLUTIO -- $224,859.28 1,514 B1VP7R6
0.04% CPRT COPART INC -- $195,204.91 2,999 2208073
0.04% VFC VF CORP -- $193,917.98 5,647 2928683
0.04% MDT MEDTRONIC PLC -- $191,391.28 2,419 BTN1Y11
0.04% EQIX EQUINIX INC -- $186,880.82 277 BVLZX12
0.04% LOW LOWE'S COS INC -- $186,708.45 885 2536763
0.04% IVZ INVESCO LTD -- $185,326.68 9,548 B28XP76
0.04% ALB ALBEMARLE CORP -- $180,334.02 661 2046853
0.04% MOH MOLINA HEALTHCARE INC -- $179,894.00 550 2212706
0.04% UNP UNION PACIFIC CORP -- $177,703.89 833 2914734
0.04% XEL XCEL ENERGY INC -- $172,125.36 2,472 2614807
0.04% AMT AMERICAN TOWER CORP -- $171,882.48 781 B7FBFL2
0.04% ALGN ALIGN TECHNOLOGY INC -- $169,362.90 870 2679204
0.04% CBRE CBRE GROUP INC - A -- $167,465.76 2,167 B6WVMH3
0.04% TFC TRUIST FINANCIAL CORP -- $166,941.36 3,558 BKP7287
0.04% ORCL ORACLE CORP -- $166,101.76 2,008 2661568
0.04% ULTA ULTA BEAUTY INC -- $164,544.45 367 B28TS42
0.04% GE GENERAL ELECTRIC CO -- $161,031.78 1,827 BL59CR9
0.04% ALL ALLSTATE CORP -- $160,743.54 1,187 2019952
0.04% HON HONEYWELL INTERNATIONAL INC -- $160,196.40 728 2020459
0.04% AKAM AKAMAI TECHNOLOGIES INC -- $158,024.16 1,708 2507457
0.03% RTX RAYTHEON TECHNOLOGIES CORP -- $155,659.59 1,597 BM5M5Y3
-- -- NET OTHER ASSETS (LIABILITIES) -- $24,286,972.18 24,286,972 --
-3.51% -- CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP SOCIETE GENERALE -15,739,360 -- -5,981 --
-12.06% -- CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP GOLDMAN SACHS INTERNATIONAL -54,112,768 -- -20,563 --
-14.15% -- CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP UBS AG -63,512,701 -- -24,135 --

Index

as of 9/30/2022

Long
  • Total Number of Companies314
  • Price/Earnings Ratio19.791
  • Price/Book Ratio6.285
  • Dividend Yield ( % )2.06
  • Avg. Index Market Capitalization$85.88 billion
Short
  • Total Number of Companies145
  • Price/Earnings Ratio22.03
  • Price/Book Ratio4.882
  • Dividend Yield ( % )1.86
  • Avg. Index Market Capitalization$31.69 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, 06/30/21). For the number of months a fund outperformed a benchmark over a given period, CSM ranked 112 in the Large Blend category (972 funds) as of 12/31/21. CSM has the 5th 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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