CSM

Large Cap Core Plus

Why Invest in CSM?

  • Outperformance is rare in large cap 95% percent of large-cap mutual funds failed to beat the S&P 500 over time, and most passive strategies are designed only to match market returns. But CSM index has beaten the S&P 500 on a trailing basis since the fund’s inception in 7/13/09.

  • Consistent outperformance is even rarer and its record of besting the S&P 500 on a month-over-month basis surpasses 90% of all large-cap blend mutual funds and ETFs.

  • CSM is built on a disciplined, multi-factor approach. One of the longest-running smart beta funds, CSM’s strategy combines multiple well-established factors to achieve performance. The portfolio’s design seeks to turn incremental returns over time into consistent outperformance.

Why Invest in CSM?

  • Outperformance is rare in large cap 95% percent of large-cap mutual funds failed to beat the S&P 500 over time, and most passive strategies are designed only to match market returns. But CSM index has beaten the S&P 500 on a trailing basis since the fund’s inception in 7/13/09.

  • Consistent outperformance is even rarer and its record of besting the S&P 500 on a month-over-month basis surpasses 90% of all large-cap blend mutual funds and ETFs.

  • CSM is built on a disciplined, multi-factor approach. One of the longest-running smart beta funds, CSM’s strategy combines multiple well-established factors to achieve performance. The portfolio’s design seeks to turn incremental returns over time into consistent outperformance.

Performance

Growth of $10,000

Chart is updated nightly to reflect the more recent of the previous day's market closing price or the closing price on the day the fund was last traded.

Total Return

Fund + Index 1m 3m 6m YTD 1Y 3Y 5Y 10Y Since Inception Inception Date
CSM Market Price -5.02% 4.01% 21.48% 5.59% 22.21% 7.49% 11.51% 11.23% 13.95% 07/13/2009
CSM NAV -5.03% 3.95% 21.32% 5.52% 21.98% 7.45% 11.52% 11.23% 13.94% 07/13/2009
Credit Suisse 130/30 Large Cap Index -4.97% 4.14% 21.78% 5.79% 22.93% 8.23% 12.29% 11.93% 14.79% --
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
Price
as of 5/24/2024
  • NAV
    $60.11
  • NAV Change
    $+0.39 up caret
  • Market Price
    $60.06
  • Market Price Change
    $+0.38 up caret
  • Trading Volume (M)
    2,348
  • 30-Day Median Bid Ask Spread
    0.08%
  • 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
Price
as of 5/24/2024
  • NAV
    $60.11
  • NAV Change
    $+0.39 up caret
  • Market Price
    $60.06
  • Market Price Change
    $+0.38 up caret
  • Trading Volume (M)
    2,348
  • 30-Day Median Bid Ask Spread
    0.08%
  • View Premium / Discount

Exposures

Index as of 3/29/2024

Holdings

as of 5/24/2024

Weight Ticker Description Exposure Value
(Notional + GL)
Market Value Shares/Contracts SEDOL Number
17.83% -- CREDIT SUISSE 130/30 LARGE CAP LONG SUB-INDEX SWAP UBS AG 77,478,816 -- 21,079 --
14.60% -- CREDIT SUISSE 130/30 LARGE CAP LONG SUB-INDEX SWAP SOCIETE GENERALE 63,467,276 -- 17,267 --
5.12% MSFT MICROSOFT CORP -- $22,260,780.00 51,750 2588173
4.43% NVDA NVIDIA CORP -- $19,252,789.27 18,083 2379504
4.37% AAPL APPLE INC -- $18,971,782.76 99,862 2046251
2.53% AMZN AMAZON.COM INC -- $11,004,060.00 60,880 2000019
1.51% META META PLATFORMS INC-CLASS A -- $6,542,049.60 13,680 B7TL820
1.46% GOOGL ALPHABET INC-CL A -- $6,364,211.31 36,369 BYVY8G0
1.32% AVGO BROADCOM INC -- $5,758,065.60 4,090 BDZ78H9
1.19% GOOG ALPHABET INC-CL C -- $5,163,824.05 29,285 BYY88Y7
1.02% V VISA INC-CLASS A SHARES -- $4,432,739.01 16,149 B2PZN04
0.96% BRK/B BERKSHIRE HATHAWAY INC-CL B -- $4,174,730.27 10,247 2073390
0.79% LLY ELI LILLY & CO -- $3,425,925.49 4,243 2516152
0.67% JPM JPMORGAN CHASE & CO -- $2,916,316.30 14,530 2190385
0.66% CRM SALESFORCE INC -- $2,887,090.87 10,603 2310525
0.64% MRK MERCK & CO. INC. -- $2,796,725.02 21,598 2778844
0.60% GE GENERAL ELECTRIC CO -- $2,604,324.12 15,564 BL59CR9
0.58% XOM EXXON MOBIL CORP -- $2,525,749.98 22,269 2326618
0.56% MU MICRON TECHNOLOGY INC -- $2,446,584.06 18,894 2588184
0.55% TSLA TESLA INC -- $2,411,494.96 13,454 B616C79
0.50% TJX TJX COMPANIES INC -- $2,187,838.80 21,420 2989301
0.50% UNH UNITEDHEALTH GROUP INC -- $2,153,116.29 4,237 2917766
0.49% CSCO CISCO SYSTEMS INC -- $2,142,050.90 46,145 2198163
0.47% LMT LOCKHEED MARTIN CORP -- $2,029,701.05 4,343 2522096
0.46% UBER UBER TECHNOLOGIES INC -- $2,005,233.30 31,205 BK6N347
0.46% BX BLACKSTONE INC -- $1,990,604.00 16,100 BKF2SL7
0.45% APH AMPHENOL CORP-CL A -- $1,971,937.76 14,474 2145084
0.45% BA BOEING CO/THE -- $1,965,618.76 11,263 2108601
0.45% EQIX EQUINIX INC -- $1,962,799.44 2,562 BVLZX12
0.45% PG PROCTER & GAMBLE CO/THE -- $1,946,760.75 11,775 2704407
0.45% TMUS T-MOBILE US INC -- $1,946,018.00 11,723 B94Q9V0
0.45% SNPS SYNOPSYS INC -- $1,941,944.40 3,306 2867719
0.44% CI THE CIGNA GROUP -- $1,902,196.59 5,719 BHJ0775
0.43% TT TRANE TECHNOLOGIES PLC -- $1,889,986.56 5,593 BK9ZQ96
0.43% JNJ JOHNSON & JOHNSON -- $1,870,487.19 12,727 2475833
0.43% MCK MCKESSON CORP -- $1,850,969.73 3,301 2378534
0.42% BMY BRISTOL-MYERS SQUIBB CO -- $1,836,252.24 44,526 2126335
0.42% CME CME GROUP INC -- $1,831,548.24 8,522 2965839
0.42% CVS CVS HEALTH CORP -- $1,821,878.62 32,803 2577609
0.42% CDNS CADENCE DESIGN SYS INC -- $1,804,819.24 6,133 2302232
0.40% EMR EMERSON ELECTRIC CO -- $1,743,945.92 15,376 2313405
0.38% TEL TE CONNECTIVITY LTD -- $1,668,169.59 11,057 B62B7C3
0.38% FDX FEDEX CORP -- $1,656,624.69 6,691 2142784
0.38% OKE ONEOK INC -- $1,645,297.50 20,350 2130109
0.38% GM GENERAL MOTORS CO -- $1,634,540.16 37,056 B665KZ5
0.38% A AGILENT TECHNOLOGIES INC -- $1,630,894.50 10,825 2520153
0.37% IDXX IDEXX LABORATORIES INC -- $1,628,524.50 3,153 2459202
0.37% ACGL ARCH CAPITAL GROUP LTD -- $1,621,925.12 15,692 2740542
0.37% GILD GILEAD SCIENCES INC -- $1,617,829.76 24,632 2369174
0.37% AME AMETEK INC -- $1,614,169.70 9,295 2089212
0.37% RCL ROYAL CARIBBEAN CRUISES LTD -- $1,603,192.43 10,801 2754907
0.37% PCAR PACCAR INC -- $1,597,787.43 14,601 2665861
0.37% NRG NRG ENERGY INC -- $1,594,698.00 18,543 2212922
0.37% SLB SCHLUMBERGER LTD -- $1,587,419.20 34,330 2779201
0.37% IR INGERSOLL-RAND INC -- $1,586,923.50 16,617 BL5GZ82
0.36% SBUX STARBUCKS CORP -- $1,577,952.09 20,007 2842255
0.36% NFLX NETFLIX INC -- $1,574,836.25 2,435 2857817
0.36% OTIS OTIS WORLDWIDE CORP -- $1,574,291.95 16,135 BK531S8
0.36% LEN LENNAR CORP-A -- $1,559,890.50 9,975 2511920
0.36% HPQ HP INC -- $1,558,736.25 47,595 BYX4D52
0.36% CNC CENTENE CORP -- $1,557,304.21 20,867 2807061
0.36% RSG REPUBLIC SERVICES INC -- $1,552,204.29 8,309 2262530
0.36% ABBV ABBVIE INC -- $1,548,925.72 9,862 B92SR70
0.36% MA MASTERCARD INC - A -- $1,547,096.22 3,429 B121557
0.36% XYL XYLEM INC -- $1,544,052.00 10,704 B3P2CN8
0.36% EA ELECTRONIC ARTS INC -- $1,543,870.86 11,431 2310194
0.35% ALL ALLSTATE CORP -- $1,540,100.12 9,343 2019952
0.35% TGT TARGET CORP -- $1,536,242.94 10,578 2259101
0.35% INTC INTEL CORP -- $1,526,200.32 49,681 2463247
0.35% HWM HOWMET AEROSPACE INC -- $1,517,250.48 17,909 BKLJ8V2
0.35% HIG HARTFORD FINANCIAL SVCS GRP -- $1,511,502.72 14,924 2476193
0.35% CTSH COGNIZANT TECH SOLUTIONS-A -- $1,507,480.80 22,065 2257019
0.34% BRO BROWN & BROWN INC -- $1,494,456.64 16,724 2692687
0.34% AES AES CORP -- $1,486,429.17 71,087 2002479
0.34% PLD PROLOGIS INC -- $1,484,098.00 14,168 B44WZD7
0.34% KR KROGER CO -- $1,483,561.03 27,997 2497406
0.34% STX SEAGATE TECHNOLOGY HOLDINGS -- $1,476,145.68 15,672 BKVD2N4
0.34% AVB AVALONBAY COMMUNITIES INC -- $1,474,035.64 7,546 2131179
0.34% XEL XCEL ENERGY INC -- $1,473,271.00 27,425 2614807
0.34% TRGP TARGA RESOURCES CORP -- $1,469,755.08 12,861 B55PZY3
0.34% CCL CARNIVAL CORP -- $1,469,168.39 97,103 2523044
0.34% BKR BAKER HUGHES CO -- $1,465,648.86 45,278 BDHLTQ5
0.34% FANG DIAMONDBACK ENERGY INC -- $1,460,429.54 7,549 B7Y8YR3
0.34% PSA PUBLIC STORAGE -- $1,457,286.50 5,350 2852533
0.33% PHM PULTEGROUP INC -- $1,450,581.30 12,691 2708841
0.33% CAH CARDINAL HEALTH INC -- $1,449,127.26 15,034 2175672
0.33% APTV APTIV PLC -- $1,445,863.25 17,515 B783TY6
0.33% EQR EQUITY RESIDENTIAL -- $1,443,231.90 21,967 2319157
0.33% TDY TELEDYNE TECHNOLOGIES INC -- $1,431,254.44 3,556 2503477
0.33% COR CENCORA INC -- $1,429,132.81 6,529 2795393
0.33% WY WEYERHAEUSER CO -- $1,424,956.80 47,184 2958936
0.33% BK BANK OF NEW YORK MELLON CORP -- $1,423,359.92 24,088 B1Z77F6
0.33% TSN TYSON FOODS INC-CL A -- $1,421,695.10 23,810 2909730
0.33% TMO THERMO FISHER SCIENTIFIC INC -- $1,414,569.10 2,422 2886907
0.33% STT STATE STREET CORP -- $1,414,316.40 18,760 2842040
0.32% HII HUNTINGTON INGALLS INDUSTRIE -- $1,407,306.60 5,493 B40SSC9
0.32% WDC WESTERN DIGITAL CORP -- $1,401,640.16 18,736 2954699
0.32% INVH INVITATION HOMES INC -- $1,399,853.52 40,599 BD81GW9
0.32% RL RALPH LAUREN CORP -- $1,399,568.05 8,069 B4V9661
0.32% WMB WILLIAMS COS INC -- $1,392,511.00 34,700 2967181
0.32% PRU PRUDENTIAL FINANCIAL INC -- $1,386,605.12 11,617 2819118
0.32% HST HOST HOTELS & RESORTS INC -- $1,386,481.20 75,764 2567503
0.32% LULU LULULEMON ATHLETICA INC -- $1,386,247.88 4,575 B23FN39
0.32% QRVO QORVO INC -- $1,385,299.26 14,094 BR9YYP4
0.32% UAL UNITED AIRLINES HOLDINGS INC -- $1,376,793.95 26,615 B4QG225
0.32% BG BUNGE GLOBAL SA -- $1,374,641.19 13,247 BQ6BPG9
0.32% ETR ENTERGY CORP -- $1,370,689.26 12,559 2317087
0.32% MAR MARRIOTT INTERNATIONAL -CL A -- $1,369,382.92 5,788 2210614
0.32% HAL HALLIBURTON CO -- $1,368,930.10 37,910 2405302
0.31% CINF CINCINNATI FINANCIAL CORP -- $1,368,618.40 11,630 2196888
0.31% SNA SNAP-ON INC -- $1,366,640.05 5,045 2818740
0.31% HD HOME DEPOT INC -- $1,365,420.00 4,200 2434209
0.31% EMN EASTMAN CHEMICAL CO -- $1,364,130.30 13,610 2298386
0.31% IEX IDEX CORP -- $1,362,975.25 6,335 2456612
0.31% CPT CAMDEN PROPERTY TRUST -- $1,359,957.20 13,127 2166320
0.31% AMAT APPLIED MATERIALS INC -- $1,359,798.84 6,156 2046552
0.31% EG EVEREST GROUP LTD -- $1,359,476.60 3,470 2556868
0.31% LVS LAS VEGAS SANDS CORP -- $1,354,029.60 30,170 B02T2J7
0.31% SYF SYNCHRONY FINANCIAL -- $1,350,856.08 31,176 BP96PS6
0.31% TROW T ROWE PRICE GROUP INC -- $1,350,080.40 11,422 2702337
0.31% CBOE CBOE GLOBAL MARKETS INC -- $1,348,718.46 7,387 B5834C5
0.31% BAX BAXTER INTERNATIONAL INC -- $1,345,355.40 39,686 2085102
0.31% L LOEWS CORP -- $1,342,809.00 17,964 2523022
0.31% PH PARKER HANNIFIN CORP -- $1,330,932.96 2,512 2671501
0.31% GRMN GARMIN LTD -- $1,329,973.39 8,119 B3Z5T14
0.31% TXT TEXTRON INC -- $1,328,740.96 14,992 2885937
0.30% NCLH NORWEGIAN CRUISE LINE HOLDIN -- $1,324,064.00 82,754 B9CGTC3
0.30% BEN FRANKLIN RESOURCES INC -- $1,323,720.87 56,739 2350684
0.30% ULTA ULTA BEAUTY INC -- $1,320,195.24 3,458 B28TS42
0.30% INCY INCYTE CORP -- $1,318,817.72 23,012 2471950
0.30% ETN EATON CORP PLC -- $1,317,539.85 3,865 B8KQN82
0.30% COST COSTCO WHOLESALE CORP -- $1,317,430.71 1,627 2701271
0.30% FTNT FORTINET INC -- $1,313,748.90 21,414 B5B2106
0.30% SWK STANLEY BLACK & DECKER INC -- $1,312,190.55 15,235 B3Q2FJ4
0.30% ADBE ADOBE INC -- $1,307,907.93 2,751 2008154
0.30% LDOS LEIDOS HOLDINGS INC -- $1,300,192.30 8,602 BDV82B8
0.30% PNR PENTAIR PLC -- $1,297,437.25 15,679 BLS09M3
0.30% IQV IQVIA HOLDINGS INC -- $1,294,714.40 5,639 BDR73G1
0.30% PEP PEPSICO INC -- $1,283,485.89 7,211 2681511
0.29% BAC BANK OF AMERICA CORP -- $1,281,714.50 32,285 2295677
0.29% WBA WALGREENS BOOTS ALLIANCE INC -- $1,279,658.87 79,829 BTN1Y44
0.29% PCG P G & E CORP -- $1,269,734.18 68,783 2689560
0.29% AIZ ASSURANT INC -- $1,267,256.01 7,499 2331430
0.29% TFX TELEFLEX INC -- $1,261,417.55 6,113 2881407
0.29% MTCH MATCH GROUP INC -- $1,255,703.40 42,711 BK80XH9
0.29% TAP MOLSON COORS BEVERAGE CO - B -- $1,253,237.50 23,425 B067BM3
0.29% WYNN WYNN RESORTS LTD -- $1,251,633.36 13,228 2963811
0.29% ANET ARISTA NETWORKS INC -- $1,249,191.25 4,075 BN33VM5
0.29% CZR CAESARS ENTERTAINMENT INC -- $1,244,948.97 37,019 BMWWGB0
0.29% SWKS SKYWORKS SOLUTIONS INC -- $1,239,920.64 13,454 2961053
0.28% AAL AMERICAN AIRLINES GROUP INC -- $1,227,926.32 88,723 BCV7KT2
0.28% PPG PPG INDUSTRIES INC -- $1,218,131.98 9,269 2698470
0.28% MTB M & T BANK CORP -- $1,217,031.48 8,078 2340168
0.28% NI NISOURCE INC -- $1,198,429.60 42,740 2645409
0.27% FFIV F5 INC -- $1,191,848.50 7,015 2427599
0.27% NTRS NORTHERN TRUST CORP -- $1,177,253.61 14,131 2648668
0.27% STE STERIS PLC -- $1,175,642.10 5,130 BFY8C75
0.27% CSX CSX CORP -- $1,171,828.20 34,690 2160753
0.27% MDT MEDTRONIC PLC -- $1,169,916.93 14,217 BTN1Y11
0.27% EIX EDISON INTERNATIONAL -- $1,166,498.51 15,643 2829515
0.27% VTRS VIATRIS INC -- $1,164,774.90 111,890 BMWS3X9
0.27% CLX CLOROX COMPANY -- $1,162,067.55 8,835 2204026
0.27% MAA MID-AMERICA APARTMENT COMM -- $1,152,313.20 8,651 2589132
0.27% WST WEST PHARMACEUTICAL SERVICES -- $1,152,186.84 3,474 2950482
0.26% INTU INTUIT INC -- $1,136,285.28 1,872 2459020
0.26% ROL ROLLINS INC -- $1,132,902.13 24,527 2747305
0.26% VRSN VERISIGN INC -- $1,124,929.24 6,572 2142922
0.26% CBRE CBRE GROUP INC - A -- $1,120,175.00 12,802 B6WVMH3
0.26% PAYC PAYCOM SOFTWARE INC -- $1,117,783.32 6,549 BL95MY0
0.26% RMD RESMED INC -- $1,111,297.86 5,211 2732903
0.25% CNP CENTERPOINT ENERGY INC -- $1,108,130.01 37,551 2440637
0.25% HBAN HUNTINGTON BANCSHARES INC -- $1,093,635.30 79,595 2445966
0.24% ADSK AUTODESK INC -- $1,063,490.61 4,949 2065159
0.24% NOW SERVICENOW INC -- $1,061,977.38 1,438 B80NXX8
0.24% OMC OMNICOM GROUP -- $1,035,747.90 10,890 2279303
0.24% DHI DR HORTON INC -- $1,031,719.08 7,134 2250687
0.23% ATO ATMOS ENERGY CORP -- $1,004,255.98 8,918 2315359
0.23% HUM HUMANA INC -- $996,902.20 2,854 2445063
0.23% COF CAPITAL ONE FINANCIAL CORP -- $988,111.60 7,180 2654461
0.23% HSY HERSHEY CO/THE -- $983,424.00 4,992 2422806
0.22% BBY BEST BUY CO INC -- $975,975.00 13,650 2094670
0.22% GEHC GE HEALTHCARE TECHNOLOGY -- $973,611.05 12,193 BL6JPG8
0.22% MGM MGM RESORTS INTERNATIONAL -- $964,441.32 24,281 2547419
0.22% AMD ADVANCED MICRO DEVICES -- $959,730.84 5,769 2007849
0.22% UDR UDR INC -- $957,636.80 24,580 2727910
0.22% ACN ACCENTURE PLC-CL A -- $952,031.37 3,163 B4BNMY3
0.22% MKTX MARKETAXESS HOLDINGS INC -- $951,713.32 4,388 B03Q9D0
0.22% PARA PARAMOUNT GLOBAL-CLASS B -- $947,327.68 79,208 BKTNTR9
0.22% CMCSA COMCAST CORP-CLASS A -- $945,154.96 24,524 2044545
0.22% ABNB AIRBNB INC-CLASS A -- $939,632.88 6,504 BMGYYH4
0.22% -- SOLVENTUM CORP -- $935,101.05 15,469 BMTQB43
0.21% FOXA FOX CORP - CLASS A -- $926,762.14 27,574 BJJMGL2
0.21% CE CELANESE CORP -- $911,258.07 5,961 B05MZT4
0.21% WELL WELLTOWER INC -- $908,334.35 9,005 BYVYHH4
0.20% K KELLANOVA -- $875,191.52 14,338 2486813
0.20% MOH MOLINA HEALTHCARE INC -- $866,195.04 2,608 2212706
0.20% PYPL PAYPAL HOLDINGS INC -- $865,240.68 14,037 BYW36M8
0.20% MSI MOTOROLA SOLUTIONS INC -- $853,528.60 2,341 B5BKPQ4
0.19% TPR TAPESTRY INC -- $840,035.70 19,859 BF09HX3
0.19% SJM JM SMUCKER CO/THE -- $835,239.93 7,609 2951452
0.19% GL GLOBE LIFE INC -- $835,055.84 10,216 BK6YKG1
0.19% PANW PALO ALTO NETWORKS INC -- $824,260.80 2,563 B87ZMX0
0.19% F FORD MOTOR CO -- $815,936.00 67,100 2615468
0.19% LNT ALLIANT ENERGY CORP -- $808,191.00 16,180 2973821
0.18% ON ON SEMICONDUCTOR -- $801,642.88 11,048 2583576
0.18% GPC GENUINE PARTS CO -- $775,474.80 5,340 2367480
0.18% CVX CHEVRON CORP -- $774,079.25 4,907 2838555
0.18% BWA BORGWARNER INC -- $765,800.33 21,457 2111955
0.18% CPB CAMPBELL SOUP CO -- $762,392.10 16,815 2162845
0.17% MNST MONSTER BEVERAGE CORP -- $759,565.10 14,413 BZ07BW4
0.17% GEN GEN DIGITAL INC -- $758,000.06 30,454 BJN4XN5
0.17% SYK STRYKER CORP -- $755,300.54 2,251 2853688
0.17% T AT&T INC -- $751,450.00 42,940 2831811
0.17% EBAY EBAY INC -- $745,689.05 13,705 2293819
0.17% CFG CITIZENS FINANCIAL GROUP -- $720,114.85 20,371 BQRX1X3
0.17% ZTS ZOETIS INC -- $719,566.17 4,231 B95WG16
0.17% DAY DAYFORCE INC -- $717,837.12 12,782 BFX1V56
0.16% LW LAMB WESTON HOLDINGS INC -- $704,402.16 7,896 BDQZFJ3
0.16% LYB LYONDELLBASELL INDU-CL A -- $701,309.18 7,117 B3SPXZ3
0.16% WMT WALMART INC -- $681,848.02 10,429 2936921
0.16% HCA HCA HEALTHCARE INC -- $680,105.80 2,134 B4MGBG6
0.16% KMB KIMBERLY-CLARK CORP -- $674,345.34 5,111 2491839
0.15% EL ESTEE LAUDER COMPANIES-CL A -- $651,730.20 5,170 2320524
0.15% PODD INSULET CORP -- $646,451.30 3,590 B1XGNW4
0.15% PFE PFIZER INC -- $634,897.92 21,984 2684703
0.14% WFC WELLS FARGO & CO -- $629,314.92 10,452 2649100
0.14% IBM INTL BUSINESS MACHINES CORP -- $628,020.75 3,675 2005973
0.14% IVZ INVESCO LTD -- $614,477.82 39,314 B28XP76
0.14% TRV TRAVELERS COS INC/THE -- $612,257.10 2,870 2769503
0.14% IPG INTERPUBLIC GROUP OF COS INC -- $606,642.90 19,137 2466321
0.14% FITB FIFTH THIRD BANCORP -- $598,086.00 16,056 2336747
0.14% APD AIR PRODUCTS & CHEMICALS INC -- $596,430.94 2,254 2011602
0.13% MSCI MSCI INC -- $585,684.00 1,188 B2972D2
0.13% KHC KRAFT HEINZ CO/THE -- $585,573.90 16,334 BYRY499
0.13% SPG SIMON PROPERTY GROUP INC -- $582,647.20 3,940 2812452
0.13% SYY SYSCO CORP -- $582,432.80 7,984 2868165
0.13% JKHY JACK HENRY & ASSOCIATES INC -- $567,035.43 3,363 2469193
0.13% CRL CHARLES RIVER LABORATORIES -- $566,700.89 2,609 2604336
0.13% NWSA NEWS CORP - CLASS A -- $565,310.34 21,141 BBGVT40
0.13% ROP ROPER TECHNOLOGIES INC -- $562,089.12 1,032 2749602
0.13% PNW PINNACLE WEST CAPITAL -- $555,639.06 7,233 2048804
0.13% BIIB BIOGEN INC -- $552,583.97 2,537 2455965
0.13% WTW WILLIS TOWERS WATSON PLC -- $551,216.40 2,177 BDB6Q21
0.13% DECK DECKERS OUTDOOR CORP -- $547,437.00 530 2267278
0.13% BR BROADRIDGE FINANCIAL SOLUTIO -- $543,663.94 2,711 B1VP7R6
0.12% LKQ LKQ CORP -- $532,122.16 12,398 2971029
0.12% AKAM AKAMAI TECHNOLOGIES INC -- $530,855.46 5,639 2507457
0.12% MCD MCDONALD'S CORP -- $515,961.89 1,999 2550707
0.12% KO COCA-COLA CO/THE -- $505,796.00 8,158 2206657
0.11% ALLE ALLEGION PLC -- $489,909.60 3,996 BFRT3W7
0.11% DXCM DEXCOM INC -- $488,846.06 3,838 B0796X4
0.11% CAG CONAGRA BRANDS INC -- $487,841.08 16,111 2215460
0.11% TFC TRUIST FINANCIAL CORP -- $485,145.60 12,634 BKP7287
0.11% CAT CATERPILLAR INC -- $478,341.90 1,371 2180201
0.11% NUE NUCOR CORP -- $464,312.97 2,711 2651086
0.11% APA APA CORP -- $460,247.36 15,676 BNNF1C1
0.10% UHS UNIVERSAL HEALTH SERVICES-B -- $454,329.12 2,576 2923785
0.10% FE FIRSTENERGY CORP -- $452,948.31 11,623 2100920
0.10% ISRG INTUITIVE SURGICAL INC -- $447,764.10 1,106 2871301
0.10% CMA COMERICA INC -- $445,557.52 8,776 2212870
0.10% KMI KINDER MORGAN INC -- $425,947.52 22,336 B3NQ4P8
0.10% VLO VALERO ENERGY CORP -- $425,540.40 2,620 2041364
0.10% HOLX HOLOGIC INC -- $425,383.20 5,764 2433530
0.10% URI UNITED RENTALS INC -- $420,968.75 625 2134781
0.10% SMCI SUPER MICRO COMPUTER INC -- $416,307.48 471 B1VQR35
0.09% DTE DTE ENERGY COMPANY -- $390,389.76 3,456 2280220
0.09% JBL JABIL INC -- $374,706.80 3,133 2471789
0.09% LIN LINDE PLC -- $374,590.20 860 BNZHB81
0.08% WRB WR BERKLEY CORP -- $367,747.02 4,638 2093644
0.08% AOS SMITH (A.O.) CORP -- $335,220.12 3,954 2816023
0.08% FTV FORTIVE CORP -- $333,081.21 4,389 BYT3MK1
0.07% STLD STEEL DYNAMICS INC -- $323,616.18 2,427 2849472
0.07% HRL HORMEL FOODS CORP -- $322,485.35 9,185 2437264
0.07% PAYX PAYCHEX INC -- $300,139.68 2,416 2674458
0.07% DLR DIGITAL REALTY TRUST INC -- $299,245.92 2,096 B03GQS4
0.07% LYV LIVE NATION ENTERTAINMENT IN -- $288,833.91 3,009 B0T7YX2
0.06% ANSS ANSYS INC -- $278,463.51 841 2045623
0.06% CHD CHURCH & DWIGHT CO INC -- $273,734.37 2,571 2195841
0.06% DIS WALT DISNEY CO/THE -- $261,116.16 2,566 2270726
0.06% MKC MCCORMICK & CO-NON VTG SHRS -- $254,468.04 3,524 2550161
0.06% ABT ABBOTT LABORATORIES -- $250,415.55 2,409 2002305
0.06% FSLR FIRST SOLAR INC -- $244,638.16 884 B1HMF22
0.05% VZ VERIZON COMMUNICATIONS INC -- $238,559.22 6,003 2090571
0.05% QCOM QUALCOMM INC -- $226,978.44 1,079 2714923
0.05% VRTX VERTEX PHARMACEUTICALS INC -- $226,647.20 496 2931034
0.05% PGR PROGRESSIVE CORP -- $217,368.06 1,066 2705024
0.05% WAT WATERS CORP -- $209,278.12 622 2937689
0.04% ROST ROSS STORES INC -- $191,875.50 1,350 2746711
0.04% IP INTERNATIONAL PAPER CO -- $185,658.64 4,084 2465254
0.04% RF REGIONS FINANCIAL CORP -- $180,358.96 9,433 B01R311
0.04% AMGN AMGEN INC -- $179,833.92 588 2023607
0.04% DVN DEVON ENERGY CORP -- $178,540.20 3,708 2480677
0.04% ORCL ORACLE CORP -- $174,532.20 1,420 2661568
0.04% MMC MARSH & MCLENNAN COS -- $174,003.93 837 2567741
0.04% NKE NIKE INC -CL B -- $172,673.50 1,882 2640147
0.04% TRMB TRIMBLE INC -- $170,968.00 3,010 2903958
0.04% PKG PACKAGING CORP OF AMERICA -- $165,393.00 900 2504566
0.04% PTC PTC INC -- $164,883.00 901 B95N910
0.04% J JACOBS SOLUTIONS INC -- $162,558.50 1,157 BNGC0D3
0.04% WM WASTE MANAGEMENT INC -- $161,201.32 772 2937667
0.04% FAST FASTENAL CO -- $158,712.08 2,404 2332262
0.04% BDX BECTON DICKINSON AND CO -- $157,636.31 689 2087807
0.04% MAS MASCO CORP -- $156,926.10 2,271 2570200
0.04% LOW LOWE'S COS INC -- $153,659.94 714 2536763
0.04% KVUE KENVUE INC -- $152,961.75 7,905 BQ84ZQ6
0.03% EPAM EPAM SYSTEMS INC -- $126,797.44 704 B44Z3T8
-- -- NET OTHER ASSETS (LIABILITIES) -- $11,102,444.05 11,102,444 --
-2.94% -- CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP SOCIETE GENERALE -12,770,676 -- -4,296 --
-11.63% -- CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP UBS AG -50,520,867 -- -16,995 --
-15.32% -- CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP GOLDMAN SACHS INTERNATIONAL -66,567,447 -- -22,393 --

Index

as of 3/31/2024

Long
  • Total Number of Companies299
  • Price/Earnings Ratio24.468
  • Price/Book Ratio7.442
  • Dividend Yield ( % )0.02
  • Avg. Index Market Capitalization$130.28 billion
Short
  • Total Number of Companies148
  • Price/Earnings Ratio24.333
  • Price/Book Ratio5.78
  • Dividend Yield ( % )0.02
  • Avg. Index Market Capitalization$43.60 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, (3/31/24). 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 3/31/24. 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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