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 -3.10% -5.79% -9.65% -15.28% -9.64% 11.97% 10.30% 12.74% 13.84% 07/13/2009
CSM NAV -3.49% -5.85% -9.92% -15.25% -9.79% 11.88% 10.27% 12.72% 13.83% 07/13/2009
Credit Suisse 130/30 Large Cap Index -3.43% -5.67% -9.59% -14.84% -9.16% 12.63% 11.00% 13.43% 14.67% --
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 8/31/2022
  • Distribution Yield 1.24%

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

  • 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.

Price
as of 9/30/2022
  • NAV $42.22
  • NAV Change $-0.65 down caret
  • Market Price $0.00
  • Market Price Change $0.00
  • Trading Volume (M) 0
  • 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 8/31/2022
  • Distribution Yield 1.24%

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

  • 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.

Price
as of 9/30/2022
  • NAV $42.22
  • NAV Change $-0.65 down caret
  • Market Price $0.00
  • Market Price Change $0.00
  • Trading Volume (M) 0
  • 30-Day Median Bid Ask Spread 0.13%
  • View Premium / Discount

Exposures

Index as of 6/30/2022

Holdings

as of 9/30/2022

Weight Ticker Description Exposure Value
(Notional + GL)
Market Value Shares/Contracts SEDOL Number
22.56% -- CREDIT SUISSE 130/30 LARGE CAP LONG SUB-INDEX SWAP SOCIETE GENERALE 88,101,657 -- 33,572 --
13.01% -- CREDIT SUISSE 130/30 LARGE CAP LONG SUB-INDEX SWAP UBS AG 50,824,043 -- 19,367 --
4.87% AAPL APPLE INC -- $19,030,831.00 137,705 2046251
4.01% MSFT MICROSOFT CORP -- $15,643,893.00 67,170 2588173
2.08% AMZN AMAZON.COM INC -- $8,114,982.00 71,814 2000019
1.32% TSLA TESLA INC -- $5,166,274.25 19,477 B616C79
1.21% XOM EXXON MOBIL CORP -- $4,718,756.26 54,046 2326618
1.10% GOOGL ALPHABET INC-CL A -- $4,296,215.40 44,916 BYVY8G0
0.98% GOOG ALPHABET INC-CL C -- $3,846,288.45 40,003 BYY88Y7
0.98% V VISA INC-CLASS A SHARES -- $3,836,351.75 21,595 B2PZN04
0.92% JNJ JOHNSON & JOHNSON -- $3,604,865.12 22,067 2475833
0.90% PFE PFIZER INC -- $3,526,355.84 80,584 2684703
0.87% BRK/B BERKSHIRE HATHAWAY INC-CL B -- $3,391,421.02 12,701 2073390
0.85% MRK MERCK & CO. INC. -- $3,323,198.56 38,588 2778844
0.85% UNH UNITEDHEALTH GROUP INC -- $3,322,658.16 6,579 2917766
0.69% ABT ABBOTT LABORATORIES -- $2,678,123.28 27,678 2002305
0.68% ABBV ABBVIE INC -- $2,639,239.65 19,665 B92SR70
0.66% META META PLATFORMS INC-CLASS A -- $2,578,191.36 19,002 B7TL820
0.61% DHR DANAHER CORP -- $2,395,898.04 9,276 2250870
0.61% CVS CVS HEALTH CORP -- $2,366,225.07 24,811 2577609
0.55% PG PROCTER & GAMBLE CO/THE -- $2,150,921.25 17,037 2704407
0.54% COP CONOCOPHILLIPS -- $2,096,639.58 20,487 2685717
0.52% REGN REGENERON PHARMACEUTICALS -- $2,048,699.38 2,974 2730190
0.51% LMT LOCKHEED MARTIN CORP -- $1,998,278.17 5,173 2522096
0.49% JPM JPMORGAN CHASE & CO -- $1,928,129.50 18,451 2190385
0.49% GILD GILEAD SCIENCES INC -- $1,913,377.04 31,016 2369174
0.48% TJX TJX COMPANIES INC -- $1,855,213.80 29,865 2989301
0.47% HD HOME DEPOT INC -- $1,820,100.24 6,596 2434209
0.47% VZ VERIZON COMMUNICATIONS INC -- $1,817,737.81 47,873 2090571
0.46% CI CIGNA CORP -- $1,812,156.57 6,531 BHJ0775
0.45% C CITIGROUP INC -- $1,752,223.50 42,050 2297907
0.45% NVDA NVIDIA CORP -- $1,740,247.04 14,336 2379504
0.44% BKNG BOOKING HOLDINGS INC -- $1,728,656.92 1,052 BDRXDB4
0.44% PM PHILIP MORRIS INTERNATIONAL -- $1,723,121.58 20,758 B2PKRQ3
0.44% PLD PROLOGIS INC -- $1,706,981.60 16,801 B44WZD7
0.43% GE GENERAL ELECTRIC CO -- $1,695,838.72 27,392 BL59CR9
0.43% CVX CHEVRON CORP -- $1,660,250.52 11,556 2838555
0.42% MA MASTERCARD INC - A -- $1,632,395.94 5,741 B121557
0.42% APD AIR PRODUCTS & CHEMICALS INC -- $1,625,851.78 6,986 2011602
0.41% MCK MCKESSON CORP -- $1,603,166.79 4,717 2378534
0.41% CDNS CADENCE DESIGN SYS INC -- $1,592,298.49 9,743 2302232
0.41% ADM ARCHER-DANIELS-MIDLAND CO -- $1,588,404.80 19,744 2047317
0.40% CSX CSX CORP -- $1,580,444.64 59,326 2160753
0.40% MET METLIFE INC -- $1,552,929.00 25,550 2573209
0.40% NSC NORFOLK SOUTHERN CORP -- $1,550,571.40 7,396 2641894
0.39% PXD PIONEER NATURAL RESOURCES CO -- $1,536,063.82 7,094 2690830
0.39% QCOM QUALCOMM INC -- $1,524,778.08 13,496 2714923
0.39% FTNT FORTINET INC -- $1,522,342.18 30,986 B5B2106
0.39% HSY HERSHEY CO/THE -- $1,514,187.96 6,868 2422806
0.38% PSA PUBLIC STORAGE -- $1,501,822.49 5,129 2852533
0.38% EMR EMERSON ELECTRIC CO -- $1,481,167.38 20,229 2313405
0.38% MAR MARRIOTT INTERNATIONAL -CL A -- $1,476,655.18 10,537 2210614
0.38% MU MICRON TECHNOLOGY INC -- $1,470,936.00 29,360 2588184
0.38% HLT HILTON WORLDWIDE HOLDINGS IN -- $1,467,704.16 12,168 BYVMW06
0.37% DVN DEVON ENERGY CORP -- $1,461,700.17 24,309 2480677
0.37% PCAR PACCAR INC -- $1,461,394.78 17,462 2665861
0.37% CTAS CINTAS CORP -- $1,459,594.40 3,760 2197137
0.37% MCHP MICROCHIP TECHNOLOGY INC -- $1,455,809.62 23,854 2592174
0.37% TRV TRAVELERS COS INC/THE -- $1,454,327.60 9,493 2769503
0.37% ADBE ADOBE INC -- $1,440,121.60 5,233 2008154
0.37% KEYS KEYSIGHT TECHNOLOGIES IN -- $1,435,437.92 9,122 BQZJ0Q9
0.37% ALL ALLSTATE CORP -- $1,434,959.19 11,523 2019952
0.36% VLO VALERO ENERGY CORP -- $1,424,096.80 13,328 2041364
0.36% ZTS ZOETIS INC -- $1,416,021.21 9,549 B95WG16
0.36% AIG AMERICAN INTERNATIONAL GROUP -- $1,409,918.60 29,695 2027342
0.36% AME AMETEK INC -- $1,408,779.02 12,422 2089212
0.36% PSX PHILLIPS 66 -- $1,408,160.40 17,445 B78C4Y8
0.36% IT GARTNER INC -- $1,386,493.59 5,011 2372763
0.35% KR KROGER CO -- $1,374,712.50 31,422 2497406
0.35% RJF RAYMOND JAMES FINANCIAL INC -- $1,358,577.36 13,748 2718992
0.35% K KELLOGG CO -- $1,357,185.78 19,483 2486813
0.35% NVR NVR INC -- $1,351,620.12 339 2637785
0.34% ABC AMERISOURCEBERGEN CORP -- $1,346,398.17 9,949 2795393
0.34% AVB AVALONBAY COMMUNITIES INC -- $1,344,402.81 7,299 2131179
0.34% FITB FIFTH THIRD BANCORP -- $1,340,114.76 41,931 2336747
0.34% PRU PRUDENTIAL FINANCIAL INC -- $1,332,935.42 15,539 2819118
0.34% RF REGIONS FINANCIAL CORP -- $1,330,360.02 66,286 B01R311
0.34% MAA MID-AMERICA APARTMENT COMM -- $1,315,924.02 8,486 2589132
0.33% TSN TYSON FOODS INC-CL A -- $1,308,051.20 19,840 2909730
0.33% HRL HORMEL FOODS CORP -- $1,301,219.84 28,636 2437264
0.33% INCY INCYTE CORP -- $1,291,616.48 19,382 2471950
0.33% NFLX NETFLIX INC -- $1,289,269.44 5,476 2857817
0.33% WRB WR BERKLEY CORP -- $1,285,981.54 19,913 2093644
0.33% HOLX HOLOGIC INC -- $1,285,625.52 19,926 2433530
0.33% HII HUNTINGTON INGALLS INDUSTRIE -- $1,281,820.50 5,787 B40SSC9
0.33% EXR EXTRA SPACE STORAGE INC -- $1,279,090.26 7,406 B02HWR9
0.33% DTE DTE ENERGY COMPANY -- $1,276,709.85 11,097 2280220
0.33% CPT CAMDEN PROPERTY TRUST -- $1,270,948.00 10,640 2166320
0.32% WY WEYERHAEUSER CO -- $1,261,895.04 44,184 2958936
0.32% HIG HARTFORD FINANCIAL SVCS GRP -- $1,260,231.24 20,346 2476193
0.32% LYB LYONDELLBASELL INDU-CL A -- $1,255,820.96 16,682 B3SPXZ3
0.32% MTD METTLER-TOLEDO INTERNATIONAL -- $1,255,410.96 1,158 2126249
0.32% ETR ENTERGY CORP -- $1,254,554.21 12,467 2317087
0.32% AWK AMERICAN WATER WORKS CO INC -- $1,251,748.72 9,617 B2R3PV1
0.32% EIX EDISON INTERNATIONAL -- $1,246,004.76 22,022 2829515
0.32% NRG NRG ENERGY INC -- $1,244,770.02 32,526 2212922
0.32% SJM JM SMUCKER CO/THE -- $1,239,300.79 9,019 2951452
0.32% HST HOST HOTELS & RESORTS INC -- $1,238,131.84 77,968 2567503
0.32% LKQ LKQ CORP -- $1,236,791.65 26,231 2971029
0.32% GLW CORNING INC -- $1,233,495.10 42,505 2224701
0.32% BXP BOSTON PROPERTIES INC -- $1,230,482.61 16,413 2019479
0.31% LNC LINCOLN NATIONAL CORP -- $1,230,006.92 28,012 2516378
0.31% ATO ATMOS ENERGY CORP -- $1,222,200.00 12,000 2315359
0.31% EQR EQUITY RESIDENTIAL -- $1,222,059.60 18,180 2319157
0.31% CRM SALESFORCE INC -- $1,219,619.36 8,479 2310525
0.31% MPWR MONOLITHIC POWER SYSTEMS INC -- $1,218,480.20 3,353 B01Z7J1
0.31% NDAQ NASDAQ INC -- $1,215,049.16 21,437 2965107
0.31% DXC DXC TECHNOLOGY CO -- $1,214,893.44 49,628 BYXD7B3
0.31% MGM MGM RESORTS INTERNATIONAL -- $1,213,437.88 40,829 2547419
0.31% DRI DARDEN RESTAURANTS INC -- $1,213,429.92 9,606 2289874
0.31% HWM HOWMET AEROSPACE INC -- $1,212,301.35 39,195 BKLJ8V2
0.31% L LOEWS CORP -- $1,209,317.76 24,264 2523022
0.31% CMS CMS ENERGY CORP -- $1,208,829.44 20,756 2219224
0.31% JBHT HUNT (JB) TRANSPRT SVCS INC -- $1,208,813.76 7,728 2445416
0.31% IQV IQVIA HOLDINGS INC -- $1,205,848.98 6,657 BDR73G1
0.31% WST WEST PHARMACEUTICAL SERVICES -- $1,205,053.76 4,897 2950482
0.31% ADSK AUTODESK INC -- $1,194,772.80 6,396 2065159
0.30% VTR VENTAS INC -- $1,184,291.94 29,482 2927925
0.30% CHRW C.H. ROBINSON WORLDWIDE INC -- $1,182,783.11 12,281 2116228
0.30% LNT ALLIANT ENERGY CORP -- $1,180,670.19 22,281 2973821
0.30% REG REGENCY CENTERS CORP -- $1,168,437.30 21,698 2726177
0.30% RCL ROYAL CARIBBEAN CRUISES LTD -- $1,167,850.60 30,814 2754907
0.30% PEAK HEALTHPEAK PROPERTIES INC -- $1,157,276.64 50,492 BJBLRK3
0.30% UAL UNITED AIRLINES HOLDINGS INC -- $1,156,474.03 35,551 B4QG225
0.30% NWS NEWS CORP - CLASS B -- $1,154,572.50 74,875 BBGVT51
0.30% DD DUPONT DE NEMOURS INC -- $1,152,849.60 22,874 BK0VN47
0.29% ADI ANALOG DEVICES INC -- $1,151,645.10 8,265 2032067
0.29% NLOK NORTONLIFELOCK INC -- $1,147,899.44 56,996 BJN4XN5
0.29% LYV LIVE NATION ENTERTAINMENT IN -- $1,146,683.20 15,080 B0T7YX2
0.29% SPG SIMON PROPERTY GROUP INC -- $1,142,158.50 12,726 2812452
0.29% AMD ADVANCED MICRO DEVICES -- $1,138,135.68 17,963 2007849
0.29% BK BANK OF NEW YORK MELLON CORP -- $1,135,723.68 29,484 B1Z77F6
0.29% RL RALPH LAUREN CORP -- $1,135,089.45 13,365 B4V9661
0.29% LW LAMB WESTON HOLDINGS INC -- $1,133,307.48 14,646 BDQZFJ3
0.29% CTRA COTERRA ENERGY INC -- $1,132,902.76 43,373 2162340
0.29% BAC BANK OF AMERICA CORP -- $1,128,302.20 37,361 2295677
0.29% CE CELANESE CORP -- $1,123,468.24 12,436 B05MZT4
0.29% PKG PACKAGING CORP OF AMERICA -- $1,116,387.18 9,942 2504566
0.28% LLY ELI LILLY & CO -- $1,093,893.05 3,383 2516152
0.28% CHD CHURCH & DWIGHT CO INC -- $1,092,746.24 15,296 2195841
0.28% HPE HEWLETT PACKARD ENTERPRISE -- $1,091,389.98 91,101 BYVYWS0
0.28% AIZ ASSURANT INC -- $1,080,082.45 7,435 2331430
0.28% VTRS VIATRIS INC -- $1,077,924.84 126,517 BMWS3X9
0.28% BEN FRANKLIN RESOURCES INC -- $1,076,301.28 50,014 2350684
0.28% BAX BAXTER INTERNATIONAL INC -- $1,075,476.48 19,968 2085102
0.27% UDR UDR INC -- $1,073,907.37 25,747 2727910
0.27% SNA SNAP-ON INC -- $1,073,598.20 5,332 2818740
0.27% NWSA NEWS CORP - CLASS A -- $1,069,531.13 70,783 BBGVT40
0.27% WBA WALGREENS BOOTS ALLIANCE INC -- $1,068,636.20 34,033 BTN1Y44
0.27% EA ELECTRONIC ARTS INC -- $1,066,383.36 9,216 2310194
0.27% POOL POOL CORP -- $1,063,776.03 3,343 2781585
0.27% NCLH NORWEGIAN CRUISE LINE HOLDIN -- $1,062,171.36 93,501 B9CGTC3
0.27% ACN ACCENTURE PLC-CL A -- $1,059,046.80 4,116 B4BNMY3
0.27% PEP PEPSICO INC -- $1,057,271.76 6,476 2681511
0.27% JKHY JACK HENRY & ASSOCIATES INC -- $1,052,426.98 5,774 2469193
0.27% ANET ARISTA NETWORKS INC -- $1,045,022.73 9,257 BN33VM5
0.26% PH PARKER HANNIFIN CORP -- $1,031,513.67 4,257 2671501
0.26% TXN TEXAS INSTRUMENTS INC -- $1,027,893.98 6,641 2885409
0.26% DOV DOVER CORP -- $1,023,106.08 8,776 2278407
0.26% CSCO CISCO SYSTEMS INC -- $1,013,880.00 25,347 2198163
0.26% KEY KEYCORP -- $1,005,623.46 62,773 2490911
0.26% BWA BORGWARNER INC -- $1,004,172.00 31,980 2111955
0.26% ON ON SEMICONDUCTOR -- $1,003,513.00 16,100 2583576
0.26% TMO THERMO FISHER SCIENTIFIC INC -- $1,002,207.44 1,976 2886907
0.25% IVZ INVESCO LTD -- $993,811.70 72,541 B28XP76
0.25% CPB CAMPBELL SOUP CO -- $990,745.12 21,026 2162845
0.25% KO COCA-COLA CO/THE -- $988,921.06 17,653 2206657
0.25% AAL AMERICAN AIRLINES GROUP INC -- $980,910.84 81,471 BCV7KT2
0.25% RE EVEREST RE GROUP LTD -- $980,738.28 3,737 2556868
0.25% QRVO QORVO INC -- $976,822.41 12,301 BR9YYP4
0.25% RHI ROBERT HALF INTL INC -- $971,473.50 12,699 2110703
0.25% DIS WALT DISNEY CO/THE -- $970,938.69 10,293 2270726
0.25% FANG DIAMONDBACK ENERGY INC -- $969,823.46 8,051 B7Y8YR3
0.25% CCL CARNIVAL CORP -- $965,465.05 137,335 2523044
0.25% KHC KRAFT HEINZ CO/THE -- $964,948.90 28,934 BYRY499
0.24% IPG INTERPUBLIC GROUP OF COS INC -- $952,422.40 37,204 2466321
0.24% TMUS T-MOBILE US INC -- $939,458.34 7,002 B94Q9V0
0.24% PAYC PAYCOM SOFTWARE INC -- $937,171.60 2,840 BL95MY0
0.23% MAS MASCO CORP -- $917,458.50 19,650 2570200
0.23% VNT VONTIER CORP -- $906,734.73 54,263 BH4GV32
0.23% WAT WATERS CORP -- $906,698.92 3,364 2937689
0.23% LUMN LUMEN TECHNOLOGIES INC -- $901,154.80 123,785 BMDH249
0.23% ZBRA ZEBRA TECHNOLOGIES CORP-CL A -- $901,052.39 3,439 2989356
0.23% CF CF INDUSTRIES HOLDINGS INC -- $895,991.25 9,309 B0G4K50
0.22% CHTR CHARTER COMMUNICATIONS INC-A -- $878,198.25 2,895 BZ6VT82
0.22% IDXX IDEXX LABORATORIES INC -- $860,763.60 2,642 2459202
0.22% TFX TELEFLEX INC -- $848,146.60 4,210 2881407
0.22% PVH PVH CORP -- $847,795.20 18,924 B3V9F12
0.21% COST COSTCO WHOLESALE CORP -- $838,279.25 1,775 2701271
0.21% LIN LINDE PLC -- $838,155.31 3,109 BZ12WP8
0.21% CNC CENTENE CORP -- $825,719.72 10,612 2807061
0.21% VRTX VERTEX PHARMACEUTICALS INC -- $821,714.52 2,838 2931034
0.21% TGT TARGET CORP -- $810,951.35 5,465 2259101
0.21% EXPE EXPEDIA GROUP INC -- $806,951.97 8,613 B748CK2
0.21% ROL ROLLINS INC -- $806,448.72 23,254 2747305
0.21% SYY SYSCO CORP -- $802,841.34 11,354 2868165
0.20% T AT&T INC -- $793,706.94 51,741 2831811
0.20% CMCSA COMCAST CORP-CLASS A -- $778,652.84 26,548 2044545
0.20% ALK ALASKA AIR GROUP INC -- $771,842.25 19,715 2012605
0.20% INTU INTUIT INC -- $763,407.72 1,971 2459020
0.19% PNR PENTAIR PLC -- $760,634.23 18,721 BLS09M3
0.19% MSI MOTOROLA SOLUTIONS INC -- $759,258.30 3,390 B5BKPQ4
0.19% KMB KIMBERLY-CLARK CORP -- $755,481.02 6,713 2491839
0.19% AVGO BROADCOM INC -- $749,932.89 1,689 BDZ78H9
0.18% VNO VORNADO REALTY TRUST -- $720,461.28 31,108 2933632
0.18% TYL TYLER TECHNOLOGIES INC -- $716,545.00 2,062 2909644
0.18% SLB SCHLUMBERGER LTD -- $709,922.50 19,775 2779201
0.18% CB CHUBB LTD -- $700,601.76 3,852 B3BQMF6
0.18% COF CAPITAL ONE FINANCIAL CORP -- $699,385.96 7,588 2654461
0.17% APH AMPHENOL CORP-CL A -- $681,652.80 10,180 2145084
0.17% F FORD MOTOR CO -- $677,264.00 60,470 2615468
0.17% OMC OMNICOM GROUP -- $673,927.38 10,682 2279303
0.17% SO SOUTHERN CO/THE -- $671,500.00 9,875 2829601
0.17% PHM PULTEGROUP INC -- $663,862.50 17,703 2708841
0.17% TROW T ROWE PRICE GROUP INC -- $658,622.72 6,272 2702337
0.17% WDC WESTERN DIGITAL CORP -- $654,255.00 20,100 2954699
0.17% HPQ HP INC -- $651,583.24 26,147 BYX4D52
0.17% EBAY EBAY INC -- $647,856.00 17,600 2293819
0.17% KLAC KLA CORP -- $644,601.90 2,130 2480138
0.16% ADP AUTOMATIC DATA PROCESSING -- $641,927.22 2,838 2065308
0.16% HCA HCA HEALTHCARE INC -- $641,059.52 3,488 B4MGBG6
0.16% PTC PTC INC -- $636,281.80 6,083 B95N910
0.16% AMAT APPLIED MATERIALS INC -- $632,745.39 7,723 2046552
0.16% MMM 3M CO -- $630,734.00 5,708 2595708
0.16% WELL WELLTOWER INC -- $627,184.32 9,751 BYVYHH4
0.16% PNW PINNACLE WEST CAPITAL -- $623,166.60 9,660 2048804
0.16% WMT WALMART INC -- $622,430.30 4,799 2936921
0.16% NOW SERVICENOW INC -- $620,035.62 1,642 B80NXX8
0.16% TDY TELEDYNE TECHNOLOGIES INC -- $619,594.92 1,836 2503477
0.16% WRK WESTROCK CO -- $608,687.45 19,705 BYR0914
0.16% CME CME GROUP INC -- $606,315.99 3,423 2965839
0.15% SWKS SKYWORKS SOLUTIONS INC -- $600,130.26 7,038 2961053
0.15% WEC WEC ENERGY GROUP INC -- $595,067.22 6,654 BYY8XK8
0.15% CDAY CERIDIAN HCM HOLDING INC -- $584,001.88 10,451 BFX1V56
0.15% AMP AMERIPRISE FINANCIAL INC -- $579,233.05 2,299 B0J7D57
0.14% FE FIRSTENERGY CORP -- $565,693.00 15,289 2100920
0.14% INTC INTEL CORP -- $553,977.69 21,497 2463247
0.14% DOW DOW INC -- $547,938.89 12,473 BHXCF84
0.14% PPG PPG INDUSTRIES INC -- $546,255.15 4,935 2698470
0.14% DISH DISH NETWORK CORP-A -- $531,486.90 38,430 2303581
0.14% URI UNITED RENTALS INC -- $530,785.80 1,965 2134781
0.13% ODFL OLD DOMINION FREIGHT LINE -- $522,168.23 2,099 2656423
0.13% MPC MARATHON PETROLEUM CORP -- $517,906.62 5,214 B3K3L40
0.13% PYPL PAYPAL HOLDINGS INC -- $517,711.05 6,015 BYW36M8
0.13% WFC WELLS FARGO & CO -- $513,931.16 12,778 2649100
0.13% STZ CONSTELLATION BRANDS INC-A -- $511,038.00 2,225 2170473
0.13% AXP AMERICAN EXPRESS CO -- $509,959.80 3,780 2026082
0.13% BDX BECTON DICKINSON AND CO -- $509,166.55 2,285 2087807
0.13% OKE ONEOK INC -- $503,176.80 9,820 2130109
0.13% MS MORGAN STANLEY -- $500,923.40 6,340 2262314
0.13% UPS UNITED PARCEL SERVICE-CL B -- $498,997.06 3,089 2517382
0.13% J JACOBS SOLUTIONS INC -- $494,822.89 4,561 BNGC0D3
0.12% MCD MCDONALD'S CORP -- $482,938.82 2,093 2550707
0.12% APA APA CORP -- $470,283.45 13,755 BNNF1C1
0.12% ANSS ANSYS INC -- $466,235.10 2,103 2045623
0.11% ORCL ORACLE CORP -- $444,589.60 7,280 2661568
0.11% TPR TAPESTRY INC -- $436,485.79 15,353 BF09HX3
0.11% EVRG EVERGY INC -- $433,679.40 7,301 BFMXGR0
0.11% BBY BEST BUY CO INC -- $432,358.84 6,826 2094670
0.11% OGN ORGANON & CO -- $422,604.00 18,060 BLDC8J4
0.11% SNPS SYNOPSYS INC -- $414,271.56 1,356 2867719
0.11% DHI DR HORTON INC -- $413,596.35 6,141 2250687
0.10% OTIS OTIS WORLDWIDE CORP -- $409,596.00 6,420 BK531S8
0.10% SYF SYNCHRONY FINANCIAL -- $409,544.32 14,528 BP96PS6
0.10% TXT TEXTRON INC -- $401,527.92 6,892 2885937
0.10% WBD WARNER BROS DISCOVERY INC -- $396,543.00 34,482 BM8JYX3
0.10% TEL TE CONNECTIVITY LTD -- $389,901.88 3,533 B62B7C3
0.10% EMBC EMBECTA CORP -- $387,110.34 13,446 BMXWYR1
0.10% PKI PERKINELMER INC -- $385,898.31 3,207 2305844
0.09% NUE NUCOR CORP -- $364,193.96 3,404 2651086
0.09% DVA DAVITA INC -- $363,360.30 4,390 2898087
0.09% FRT FEDERAL REALTY INVS TRUST -- $343,627.56 3,813 BN7P9B2
0.09% IFF INTL FLAVORS & FRAGRANCES -- $342,974.08 3,776 2464165
0.09% DLR DIGITAL REALTY TRUST INC -- $341,675.10 3,445 B03GQS4
0.09% BBWI BATH & BODY WORKS INC -- $332,976.40 10,214 BNNTGJ5
0.08% HUM HUMANA INC -- $331,869.96 684 2445063
0.08% NEE NEXTERA ENERGY INC -- $331,517.48 4,228 2328915
0.08% MOS MOSAIC CO/THE -- $316,561.50 6,550 B3NPHP6
0.08% XRAY DENTSPLY SIRONA INC -- $315,904.05 11,143 BYNPPC6
0.08% AOS SMITH (A.O.) CORP -- $305,762.52 6,294 2816023
0.08% BMY BRISTOL-MYERS SQUIBB CO -- $296,587.48 4,172 2126335
0.07% CFG CITIZENS FINANCIAL GROUP -- $284,672.60 8,285 BQRX1X3
0.07% ESS ESSEX PROPERTY TRUST INC -- $282,924.64 1,168 2316619
0.07% SIVB SVB FINANCIAL GROUP -- $275,003.82 819 2808053
0.07% NKE NIKE INC -CL B -- $274,877.84 3,307 2640147
0.07% CLX CLOROX COMPANY -- $271,930.02 2,118 2204026
0.07% ELV ELEVANCE HEALTH INC -- $258,462.56 569 BSPHGL4
0.07% HAL HALLIBURTON CO -- $256,491.16 10,418 2405302
0.06% IP INTERNATIONAL PAPER CO -- $250,937.20 7,916 2465254
0.06% FBHS FORTUNE BRANDS HOME & SECURI -- $230,544.86 4,294 B3MC7D6
0.06% TER TERADYNE INC -- $221,467.05 2,947 2884183
0.06% NWL NEWELL BRANDS INC -- $221,087.13 15,917 2635701
0.05% BR BROADRIDGE FINANCIAL SOLUTIO -- $209,841.28 1,454 B1VP7R6
0.05% TRMB TRIMBLE INC -- $206,985.78 3,814 2903958
0.05% ICE INTERCONTINENTAL EXCHANGE IN -- $204,823.45 2,267 BFSSDS9
0.05% DAL DELTA AIR LINES INC -- $202,593.20 7,220 B1W9D46
0.05% WHR WHIRLPOOL CORP -- $201,406.14 1,494 2960384
0.05% PENN PENN ENTERTAINMENT INC -- $198,292.08 7,208 2682105
0.05% A AGILENT TECHNOLOGIES INC -- $193,750.70 1,594 2520153
0.05% MDT MEDTRONIC PLC -- $189,520.25 2,347 BTN1Y11
0.04% BSX BOSTON SCIENTIFIC CORP -- $175,679.28 4,536 2113434
0.04% GNRC GENERAC HOLDINGS INC -- $174,933.48 982 B6197Q2
0.04% MOH MOLINA HEALTHCARE INC -- $174,815.20 530 2212706
0.04% NI NISOURCE INC -- $174,138.47 6,913 2645409
0.04% LOW LOWE'S COS INC -- $163,019.08 868 2536763
0.04% UNP UNION PACIFIC CORP -- $161,700.60 830 2914734
0.04% CPRT COPART INC -- $157,259.20 1,478 2208073
0.04% AMGN AMGEN INC -- $154,399.00 685 2023607
0.04% FOXA FOX CORP - CLASS A -- $148,215.08 4,831 BJJMGL2
0.04% RTX RAYTHEON TECHNOLOGIES CORP -- $147,839.16 1,806 BM5M5Y3
0.04% ULTA ULTA BEAUTY INC -- $144,428.40 360 B28TS42
0.04% CBRE CBRE GROUP INC - A -- $142,851.16 2,116 B6WVMH3
0.04% AKAM AKAMAI TECHNOLOGIES INC -- $140,158.40 1,745 2507457
0.04% STT STATE STREET CORP -- $137,004.93 2,253 2842040
0.03% ALGN ALIGN TECHNOLOGY INC -- $129,650.86 626 2679204
0.03% VFC VF CORP -- $111,295.11 3,721 2928683
-- -- NET OTHER ASSETS (LIABILITIES) -- $22,775,036.10 22,775,036 --
-4.62% -- CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP SOCIETE GENERALE -18,034,059 -- -7,959 --
-11.93% -- CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP GOLDMAN SACHS INTERNATIONAL -46,593,085 -- -20,563 --
-13.24% -- CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP UBS AG -51,707,153 -- -22,820 --

Index

as of 6/30/2022

Long
  • Total Number of Companies317
  • Price/Earnings Ratio20.423
  • Price/Book Ratio6.314
  • Dividend Yield ( % )1.84
  • Avg. Index Market Capitalization$91.84 billion
Short
  • Total Number of Companies149
  • Price/Earnings Ratio20.959
  • Price/Book Ratio4.412
  • Dividend Yield ( % )1.79
  • Avg. Index Market Capitalization$33.60 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 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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