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 data from Thomson Reuters. 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. Data is delayed at least 15 minutes.

Total Return

Fund + Index 1m 3m 6m YTD 1Y 3Y 5Y 10Y Since Inception Inception Date
CSM Market Price -7.97% -6.96% -6.56% -10.82% 3.88% 12.99% 12.38% 13.64% 14.69% 07/13/2009
CSM NAV -7.69% -6.97% -6.44% -10.58% 3.94% 13.06% 12.38% 13.64% 14.69% 07/13/2009
Credit Suisse 130/30 Large Cap Index -7.63% -6.81% -6.11% -10.37% 4.63% 13.79% 13.11% 14.37% 15.55% --
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 4/30/2022
  • Distribution Yield 1.07%

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

  • SEC 30-Day Yield 1.06%

    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 5/20/2022
  • NAV $47.20
  • NAV Change $-0.02 down caret
  • Market Price $47.09
  • Market Price Change $-0.13 down caret
  • Trading Volume (M) 19,484
  • 30-Day Median Bid Ask Spread 0.11%
  • 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 4/30/2022
  • Distribution Yield 1.07%

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

  • SEC 30-Day Yield 1.06%

    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 5/20/2022
  • NAV $47.20
  • NAV Change $-0.02 down caret
  • Market Price $47.09
  • Market Price Change $-0.13 down caret
  • Trading Volume (M) 19,484
  • 30-Day Median Bid Ask Spread 0.11%
  • View Premium / Discount

Exposures

Index as of 3/31/2022

Holdings

as of 5/20/2022

Weight Ticker Description Exposure Value
(Notional + GL)
Market Value Shares/Contracts
23.41% -- CREDIT SUISSE 130/30 LARGE CAP LONG SUB-INDEX SWAP SOCIETE GENERALE 105,729,417 -- 36,366
12.10% -- CREDIT SUISSE 130/30 LARGE CAP LONG SUB-INDEX SWAP UBS AG 54,635,297 -- 18,792
4.58% AAPL APPLE INC -- $20,700,553.09 150,451
3.99% MSFT MICROSOFT CORP -- $18,034,804.48 71,408
1.89% AMZN AMAZON.COM INC -- $8,536,269.94 3,967
1.17% GOOGL ALPHABET INC-CL A -- $5,275,503.52 2,422
1.11% XOM EXXON MOBIL CORP -- $5,026,119.90 54,715
1.11% TSLA TESLA INC -- $4,995,183.60 7,524
1.07% GOOG ALPHABET INC-CL C -- $4,811,958.26 2,201
0.92% BRK/B BERKSHIRE HATHAWAY INC-CL B -- $4,159,404.00 13,680
0.92% PFE PFIZER INC -- $4,156,568.46 79,218
0.90% FB META PLATFORMS INC-CLASS A -- $4,045,953.70 20,905
0.88% JNJ JOHNSON & JOHNSON -- $3,970,369.32 22,434
0.75% NVDA NVIDIA CORP -- $3,403,572.72 20,388
0.71% ABT ABBOTT LABORATORIES -- $3,227,679.72 28,503
0.70% UNH UNITEDHEALTH GROUP INC -- $3,160,159.38 6,506
0.66% MRK MERCK & CO. INC. -- $2,965,909.20 31,704
0.62% VZ VERIZON COMMUNICATIONS INC -- $2,780,911.38 56,146
0.55% PG PROCTER & GAMBLE CO/THE -- $2,499,757.70 17,630
0.55% CVS CVS HEALTH CORP -- $2,497,703.23 26,311
0.55% DHR DANAHER CORP -- $2,476,956.60 9,837
0.52% ADBE ADOBE INC -- $2,362,612.80 5,920
0.50% LMT LOCKHEED MARTIN CORP -- $2,274,292.30 5,362
0.50% JPM JPMORGAN CHASE & CO -- $2,242,954.10 19,115
0.49% ABBV ABBVIE INC -- $2,205,350.04 14,604
0.48% BKNG BOOKING HOLDINGS INC -- $2,179,377.00 1,030
0.48% PLD PROLOGIS INC -- $2,154,840.28 17,999
0.47% C CITIGROUP INC -- $2,132,484.00 42,864
0.47% GILD GILEAD SCIENCES INC -- $2,131,809.12 33,393
0.47% REGN REGENERON PHARMACEUTICALS -- $2,117,631.42 3,203
0.47% MMM 3M CO -- $2,113,581.85 14,695
0.46% INTC INTEL CORP -- $2,063,007.80 49,532
0.45% MU MICRON TECHNOLOGY INC -- $2,051,084.10 29,769
0.45% MS MORGAN STANLEY -- $2,050,206.47 25,831
0.45% PM PHILIP MORRIS INTERNATIONAL -- $2,033,721.90 20,106
0.44% HD HOME DEPOT INC -- $1,982,185.38 6,902
0.43% V VISA INC-CLASS A SHARES -- $1,950,693.03 9,801
0.41% TJX TJX COMPANIES INC -- $1,867,349.16 32,268
0.41% CTVA CORTEVA INC -- $1,866,396.53 31,511
0.41% QCOM QUALCOMM INC -- $1,863,192.80 14,158
0.41% DVN DEVON ENERGY CORP -- $1,852,390.56 26,493
0.41% AMD ADVANCED MICRO DEVICES -- $1,844,194.00 19,724
0.41% CDNS CADENCE DESIGN SYS INC -- $1,839,976.60 12,551
0.41% PXD PIONEER NATURAL RESOURCES CO -- $1,830,984.08 6,871
0.40% APD AIR PRODUCTS & CHEMICALS INC -- $1,824,691.20 7,680
0.40% CHTR CHARTER COMMUNICATIONS INC-A -- $1,811,212.43 3,781
0.40% MA MASTERCARD INC - A -- $1,799,907.72 5,354
0.40% CVX CHEVRON CORP -- $1,795,841.82 10,701
0.40% PSA PUBLIC STORAGE -- $1,787,967.74 5,714
0.39% PSX PHILLIPS 66 -- $1,780,415.57 18,983
0.39% ADM ARCHER-DANIELS-MIDLAND CO -- $1,778,532.00 21,173
0.39% EMR EMERSON ELECTRIC CO -- $1,766,811.36 21,124
0.39% NSC NORFOLK SOUTHERN CORP -- $1,759,704.54 7,689
0.38% MET METLIFE INC -- $1,708,112.40 27,528
0.38% AIG AMERICAN INTERNATIONAL GROUP -- $1,705,420.44 30,662
0.37% VLO VALERO ENERGY CORP -- $1,690,606.06 13,747
0.37% TRV TRAVELERS COS INC/THE -- $1,687,110.72 10,028
0.37% ZTS ZOETIS INC -- $1,668,028.16 10,261
0.37% HPQ HP INC -- $1,660,462.65 47,921
0.36% MAR MARRIOTT INTERNATIONAL -CL A -- $1,645,593.23 10,601
0.36% HLT HILTON WORLDWIDE HOLDINGS IN -- $1,642,700.52 12,609
0.36% VTR VENTAS INC -- $1,629,189.00 28,825
0.36% DLR DIGITAL REALTY TRUST INC -- $1,620,396.00 12,360
0.36% BAX BAXTER INTERNATIONAL INC -- $1,617,797.16 22,092
0.36% CTAS CINTAS CORP -- $1,615,200.04 4,442
0.36% SBAC SBA COMMUNICATIONS CORP -- $1,613,176.18 4,939
0.36% ALL ALLSTATE CORP -- $1,603,942.11 13,037
0.35% PRU PRUDENTIAL FINANCIAL INC -- $1,603,184.10 16,243
0.35% LYB LYONDELLBASELL INDU-CL A -- $1,599,927.84 14,832
0.35% WY WEYERHAEUSER CO -- $1,597,167.72 42,444
0.35% AWK AMERICAN WATER WORKS CO INC -- $1,592,972.51 10,943
0.35% CERN CERNER CORP -- $1,590,516.69 16,933
0.35% WST WEST PHARMACEUTICAL SERVICES -- $1,589,995.84 5,288
0.35% HOLX HOLOGIC INC -- $1,587,344.00 20,416
0.35% NKE NIKE INC -CL B -- $1,569,024.00 14,528
0.34% NRG NRG ENERGY INC -- $1,554,937.20 34,010
0.34% AME AMETEK INC -- $1,553,376.96 13,236
0.34% MCK MCKESSON CORP -- $1,552,633.74 4,809
0.34% DTE DTE ENERGY COMPANY -- $1,547,600.56 12,023
0.34% QRVO QORVO INC -- $1,543,239.49 14,209
0.34% ETR ENTERGY CORP -- $1,539,339.82 13,159
0.34% FITB FIFTH THIRD BANCORP -- $1,527,672.96 42,864
0.34% LYV LIVE NATION ENTERTAINMENT IN -- $1,526,688.00 17,100
0.34% CMS CMS ENERGY CORP -- $1,520,730.02 22,094
0.33% EIX EDISON INTERNATIONAL -- $1,513,167.15 22,979
0.33% HSY HERSHEY CO/THE -- $1,510,747.02 7,299
0.33% KR KROGER CO -- $1,506,416.28 30,958
0.33% GLW CORNING INC -- $1,504,665.21 45,417
0.33% TSN TYSON FOODS INC-CL A -- $1,497,772.64 17,563
0.33% PCAR PACCAR INC -- $1,493,723.96 18,716
0.33% KEYS KEYSIGHT TECHNOLOGIES IN -- $1,492,511.80 10,831
0.33% POOL POOL CORP -- $1,487,667.44 3,668
0.33% MTD METTLER-TOLEDO INTERNATIONAL -- $1,487,534.58 1,201
0.33% INCY INCYTE CORP -- $1,480,976.64 19,778
0.33% LNT ALLIANT ENERGY CORP -- $1,474,670.45 25,135
0.33% UAL UNITED AIRLINES HOLDINGS INC -- $1,473,949.75 33,845
0.33% CE CELANESE CORP -- $1,471,878.45 9,765
0.33% PEAK HEALTHPEAK PROPERTIES INC -- $1,468,322.78 49,909
0.32% LUMN LUMEN TECHNOLOGIES INC -- $1,465,903.46 132,541
0.32% CINF CINCINNATI FINANCIAL CORP -- $1,459,856.64 11,968
0.32% NLOK NORTONLIFELOCK INC -- $1,458,672.93 60,003
0.32% CRM SALESFORCE INC -- $1,455,209.75 9,115
0.32% WRB WR BERKLEY CORP -- $1,453,053.36 21,857
0.32% L LOEWS CORP -- $1,450,825.74 23,106
0.32% DRE DUKE REALTY CORP -- $1,433,931.06 28,166
0.32% WBA WALGREENS BOOTS ALLIANCE INC -- $1,429,708.80 34,905
0.32% MGM MGM RESORTS INTERNATIONAL -- $1,425,908.19 41,487
0.31% JBHT HUNT (JB) TRANSPRT SVCS INC -- $1,416,626.84 8,618
0.31% IQV IQVIA HOLDINGS INC -- $1,413,617.32 7,004
0.31% CPT CAMDEN PROPERTY TRUST -- $1,413,018.88 10,192
0.31% CHD CHURCH & DWIGHT CO INC -- $1,411,835.00 15,908
0.31% UPS UNITED PARCEL SERVICE-CL B -- $1,411,080.00 8,250
0.31% K KELLOGG CO -- $1,407,772.68 20,782
0.31% AAL AMERICAN AIRLINES GROUP INC -- $1,407,742.02 86,577
0.31% SPG SIMON PROPERTY GROUP INC -- $1,406,430.48 12,922
0.31% HST HOST HOTELS & RESORTS INC -- $1,406,413.53 75,573
0.31% RF REGIONS FINANCIAL CORP -- $1,402,419.85 69,599
0.31% KIM KIMCO REALTY CORP -- $1,398,823.54 63,554
0.31% HIG HARTFORD FINANCIAL SVCS GRP -- $1,391,569.65 20,835
0.31% MPC MARATHON PETROLEUM CORP -- $1,390,174.32 14,397
0.31% AIZ ASSURANT INC -- $1,389,981.30 7,890
0.31% CSX CSX CORP -- $1,387,411.48 44,842
0.31% RE EVEREST RE GROUP LTD -- $1,387,212.39 5,127
0.31% EXR EXTRA SPACE STORAGE INC -- $1,387,149.72 8,094
0.31% OMC OMNICOM GROUP -- $1,380,159.15 18,439
0.31% PKG PACKAGING CORP OF AMERICA -- $1,379,997.48 9,258
0.30% EQR EQUITY RESIDENTIAL -- $1,377,586.22 18,611
0.30% RL RALPH LAUREN CORP -- $1,377,248.04 14,771
0.30% NCLH NORWEGIAN CRUISE LINE HOLDIN -- $1,377,107.10 90,007
0.30% CHRW C.H. ROBINSON WORLDWIDE INC -- $1,376,735.36 13,508
0.30% PVH PVH CORP -- $1,374,984.52 21,196
0.30% RJF RAYMOND JAMES FINANCIAL INC -- $1,368,198.93 14,909
0.30% ABC AMERISOURCEBERGEN CORP -- $1,366,337.64 9,098
0.30% BEN FRANKLIN RESOURCES INC -- $1,355,299.80 52,531
0.30% IT GARTNER INC -- $1,351,216.16 5,404
0.30% AVB AVALONBAY COMMUNITIES INC -- $1,349,982.10 6,718
0.30% HII HUNTINGTON INGALLS INDUSTRIE -- $1,348,723.20 6,820
0.30% RCL ROYAL CARIBBEAN CRUISES LTD -- $1,345,077.75 24,275
0.30% MAA MID-AMERICA APARTMENT COMM -- $1,338,491.85 7,635
0.30% ROST ROSS STORES INC -- $1,333,907.20 18,560
0.29% LKQ LKQ CORP -- $1,332,269.64 27,549
0.29% CBOE CBOE GLOBAL MARKETS INC -- $1,331,509.94 12,451
0.29% HPE HEWLETT PACKARD ENTERPRISE -- $1,321,425.36 93,321
0.29% IVZ INVESCO LTD -- $1,319,212.80 71,040
0.29% BAC BANK OF AMERICA CORP -- $1,317,594.18 38,913
0.29% ADSK AUTODESK INC -- $1,314,795.29 6,869
0.29% AES AES CORP -- $1,304,045.07 63,519
0.29% VTRS VIATRIS INC -- $1,298,306.80 110,026
0.29% TFX TELEFLEX INC -- $1,293,711.90 4,503
0.28% ALK ALASKA AIR GROUP INC -- $1,286,789.30 27,913
0.28% BWA BORGWARNER INC -- $1,279,665.45 33,543
0.28% BDX BECTON DICKINSON AND CO -- $1,267,050.60 5,022
0.28% FCX FREEPORT-MCMORAN INC -- $1,261,046.30 34,730
0.28% COP CONOCOPHILLIPS -- $1,254,253.86 11,943
0.27% UDR UDR INC -- $1,242,055.70 26,665
0.27% FANG DIAMONDBACK ENERGY INC -- $1,238,181.12 9,504
0.27% KEY KEYCORP -- $1,211,373.36 66,123
0.27% NDAQ NASDAQ INC -- $1,205,572.50 8,250
0.27% DOV DOVER CORP -- $1,199,121.82 9,169
0.27% CFG CITIZENS FINANCIAL GROUP -- $1,198,600.25 31,751
0.26% DRI DARDEN RESTAURANTS INC -- $1,190,981.25 10,245
0.26% CI CIGNA CORP -- $1,186,647.77 4,573
0.26% IPG INTERPUBLIC GROUP OF COS INC -- $1,184,199.37 38,611
0.26% ACN ACCENTURE PLC-CL A -- $1,182,125.45 4,273
0.26% CTRA COTERRA ENERGY INC -- $1,177,790.13 38,377
0.26% TXN TEXAS INSTRUMENTS INC -- $1,177,632.35 6,935
0.26% SNA SNAP-ON INC -- $1,177,035.76 5,606
0.26% RHI ROBERT HALF INTL INC -- $1,174,082.50 13,250
0.26% PH PARKER HANNIFIN CORP -- $1,169,640.40 4,520
0.26% CMCSA COMCAST CORP-CLASS A -- $1,167,499.91 27,791
0.26% LUV SOUTHWEST AIRLINES CO -- $1,164,558.25 27,305
0.26% NFLX NETFLIX INC -- $1,163,383.05 6,243
0.26% WDC WESTERN DIGITAL CORP -- $1,155,004.11 20,331
0.25% TMO THERMO FISHER SCIENTIFIC INC -- $1,150,270.80 2,072
0.25% ZBRA ZEBRA TECHNOLOGIES CORP-CL A -- $1,140,747.22 3,506
0.25% KHC KRAFT HEINZ CO/THE -- $1,140,663.36 29,728
0.25% EXPE EXPEDIA GROUP INC -- $1,126,418.19 9,041
0.25% WAT WATERS CORP -- $1,124,298.75 3,525
0.25% DIS WALT DISNEY CO/THE -- $1,120,167.54 10,937
0.25% CTXS CITRIX SYSTEMS INC -- $1,118,574.36 11,268
0.24% PEP PEPSICO INC -- $1,101,568.11 6,791
0.24% IDXX IDEXX LABORATORIES INC -- $1,075,744.70 2,890
0.24% JKHY JACK HENRY & ASSOCIATES INC -- $1,063,614.56 5,938
0.23% ESS ESSEX PROPERTY TRUST INC -- $1,060,865.27 3,761
0.23% T AT&T INC -- $1,060,596.00 51,990
0.23% VNO VORNADO REALTY TRUST -- $1,058,949.51 31,601
0.23% ANET ARISTA NETWORKS INC -- $1,051,238.88 10,242
0.23% LIN LINDE PLC -- $1,048,288.68 3,326
0.23% KO COCA-COLA CO/THE -- $1,048,002.28 17,186
0.22% CPB CAMPBELL SOUP CO -- $1,013,534.57 22,019
0.22% NWSA NEWS CORP - CLASS A -- $978,957.51 55,591
0.22% AVGO BROADCOM INC -- $974,482.86 1,794
0.21% LW LAMB WESTON HOLDINGS INC -- $968,269.76 15,328
0.21% PNR PENTAIR PLC -- $963,777.60 19,685
0.21% LLY ELI LILLY & CO -- $930,021.20 3,112
0.21% CNC CENTENE CORP -- $929,717.28 10,943
0.20% COF CAPITAL ONE FINANCIAL CORP -- $923,698.80 8,124
0.20% WBD WARNER BROS DISCOVERY INC -- $921,433.34 51,941
0.20% TGT TARGET CORP -- $907,302.40 5,840
0.20% DOW DOW INC -- $895,305.95 13,145
0.20% KMB KIMBERLY-CLARK CORP -- $891,064.62 6,943
0.20% TMUS T-MOBILE US INC -- $886,439.32 7,033
0.19% AMAT APPLIED MATERIALS INC -- $875,207.66 8,221
0.19% APA APA CORP -- $875,151.62 21,007
0.19% HWM HOWMET AEROSPACE INC -- $868,924.64 26,204
0.19% BALL BALL CORP -- $861,422.24 12,488
0.19% SWK STANLEY BLACK & DECKER INC -- $854,009.00 7,340
0.19% DISH DISH NETWORK CORP-A -- $851,980.00 41,000
0.19% ROL ROLLINS INC -- $847,743.12 24,029
0.18% EBAY EBAY INC -- $827,577.87 18,677
0.18% GM GENERAL MOTORS CO -- $826,837.80 23,357
0.18% SLB SCHLUMBERGER LTD -- $811,297.60 19,730
0.18% CB CHUBB LTD -- $806,616.00 3,954
0.18% TROW T ROWE PRICE GROUP INC -- $802,773.76 6,592
0.18% PGR PROGRESSIVE CORP -- $797,019.19 7,181
0.18% INTU INTUIT INC -- $794,037.02 2,159
0.17% GE GENERAL ELECTRIC CO -- $786,588.25 10,453
0.17% NOW SERVICENOW INC -- $782,485.21 1,807
0.17% F FORD MOTOR CO -- $780,162.50 62,413
0.17% SWKS SKYWORKS SOLUTIONS INC -- $776,002.00 7,534
0.17% UA UNDER ARMOUR INC-CLASS C -- $762,988.00 89,975
0.17% VRTX VERTEX PHARMACEUTICALS INC -- $762,323.32 2,948
0.17% HRL HORMEL FOODS CORP -- $757,923.30 15,705
0.17% MSI MOTOROLA SOLUTIONS INC -- $754,274.36 3,587
0.17% HCA HCA HEALTHCARE INC -- $752,566.50 3,675
0.17% SO SOUTHERN CO/THE -- $749,662.92 10,212
0.17% TYL TYLER TECHNOLOGIES INC -- $745,313.13 2,181
0.16% NOC NORTHROP GRUMMAN CORP -- $743,907.74 1,678
0.16% IFF INTL FLAVORS & FRAGRANCES -- $741,347.50 5,750
0.16% NWS NEWS CORP - CLASS B -- $741,111.14 41,426
0.16% TDY TELEDYNE TECHNOLOGIES INC -- $736,678.80 1,908
0.16% PNW PINNACLE WEST CAPITAL -- $736,531.80 9,780
0.16% UAA UNDER ARMOUR INC-CLASS A -- $729,025.00 75,625
0.16% COST COSTCO WHOLESALE CORP -- $719,591.04 1,728
0.16% WEC WEC ENERGY GROUP INC -- $718,947.65 6,943
0.16% PTC PTC INC -- $717,608.34 6,327
0.16% BR BROADRIDGE FINANCIAL SOLUTIO -- $709,770.86 5,107
0.16% PAYC PAYCOM SOFTWARE INC -- $703,876.97 2,543
0.15% CSCO CISCO SYSTEMS INC -- $691,677.52 16,108
0.15% FE FIRSTENERGY CORP -- $678,343.70 16,010
0.15% OGN ORGANON & CO -- $675,336.88 17,942
0.14% J JACOBS ENGINEERING GROUP INC -- $648,977.56 4,774
0.14% CME CME GROUP INC -- $647,602.81 3,371
0.14% PPG PPG INDUSTRIES INC -- $644,716.16 5,387
0.14% ALGN ALIGN TECHNOLOGY INC -- $634,792.32 2,308
0.14% TPR TAPESTRY INC -- $634,607.64 20,204
0.14% OKE ONEOK INC -- $633,811.50 9,975
0.14% ADP AUTOMATIC DATA PROCESSING -- $622,164.48 2,982
0.13% AXP AMERICAN EXPRESS CO -- $598,095.72 3,903
0.13% WMT WALMART INC -- $594,092.80 4,984
0.13% COO COOPER COS INC/THE -- $587,222.41 1,721
0.13% ANSS ANSYS INC -- $566,076.75 2,245
0.12% AON AON PLC-CLASS A -- $562,462.11 2,141
0.12% EA ELECTRONIC ARTS INC -- $548,668.96 4,196
0.12% WFC WELLS FARGO & CO -- $544,501.89 13,067
0.12% ULTA ULTA BEAUTY INC -- $542,705.10 1,582
0.12% STZ CONSTELLATION BRANDS INC-A -- $540,991.50 2,307
0.12% URI UNITED RENTALS INC -- $538,760.32 1,996
0.11% PYPL PAYPAL HOLDINGS INC -- $518,274.90 6,435
0.11% EVRG EVERGY INC -- $510,579.96 7,572
0.11% BBY BEST BUY CO INC -- $509,342.04 7,039
0.11% ODFL OLD DOMINION FREIGHT LINE -- $507,030.30 2,085
0.11% ORCL ORACLE CORP -- $504,087.35 7,345
0.11% PKI PERKINELMER INC -- $503,577.36 3,432
0.11% CLX CLOROX COMPANY -- $493,177.80 3,566
0.11% SYF SYNCHRONY FINANCIAL -- $491,347.02 15,137
0.11% OTIS OTIS WORLDWIDE CORP -- $491,019.84 6,686
0.11% PFG PRINCIPAL FINANCIAL GROUP -- $481,979.64 6,961
0.10% TXT TEXTRON INC -- $468,799.98 7,502
0.10% TEL TE CONNECTIVITY LTD -- $460,786.08 3,756
0.10% MCD MCDONALD'S CORP -- $447,937.65 1,915
0.10% GNRC GENERAC HOLDINGS INC -- $437,263.20 1,980
0.10% DHI DR HORTON INC -- $437,112.50 6,358
0.10% XRAY DENTSPLY SIRONA INC -- $435,484.00 11,536
0.10% SNPS SYNOPSYS INC -- $434,315.52 1,416
0.09% FRT FEDERAL REALTY INVS TRUST -- $423,049.80 3,867
0.09% SIVB SVB FINANCIAL GROUP -- $394,272.90 907
0.09% IP INTERNATIONAL PAPER CO -- $393,086.92 8,279
0.09% AOS SMITH (A.O.) CORP -- $385,094.82 6,666
0.08% HAL HALLIBURTON CO -- $375,477.70 10,231
0.07% PENN PENN NATIONAL GAMING INC -- $328,295.33 10,327
0.07% NUE NUCOR CORP -- $327,997.98 2,734
0.07% TER TERADYNE INC -- $327,993.48 3,204
0.07% BBWI BATH & BODY WORKS INC -- $324,996.00 8,400
0.07% DXC DXC TECHNOLOGY CO -- $324,356.80 10,958
0.07% HUM HUMANA INC -- $309,932.10 705
0.07% FBHS FORTUNE BRANDS HOME & SECURI -- $303,669.96 4,548
0.07% BMY BRISTOL-MYERS SQUIBB CO -- $300,264.79 3,941
0.06% ANTM ANTHEM INC -- $293,245.75 595
0.06% MPWR MONOLITHIC POWER SYSTEMS INC -- $286,830.32 686
0.06% DAL DELTA AIR LINES INC -- $284,158.56 7,354
0.06% WHR WHIRLPOOL CORP -- $269,926.93 1,553
0.06% SYY SYSCO CORP -- $262,963.68 3,416
0.06% TRMB TRIMBLE INC -- $261,637.53 4,011
0.06% EOG EOG RESOURCES INC -- $257,159.35 2,107
0.05% MDT MEDTRONIC PLC -- $246,277.06 2,402
0.05% ICE INTERCONTINENTAL EXCHANGE IN -- $230,578.44 2,362
0.05% BSX BOSTON SCIENTIFIC CORP -- $211,474.24 5,392
0.05% A AGILENT TECHNOLOGIES INC -- $209,467.62 1,674
0.05% FTNT FORTINET INC -- $206,257.44 723
0.04% CTLT CATALENT INC -- $196,873.35 1,965
0.04% ATVI ACTIVISION BLIZZARD INC -- $180,187.20 2,328
0.04% UNP UNION PACIFIC CORP -- $180,047.94 843
0.04% CPRT COPART INC -- $173,209.95 1,545
0.04% VFC VF CORP -- $172,292.12 3,641
0.04% CZR CAESARS ENTERTAINMENT INC -- $171,225.87 3,417
0.04% LOW LOWE'S COS INC -- $171,207.63 927
0.04% AMGN AMGEN INC -- $170,032.50 687
0.04% NEE NEXTERA ENERGY INC -- $167,651.88 2,354
0.04% RTX RAYTHEON TECHNOLOGIES CORP -- $167,548.80 1,860
0.04% CBRE CBRE GROUP INC - A -- $167,100.52 2,116
0.04% FOXA FOX CORP - CLASS A -- $166,463.50 4,975
0.04% AKAM AKAMAI TECHNOLOGIES INC -- $164,206.84 1,684
0.04% WTW WILLIS TOWERS WATSON PLC -- $163,150.56 822
-- -- NET OTHER ASSETS (LIABILITIES) -- $23,876,236.06 23,876,236
-5.57% -- CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP SOCIETE GENERALE -25,148,259 -- -10,252
-11.98% -- CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP GOLDMAN SACHS INTERNATIONAL -54,128,119 -- -22,066
-12.79% -- CREDIT SUISSE 130/30 LARGE CAP SHORT SUB-INDEX SWAP UBS AG -57,775,745 -- -23,553

Index

as of 3/31/2022

Long
  • Total Number of Companies310
  • Price/Earnings Ratio24.353
  • Price/Book Ratio7.212
  • Dividend Yield ( % )1.53
  • Avg. Index Market Capitalization$108.56 billion
Short
  • Total Number of Companies153
  • Price/Earnings Ratio24.28
  • Price/Book Ratio4.91
  • Dividend Yield ( % )1.69
  • Avg. Index Market Capitalization$37.86 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.

Investments in the debt of sub-sovereigns (including agency-issued securities) and quasi-sovereigns (i.e. corporations that have significant government ownership) may or may not be issued by or guaranteed as to principal and interest by a governmental authority.

"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.

"Deutsche Bank" and "DBIQ Short Duration Emerging Market Bond IndexSM" are service marks of Deutsche Bank AG and have been licensed for use for certain purposes by ProShares. ProShares have not been passed on by Deutsche Bank AG as to their legality or suitability. ProShares based on the DBIQ Short Duration Emerging Market Bond Index are not sponsored, endorsed, sold, or promoted by Deutsche Bank AG, and Deutsche Bank makes no representation, express or implied, 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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