CSM - Credit Suisse 130/30 Holdings

CSM Tracks This Index: Credit Suisse 130/30 Large-Cap Index
Description: The methodology of the Credit Suisse 130/30 Index has two main components: the calculation of expected alpha scores for each large-cap stock in the universe and portfolio optimization. The expected alpha scores quantify the performance prospects for each stock; portfolio optimization attempts to ensure that the long/short portfolio maintains risk characteristics similar to the long-only large-cap universe.

Data as of 2012-05-03

CSM Top Ten Holdings

  1. Cs130l Swaps: 35.69%
  2. Cs130s Swaps: 30.10%
  3. Apple, Inc. (AAPL): 3.50%
  4. Exxon Mobil Corporation (XOM): 2.75%
  5. Microsoft Corporation (MSFT): 1.67%
  6. Chevron Corp (CVX): 1.51%
  7. Google, Inc. Class A (GOOG): 1.24%
  8. Philip Morris International, Inc. (PM): 1.18%
  9. Intel Corp (INTC): 1.13%
  10. International Business Machines Corp (IBM): 1.12%
% Assets In Top 10: 79.89%
Total Holdings: 243

CSM Asset Allocation

Asset Percentage
U.S. Stocks 94.67%
International Stocks 5.59%
U.S. Bonds 0.00%
International Bonds 0.00%
Preferred Stock 0.00%
Convertibles 0.00%
Cash -0.26%
Other 0.00%

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© 2012 Morningstar, Inc. All Rights Reserved. The information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Past performance is no guarantee of future results.

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